Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL)
Seasonality Analysis
Quadratic Interest Rate Volatility and Inflation Hedge ETF Annual Seasonality Statistics
Quadratic Interest Rate Volatility and Inflation Hedge ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -0.37% | Weak | |
| February | -0.74% | Weak | |
| March | 0.34% | Moderate | |
| April BEST | 1.54% | Strong | |
| May | 0.04% | Moderate | |
| June | -1.33% | Weak | |
| July | -0.14% | Very Weak | |
| August | -0.19% | Weak | |
| September WORST | -1.97% | Very Weak | |
| October | -0.86% | Weak | |
| November | -0.29% | Very Weak | |
| December | -0.36% | Very Weak |
Quadratic Interest Rate Volatility and Inflation Hedge ETF 2026 vs Historical Pattern
Quadratic Interest Rate Volatility and Inflation Hedge ETF Interactive Seasonality Chart
Quadratic Interest Rate Volatility and Inflation Hedge ETF Pattern Scanner
Quadratic Interest Rate Volatility and Inflation Hedge ETF Seasonal Historical Performance
About Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) Seasonality
Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) has been analyzed using 7 years of historical data to identify seasonal patterns. Classified under ETFs, Quadratic Interest Rate Volatility and Inflation Hedge ETF shows distinct seasonal tendencies based on historical data.
The strongest month for Quadratic Interest Rate Volatility and Inflation Hedge ETF is historically April, with an average return of 1.54% and a win rate of 71%. Conversely, September tends to be the weakest month, averaging -1.97% return.
Looking at the full calendar year, Quadratic Interest Rate Volatility and Inflation Hedge ETF has an average annual return of -4.34% with an overall monthly win rate of 46.4%. Out of 12 months, 3 typically show positive average returns.
The seasonal pattern for Quadratic Interest Rate Volatility and Inflation Hedge ETF has a consistency score of 48.4 (Poor), based on 8 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Quadratic Interest Rate Volatility and Inflation Hedge ETF Seasonality FAQ
What is the best month to buy Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL)?
Historically, April has been the best month for Quadratic Interest Rate Volatility and Inflation Hedge ETF, with an average return of 1.54% and a win rate of 71%. However, past performance does not guarantee future results.
What is the worst month for Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL)?
Based on historical data, September has been the weakest month for Quadratic Interest Rate Volatility and Inflation Hedge ETF, with an average return of -1.97%. This is a historical observation and does not guarantee future results.
How reliable is IVOL seasonality data?
The seasonality analysis for Quadratic Interest Rate Volatility and Inflation Hedge ETF is based on 7 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Quadratic Interest Rate Volatility and Inflation Hedge ETF seasonality in my trading?
Use Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.