SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ)
Seasonality Analysis
SEI Enhanced U.S. Large Cap Quality Factor ETF Annual Seasonality Statistics
SEI Enhanced U.S. Large Cap Quality Factor ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 2.96% | Strong | |
| February | -0.53% | Weak | |
| March | -0.38% | Weak | |
| April | 0.03% | Weak | |
| May | 3.12% | Very Strong | |
| June | 1.38% | Moderate | |
| July | 2.14% | Strong | |
| August | 0.32% | Weak | |
| September | -1.71% | Weak | |
| October | 0.01% | Weak | |
| November BEST | 5.33% | Very Strong | |
| December WORST | -1.75% | Weak |
SEI Enhanced U.S. Large Cap Quality Factor ETF 2026 vs Historical Pattern
SEI Enhanced U.S. Large Cap Quality Factor ETF Interactive Seasonality Chart
SEI Enhanced U.S. Large Cap Quality Factor ETF Pattern Scanner
SEI Enhanced U.S. Large Cap Quality Factor ETF Seasonal Historical Performance
About SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ) Seasonality
SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ) has been analyzed using 4 years of historical data to identify seasonal patterns. Classified under ETFs, SEI Enhanced U.S. Large Cap Quality Factor ETF shows distinct seasonal tendencies based on historical data.
The strongest month for SEI Enhanced U.S. Large Cap Quality Factor ETF is historically November, with an average return of 5.33% and a win rate of 100%. Conversely, December tends to be the weakest month, averaging -1.75% return.
Looking at the full calendar year, SEI Enhanced U.S. Large Cap Quality Factor ETF has an average annual return of 10.90% with an overall monthly win rate of 62.5%. Out of 12 months, 8 typically show positive average returns.
The seasonal pattern for SEI Enhanced U.S. Large Cap Quality Factor ETF has a consistency score of 67.3 (Good), based on 5 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
SEI Enhanced U.S. Large Cap Quality Factor ETF Seasonality FAQ
What is the best month to buy SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ)?
Historically, November has been the best month for SEI Enhanced U.S. Large Cap Quality Factor ETF, with an average return of 5.33% and a win rate of 100%. However, past performance does not guarantee future results.
What is the worst month for SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ)?
Based on historical data, December has been the weakest month for SEI Enhanced U.S. Large Cap Quality Factor ETF, with an average return of -1.75%. This is a historical observation and does not guarantee future results.
How reliable is SEIQ seasonality data?
The seasonality analysis for SEI Enhanced U.S. Large Cap Quality Factor ETF is based on 4 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 SEI Enhanced U.S. Large Cap Quality Factor ETF seasonality in my trading?
Use SEI Enhanced U.S. Large Cap Quality Factor ETF (SEIQ) 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.