SPDR S&P China ETF (GXC)
Seasonality Analysis
SPDR S&P China ETF Annual Seasonality Statistics
SPDR S&P China ETF Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January WORST | -1.27% | Weak | |
| February | 0.03% | Moderate | |
| March | -0.23% | Weak | |
| April BEST | 1.51% | Strong | |
| May | 0.19% | Moderate | |
| June | -0.35% | Weak | |
| July | 1.47% | Moderate | |
| August | -1.11% | Weak | |
| September | 0.37% | Moderate | |
| October | 0.98% | Moderate | |
| November | 0.86% | Moderate | |
| December | -0.69% | Very Weak |
SPDR S&P China ETF 2026 vs Historical Pattern
SPDR S&P China ETF Interactive Seasonality Chart
SPDR S&P China ETF Pattern Scanner
SPDR S&P China ETF Seasonal Historical Performance
About SPDR S&P China ETF (GXC) Seasonality
SPDR S&P China ETF (GXC) has been analyzed using 20 years of historical data to identify seasonal patterns. Classified under ETFs, SPDR S&P China ETF shows distinct seasonal tendencies based on historical data.
The strongest month for SPDR S&P China ETF is historically April, with an average return of 1.51% and a win rate of 65%. Conversely, January tends to be the weakest month, averaging -1.27% return.
Looking at the full calendar year, SPDR S&P China ETF has an average annual return of 1.77% with an overall monthly win rate of 53.9%. Out of 12 months, 7 typically show positive average returns.
The seasonal pattern for SPDR S&P China ETF has a consistency score of 36.3 (Poor), based on 20 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
SPDR S&P China ETF Seasonality FAQ
What is the best month to buy SPDR S&P China ETF (GXC)?
Historically, April has been the best month for SPDR S&P China ETF, with an average return of 1.51% and a win rate of 65%. However, past performance does not guarantee future results.
What is the worst month for SPDR S&P China ETF (GXC)?
Based on historical data, January has been the weakest month for SPDR S&P China ETF, with an average return of -1.27%. This is a historical observation and does not guarantee future results.
How reliable is GXC seasonality data?
The seasonality analysis for SPDR S&P China ETF is based on 20 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 SPDR S&P China ETF seasonality in my trading?
Use SPDR S&P China ETF (GXC) 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.