State Street SPDR Portfolio S&P (SPYM)
Seasonality Analysis
State Street SPDR Portfolio S&P Annual Seasonality Statistics
State Street SPDR Portfolio S&P Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 0.19% | Moderate | |
| February | -0.12% | Weak | |
| March | 0.60% | Moderate | |
| April | 2.14% | Strong | |
| May | 0.61% | Moderate | |
| June | -0.18% | Weak | |
| July BEST | 2.21% | Strong | |
| August | 0.47% | Moderate | |
| September WORST | -0.46% | Weak | |
| October | 1.34% | Moderate | |
| November | 2.17% | Strong | |
| December | 0.46% | Moderate |
State Street SPDR Portfolio S&P 2026 vs Historical Pattern
State Street SPDR Portfolio S&P Interactive Seasonality Chart
State Street SPDR Portfolio S&P Pattern Scanner
State Street SPDR Portfolio S&P Seasonal Historical Performance
About State Street SPDR Portfolio S&P (SPYM) Seasonality
State Street SPDR Portfolio S&P (SPYM) has been analyzed using 21 years of historical data to identify seasonal patterns. Classified under Stocks, State Street SPDR Portfolio S&P shows distinct seasonal tendencies based on historical data.
The strongest month for State Street SPDR Portfolio S&P is historically July, with an average return of 2.21% and a win rate of 75%. Conversely, September tends to be the weakest month, averaging -0.46% return.
Looking at the full calendar year, State Street SPDR Portfolio S&P has an average annual return of 9.43% with an overall monthly win rate of 63.8%. Out of 12 months, 9 typically show positive average returns.
The seasonal pattern for State Street SPDR Portfolio S&P has a consistency score of 50.7 (Fair), based on 22 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
State Street SPDR Portfolio S&P Seasonality FAQ
What is the best month to buy State Street SPDR Portfolio S&P (SPYM)?
Historically, July has been the best month for State Street SPDR Portfolio S&P, with an average return of 2.21% and a win rate of 75%. However, past performance does not guarantee future results.
What is the worst month for State Street SPDR Portfolio S&P (SPYM)?
Based on historical data, September has been the weakest month for State Street SPDR Portfolio S&P, with an average return of -0.46%. This is a historical observation and does not guarantee future results.
How reliable is SPYM seasonality data?
The seasonality analysis for State Street SPDR Portfolio S&P is based on 21 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 State Street SPDR Portfolio S&P seasonality in my trading?
Use State Street SPDR Portfolio S&P (SPYM) 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.