TA-125 (^TA125.TA)
Seasonality Analysis
TA-125 Annual Seasonality Statistics
TA-125 Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -0.67% | Weak | |
| February | 0.97% | Moderate | |
| March | -0.93% | Weak | |
| April BEST | 2.42% | Strong | |
| May | 1.30% | Moderate | |
| June WORST | -1.33% | Very Weak | |
| July | 1.22% | Moderate | |
| August | 0.02% | Weak | |
| September | -0.04% | Weak | |
| October | 0.31% | Moderate | |
| November | 1.99% | Strong | |
| December | 1.29% | Moderate |
TA-125 2026 vs Historical Pattern
TA-125 Interactive Seasonality Chart
TA-125 Pattern Scanner
TA-125 Seasonal Historical Performance
About TA-125 (^TA125.TA) Seasonality
TA-125 (^TA125.TA) has been analyzed using 27 years of historical data to identify seasonal patterns. Classified under Indices, TA-125 shows distinct seasonal tendencies based on historical data.
The strongest month for TA-125 is historically April, with an average return of 2.42% and a win rate of 67%. Conversely, June tends to be the weakest month, averaging -1.33% return.
Looking at the full calendar year, TA-125 has an average annual return of 6.57% with an overall monthly win rate of 58.9%. Out of 12 months, 8 typically show positive average returns.
The seasonal pattern for TA-125 has a consistency score of 40 (Poor), based on 27 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
TA-125 Seasonality FAQ
What is the best month to buy TA-125 (^TA125.TA)?
Historically, April has been the best month for TA-125, with an average return of 2.42% and a win rate of 67%. However, past performance does not guarantee future results.
What is the worst month for TA-125 (^TA125.TA)?
Based on historical data, June has been the weakest month for TA-125, with an average return of -1.33%. This is a historical observation and does not guarantee future results.
How reliable is ^TA125.TA seasonality data?
The seasonality analysis for TA-125 is based on 27 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 TA-125 seasonality in my trading?
Use TA-125 (^TA125.TA) 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.