Professional Seasonal Analysis for Trading

TXT (TXT)

Seasonality Analysis

Stocks 27 Years Analyzed

TXT Annual Seasonality Statistics

8.32%
Avg Annual Return
56.0%
Avg Monthly Win Rate
7/12
Positive Months
27
Years Analyzed

TXT Monthly Seasonality Performance

Month Avg Return Win Rate Strength
January -0.75%
56%
Weak
February 0.96%
67%
Moderate
March -0.22%
59%
Weak
April 2.64%
48%
Weak
May 0.74%
62%
Moderate
June -1.21%
38%
Very Weak
July 3.55%
58%
Moderate
August -1.72%
50%
Weak
September WORST -1.78%
50%
Weak
October 1.10%
62%
Moderate
November BEST 4.49%
73%
Very Strong
December 0.51%
50%
Weak

TXT 2026 vs Historical Pattern

Current Position
30.63
Historical Avg Position
42.86
Deviation
-12.22
Performance
Significantly Below Average

TXT Interactive Seasonality Chart

Interactive Seasonality Chart

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TXT Pattern Scanner

Pattern Scanner

Discover recurring patterns, anomalies, and statistically frequent setups.

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TXT Seasonal Historical Performance

Historical Performance

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About TXT (TXT) Seasonality

TXT (TXT) has been analyzed using 27 years of historical data to identify seasonal patterns. Classified under Stocks, TXT shows distinct seasonal tendencies based on historical data.

The strongest month for TXT is historically November, with an average return of 4.49% and a win rate of 73%. Conversely, September tends to be the weakest month, averaging -1.78% return.

Looking at the full calendar year, TXT has an average annual return of 8.32% with an overall monthly win rate of 56.0%. Out of 12 months, 7 typically show positive average returns.

The seasonal pattern for TXT has a consistency score of 36.6 (Poor), based on 27 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.

TXT Seasonality FAQ

What is the best month to buy TXT (TXT)?

Historically, November has been the best month for TXT, with an average return of 4.49% and a win rate of 73%. However, past performance does not guarantee future results.

What is the worst month for TXT (TXT)?

Based on historical data, September has been the weakest month for TXT, with an average return of -1.78%. This is a historical observation and does not guarantee future results.

How reliable is TXT seasonality data?

The seasonality analysis for TXT 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 TXT seasonality in my trading?

Use TXT (TXT) 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.

More Stocks Seasonality Analysis

Statistical information based on historical data. Does not constitute investment advice or recommendation. Past performance does not guarantee future results.