Professional Seasonal Analysis for Trading

Wilshire 5000 (^W5000)

Seasonality Analysis

Indices 27 Years Analyzed

Wilshire 5000 Annual Seasonality Statistics

5.81%
Avg Annual Return
61.8%
Avg Monthly Win Rate
8/12
Positive Months
27
Years Analyzed

Wilshire 5000 Monthly Seasonality Performance

Month Avg Return Win Rate Strength
January -0.05%
56%
Weak
February -0.81%
48%
Weak
March 0.35%
63%
Moderate
April 1.60%
67%
Strong
May 0.48%
65%
Moderate
June -0.02%
46%
Weak
July 1.08%
65%
Moderate
August 0.37%
58%
Moderate
September WORST -1.11%
54%
Weak
October 1.09%
69%
Moderate
November BEST 1.90%
77%
Strong
December 0.92%
73%
Moderate

Wilshire 5000 2026 vs Historical Pattern

Current Position
98.99
Historical Avg Position
41.05
Deviation
+57.93
Performance
Significantly Above Average

Wilshire 5000 Interactive Seasonality Chart

Interactive Seasonality Chart

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Wilshire 5000 Pattern Scanner

Pattern Scanner

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Wilshire 5000 Seasonal Historical Performance

Historical Performance

See historical average returns for ^W5000 across multiple timeframes.

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About Wilshire 5000 (^W5000) Seasonality

Wilshire 5000 (^W5000) has been analyzed using 27 years of historical data to identify seasonal patterns. Classified under Indices, Wilshire 5000 shows distinct seasonal tendencies based on historical data.

The strongest month for Wilshire 5000 is historically November, with an average return of 1.90% and a win rate of 77%. Conversely, September tends to be the weakest month, averaging -1.11% return.

Looking at the full calendar year, Wilshire 5000 has an average annual return of 5.81% with an overall monthly win rate of 61.8%. Out of 12 months, 8 typically show positive average returns.

The seasonal pattern for Wilshire 5000 has a consistency score of 44.9 (Poor), based on 27 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.

Wilshire 5000 Seasonality FAQ

What is the best month to buy Wilshire 5000 (^W5000)?

Historically, November has been the best month for Wilshire 5000, with an average return of 1.90% and a win rate of 77%. However, past performance does not guarantee future results.

What is the worst month for Wilshire 5000 (^W5000)?

Based on historical data, September has been the weakest month for Wilshire 5000, with an average return of -1.11%. This is a historical observation and does not guarantee future results.

How reliable is ^W5000 seasonality data?

The seasonality analysis for Wilshire 5000 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 Wilshire 5000 seasonality in my trading?

Use Wilshire 5000 (^W5000) 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 Indices Seasonality Analysis

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