SPY · Advanced Seasonality ← Basic mode

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SPYJanFebMarAprMayJunJulAugSepOctNovDec
Average+0.24%-1.19%+0.33%+1.08%+2.21%+1.03%+4.37%+1.24%-4.13%+1.81%+6.07%+0.85%
Median-0.04%-2.51%+3.71%+1.60%+0.66%+2.24%+3.27%+2.34%-4.66%-0.89%+5.96%+3.70%
Win Rate40%40%80%60%100%80%100%60%20%40%80%60%
Event notes. Each holiday is the exact day if it is a trading day, otherwise the next trading day — except Christmas Eve and New Year's Eve, which roll to the previous trading day. Event-table returns are close-to-close for the event day (from the prior trading day's close). Monthly figures are the return from the previous month's close to that month's close.