$SPY Seasonality Map Highlights Best and Worst Months
$SPDR S&P 500 ETF Trust(SPY)$ Seasonality (Since 1928)
1) January: +1.1% — Often strong from the “January Effect” as capital gets redeployed, though variability is high.
2) February: +0.3% — Moderately positive, but typically softer than January.
3) March: +0.8% — Generally constructive as Q1 wraps up.
4) April: +1.4% — One of the strongest months, supported by optimism and tax-related flows.
5) May: -0.1% — Marks the “Sell in May” period; returns tend to flatten with higher volatility.
6) June: -0.2% — Historically weaker with lower volumes and early summer slowdown.
7) July: +1.3% — Strong, often driven by earnings season tailwinds.
8) August: -0.1% — Volatile and inconsistent, with frequent drawdowns.
9) September: -0.7% — Statistically the weakest month, with rising caution post-summer.
10) October: +0.8% — Known for volatility, but positive on average and often a rebound month.
11) November: +1.3% — Seasonally strong, supported by holiday demand and sentiment.
12) December: +1.0% — “Santa Claus Rally” effect, with year-end optimism lifting markets.
Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.
