Seasonality

Scroll down to explore our Seasonality Tools and the Theory Section providing information what seasonality is, why it occurs and how you could benefit from the recurring patterns in your trading and investing strategies and timing decisions. 

Strong & Weak Periods

 
 
 
 

Events

 

FOMC meetings often induce massive movements in various markets such as stocks, bonds...

​Here are the dates for the upcoming FOMC (FED) meetings:

  • June 14-15

  • July 26-27

  • September 20-21

  • November 1-2

  • December 13-14

Option Cycles & expiration might provide opportunities due to increased volumes

  • 1st cycle: JAJO - January, April, July and October

  • 2nd cycle: FMAN - February, May, August and November

  • 3rd cycle: MJSD - March, June, September, and December

 

Upcoming monthly expiration days

  • 17 June 2022

  • 15 July 2022

  • 19 August 2022

  • 16 September 2022

  • 21 October 2022

  • 18 November 2022

  • 16 December 2022

Tripple/Quadruple witching days induce often massive volumes

  • Friday, June 17, 2022

  • Friday, September 16, 2022

  • Friday, December 16, 2022

What is seasonality of stock markets?

How could you benefit from seasonal patterns?

 

Seasonality is one of the most powerful approaches which contribute to success in data driven decision making on stock markets. This relates to all types of securities: stocks incl. options and ETF, currency, commodities and even crypto. The mechanism is based on specific and predictable patterns that recur every calendar year at a defined timing: salaries, portfolio rebalancing, tax deadlines, earning reports etc..

For all charts above we've analysed the data of past 15 years and compare the daily and monthly performance at market close in different periods. Please note that the magnitude (y axis) shows the average performance ratio and not an absolute gain. 

Seasonal Patterns this / next week

Tuesday is the strongest day in a week, Thursday and Friday the weakest (more)

Seasonal Patterns this or next month

1st and 3rd week are stronger as week 2 and 4 (more)

Seasonal Patterns over a calendar year

April, July, Nov delivered significantly more gains than Feb/March, May, Sep and Dec. This is the basis for strategies like "Sell in May and go away" or "santa claus rally" (more).