SP SPY · Advanced Seasonality
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💰 Returns are TOTAL RETURN — dividends reinvested (dividend- and split-adjusted prices).
| SPY | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Average | +0.21% | +0.13% | +1.18% | +1.89% | +0.69% | +0.20% | +2.51% | +0.27% | -0.50% | +0.94% | +2.26% | +0.66% |
| Median | +1.55% | +0.92% | +1.73% | +1.40% | +1.46% | +0.46% | +2.28% | +1.41% | +1.27% | +2.28% | +2.37% | +1.13% |
| Win Rate | 55% | 55% | 75% | 80% | 75% | 60% | 80% | 65% | 60% | 60% | 75% | 70% |
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.