Seasonality Lab
Where in the year does the market actually pay you?
Monthly and day-of-week patterns, statistical significance and backtested calendar strategies for 193 securities: US and UK shares, indices, sector and thematic ETFs, bonds, commodities, crypto-linked funds and leveraged funds.
See the full Seasonality Lab, with sample data
Every security is listed below. Non-members can explore the S&P 500 as a sample; live data for all 193 securities opens with a Great Investments Programme member code.
Not a member? Get the free S&P 500 report
What has typically happened over the next month from today’s date, the weeks ahead, and the best and worst year for every month. Free, straight away.
Your free S&P 500 seasonality report
From this point in the calendar (30 October), over the 20 years to October 2026 the S&P 500 rose over the following month (21 trading days) 70% of the time. The average move was +1.9%, the best +12.0% and the worst -14.4%.
The weeks ahead
| Week | Average | Higher in |
|---|---|---|
| Week of 26 Oct | +1.08% | 67% |
| Week of 2 Nov | -0.20% | 57% |
| Week of 9 Nov | -0.40% | 59% |
| Week of 16 Nov | +1.25% | 71% |
| Week of 23 Nov | +0.59% | 68% |
Best and worst year for each month, since 1980
| Month | Best | Worst |
|---|---|---|
| Jan | +11.2% (1987) | -11.4% (2009) |
| Feb | +7.0% (1991) | -10.9% (2009) |
| Mar | +13.8% (2009) | -16.4% (2020) |
| Apr | +17.9% (2020) | -9.1% (2022) |
| May | +8.7% (1990) | -9.4% (2010) |
| Jun | +7.2% (2019) | -7.7% (2022) |
| Jul | +8.4% (1989) | -6.3% (1986) |
| Aug | +9.7% (1982) | -13.9% (1998) |
| Sep | +5.9% (2009) | -9.6% (2022) |
| Oct | +14.0% (2011) | -23.1% (1987) |
| Nov | +9.4% (2020) | -9.9% (1987) |
| Dec | +10.7% (2008) | -10.2% (2018) |
Even the strongest months have had painful years. That range is why seasonality is one input, never a signal on its own.
Members only
The full Seasonality Lab is free to Great Investments Programme members
Search 193 securities and see, for each one:
- Average, median and hit rate for every calendar month, with statistical significance
- Day-of-week effects
- A year-by-year heatmap of monthly returns
- What has typically happened in the weeks ahead from today’s date
- Backtested calendar strategies against buy-and-hold
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Education only, not financial advice. Historical patterns do not guarantee future results, and the value of investments can fall as well as rise. Source: Seasonality Lab data, daily closing prices to 30 October 2026.