SPDR S&P 500 ETF TRUST (SPY) Seasonality
Seasonality analysis reveals recurring patterns in asset prices over a calendar year. By analyzing averages over multiple timeframes (5, 10, 20 years), traders can identify statistically significant periods of strength or weakness. The chart below displays the percentage change from the start of the year.
Supported Formats
- Stocks & ETFs: Enter the standard ticker symbol (e.g.,
AAPL,SPY). - Forex: Use the base and quote currency separated by a slash (e.g.,
EUR/USD,XAU/USD). - Crypto: Standard pairs are supported (e.g.,
BTC/USD,ETH/BTC). - Commodities: Use standard continuous contract tickers (e.g.,
CC1,C_1).
Timeframes Explained
To confirm a true seasonal pattern, it's crucial that the trend persists across multiple time horizons. A trend visible only in the 5-year average might be a short-term anomaly, whereas alignment across all periods indicates structural seasonality.
- 5 Years: Captures recent market regimes.
- 10 Years: The standard baseline.
- 20 Years: Filters out economic cycles.
- All-Time: Long-term structural trends.