Seasonal Tendencies

A seasonality terminal built around the three US benchmarks, with the full SPDR sector suite, emerging markets and OMX 30 available for comparison. Every calendar year since 1992 is rebased to zero on January 1 and averaged into one typical path — then this year's tape is laid on top, so you can see whether the market is tracking, leading or fighting its own historical rhythm.

US benchmarks
Sectors
Major stocks
International
2026 YTD
+13.1%
Seasonal norm (same date)
+4.8%
Gap vs seasonal
+8.3%
Correlation to seasonal
0.85
Strongest month
Nov
Weakest month
Sep

S&P 500 · intra-year path

19922025 average vs 2026

Month by month

2026 overlay · average return · share of years positive · 34 years
MonthJanFebMarAprMayJunJulAugSepOctNovDec
2026+1.2%-1.4%-5.1%+9.6%+4.8%-1.3%+0.1%+2.1%
Avg return+0.3%-0.6%+0.7%+1.5%+0.6%+0.2%+1.0%-0.2%-0.6%+1.4%+2.0%+1.0%
Positive62%53%65%68%62%50%62%56%56%65%68%74%

What moves S&P 500 through the year

Drivers
Q4 earnings, January pension/401(k) inflows, tax-loss harvesting bounces, buyback windows and index rebalances leave the clearest prints. The "sell in May" pattern is real but uneven — it is driven by lower summer volume and macro-event risk, not by any calendar law.
Best windows
Nov–Apr is the historical sweet spot. What drives it: the buyback window reopening after Q3 reports, year-end fund and pension allocation, the January reversal of December tax-loss selling, and Q4/Q1 earnings landing inside the window. Late Dec–early Jan adds holiday-thin tape plus new-year inflows; April is carried by Q1 earnings and tax-refund/IRA money. The weak stretch, Aug–Sep, has the mirror image: summer volume drought, Jackson Hole and September macro risk, mutual-fund fiscal year-end selling in October.
How to use it
Check whether the driver behind the window is actually present this year — buybacks open, inflows positive, earnings revisions rising. If it is, seasonal weakness in October and late December is a better place to add to core exposure. If the driver is missing, treat the window as noise and let trend and valuation decide alone.

Why seasonality matters. A seasonal pattern is never the cause — it is the residue of drivers that repeat: buyback windows opening and closing, tax-loss selling and its January reversal, fund fiscal year-ends, dividend and reinvestment dates, earnings calendars, restocking and build seasons. The average path only repeats in a given year if those same drivers actually show up. When the buyback window is open, revisions are rising and flows are positive, the seasonal tailwind tends to land. When the driver is absent or reversed, the pattern fails — and the failure itself is information.

How to read the chart. The grey line is the typical year. The green line is now. When this year runs above the grey path, the tape is stronger than its own base rate; when it runs below, something idiosyncratic is weighing on it. The distance between the two lines is the interesting part — not the direction of either one alone.

How we use it. As context, never as a signal. Read the window, then verify its driver is present this year; a tailwind with a live driver is worth waiting for, a tailwind without one is a coin flip. Price trend and the fundamentals still decide what you own — seasonality only decides how patient you should be about the entry.