Home/Seasonality

Where in the calendar are we?

Historical returns by month, day, and weekday — across indexes, sectors, FF49 industries, and individual tickers. Seasonality is a backdrop, not a signal.

TodaySat, May 23, 2026Trading day 99 of 252Week 21 · DoW Sat close

UNIT

index, sector, industry, or ticker

HISTORY WINDOW

10y · 20y · 30y · ALL

GRANULARITY

year-by-year or aggregate

By yearAggregate

AS OF TODAY · May 23, 2026

We're entering May — historically a soft month for S&P 500.

Over 651 years, May has averaged +0.04% with a 51% win rate.

+0.04%

May avg · 651y

LAYER A · CALENDAR HEATMAP

Monthly returns, year by year.

Where in the calendar are we, historically? Index, sector, FF49 industry, and ticker views over the chosen window.

30Y of history

^GSPCS&P 500Monthly returns by year · 1996–2026

30y of history

Year

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

2026

2025

2024

2023

2022

2021

2020

2019

2018

2017

2016

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

2000

1999

1998

1997

1996

Avg

+0.0

-0.0

+0.0

+0.1

+0.0

+0.1

-0.0

+0.1

+0.0

−5%+5%

Cell label = win rate (% of months positive). Faded cells: n < 10. Striped cells: n < 5.

LAYER B · SCREENER

Entering historically bullish windows.

Markets entering a historically bullish window over the next 20 trading days.

20-day forward · since 1996

Markets entering a historically bullish window over the next 20 trading days.

No units pass the threshold today (fwd avg ≥ 1%, win ≥ 65%, n ≥ 10).

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METHODOLOGY

Daily returns are adjusted-close-based.
FF49 buckets use Fama-French 49-industry SIC ranges (Kenneth French data library).
Sectors use SPDR ETF series, not synthetic constituent baskets.
Seasonality is contextual, not predictive. We report conditions, never recommend trades.

How we compute this →

Markets entering a historically bullish window over the next 20 trading days.

No units pass the threshold today (fwd avg ≥ 1%, win ≥ 65%, n ≥ 10).