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Home/Seasonality
Where in the calendar are we?
Historical returns by month, day, and weekday — across indexes, sectors, industries, and individual tickers. Seasonality is a backdrop, not a signal.
TodayMon, Jun 15, 2026Trading day 115 of 252Week 24 · DoW Mon close
UNIT
index, sector, industry, or ticker
UtilUtilities
HISTORY WINDOW
10y · 20y · 30y · ALL
GRANULARITY
year-by-year or aggregate
Per yearAggregate
LAYER A · CALENDAR HEATMAP
Monthly returns, year by year.
Where in the calendar are we, historically? Index, sector, industry, and ticker views over the chosen window.
4Y of history
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−5%+5%Cell label = monthly return for that year-month. Bottom row = across-years average per month.
LAYER B · SCREENER
Entering historically bullish windows.
Markets entering a historically bullish window over the next 20 trading days.
20-day forward · since 2016
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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.
- Survivorship bias: FF49/ticker aggregates reflect the currently-listed universe only. Companies that delisted before today (bankruptcies, mergers) are absent — averages lean optimistic in high-delisting windows (2000–2002 dot-com, 2008–2009 GFC, 2020-03 COVID).
- Seasonality is contextual, not predictive. We report conditions, never recommend trades.