← All seasonality|United States ETFs2017–2025

SPDR S&P 500 ETF (SPYUSUSD) Seasonality

Over 2017 to 2025 (9 years of data), SPYUSUSD has tended to move long between 07.07 and 02.09, closing higher in 88.9% of those years for an average +3.79% move and an annualized Sharpe of 2.37.

Average seasonal curve

SPYUSUSD average seasonal curve, 2017 to 2025
Index	Value
1	100
2	100.0251
3	99.9769
4	100.0479
5	100.0083
6	100.1
7	100.1098
8	100.203
9	100.2308
10	100.2213
11	100.2762
12	100.3105
13	100.3155
14	100.2934
15	100.3529
16	100.3578
17	100.4136
18	100.3791
19	100.3958
20	100.4479
21	100.42
22	100.4178
23	100.4819
24	100.4603
25	100.4778
26	100.5232
27	100.377
28	100.4859
29	100.4258
30	100.4261
31	100.4353
32	100.5475
33	100.6128
34	100.5283
35	100.645
36	100.5907
37	100.6399
38	100.6101
39	100.5315
40	100.5926
41	100.5878
42	100.5499
43	100.6384
44	100.6726
45	100.7202
46	100.8431
47	100.7973
48	100.7404
49	100.7113
50	100.7294
51	100.6854
52	100.56

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
07.07 → 02.09	Long	88.9%	+3.79%	2.37	9
07.07 → 31.08	Long	88.9%	+3.69%	2.98	9
08.07 → 02.09	Long	88.9%	+3.68%	2.33	9
07.07 → 30.08	Long	88.9%	+3.64%	2.86	9
07.07 → 28.08	Long	88.9%	+3.62%	2.79	9
07.07 → 01.09	Long	88.9%	+3.62%	2.60	9
07.07 → 29.08	Long	88.9%

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