Market Measures

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Seasonality Skepticism

Market Measures

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Here at tastytrade, we rely on data and statistics to determine the validity of concepts and beliefs.

Is there any proof to say that some months outperform others simply because of the time of year?

Study:
  • SPY
  • 1993 - 2018
  • Recorded average monthly returns
  • Recorded average standard deviation of monthly returns
Results

We find that the average monthly returns all hover around zero, and because the variance around the actual return number is so great, there is no statistical significance of any sustained positive or negative returns associated with any month.

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