Seasonal Window
10-20->04-20 window: 55-18 record, +8.0% median (before)
▶ View the live, interactive version with full charts →
S&P 500 return over a fixed calendar window each year. Default is the Oct 20 -> Apr 20 "best six months" window (top holdout-validated finding from the seasonal-window miner: ~75% hit rate). Configurable to any window (e.g. Aug 25 -> Dec 8 Whaley) -- cross-year windows supported.
- 73 signals since 1950-01-01.
- 10-20->04-20 window: 55-18 record, +8.0% median (before)
Window
10-20 → 04-20
2026: opens in 139d
Record
55-18
up-down years
Hit Rate
75%
n=73
Median
+8.0%
When to run this study
Run anytime, most useful just before the window opens. Measures the S&P 500 return over a fixed calendar window each year (default Aug 25 -> Dec 8, the Wayne Whaley 27-1 window). Configurable to any seasonal window.
Historical results
Per-Year Window Returns (73)
| Year | Start | End | Return % |
|---|---|---|---|
| 2025 | 2025-10-20 | 2026-04-20 | 5.55 |
| 2024 | 2024-10-21 | 2025-04-17 | -9.76 |
| 2023 | 2023-10-20 | 2024-04-19 | 17.59 |
| 2022 | 2022-10-20 | 2023-04-20 | 12.66 |
| 2021 | 2021-10-20 | 2022-04-20 | -1.69 |
| 2020 | 2020-10-20 | 2021-04-20 | 20.09 |
| 2019 | 2019-10-21 | 2020-04-20 | -6.10 |
| 2018 | 2018-10-22 | 2019-04-18 | 5.41 |
| 2017 | 2017-10-20 | 2018-04-20 | 3.69 |
| 2016 | 2016-10-20 | 2017-04-20 | 10.02 |
| 2015 | 2015-10-20 | 2016-04-20 | 3.53 |
| 2014 | 2014-10-20 | 2015-04-20 | 10.31 |
| 2013 | 2013-10-21 | 2014-04-17 | 6.89 |
| 2012 | 2012-10-22 | 2013-04-19 | 8.47 |
| 2011 | 2011-10-20 | 2012-04-20 | 13.42 |
Showing 15 of 73 rows — see the live version for all.