Master Stock Market Seasonality Calendar
A comprehensive guide to historical market tendencies, recurring patterns, and seasonal anomalies. Use this data to align your trading strategy with broader market flows.
Educational purposes only. Not financial advice. These are historical tendencies based on past data, not guarantees of future performance.
Seasonality Events Table
Complete chronological list of market seasonality events.
| Month | Window | Event Name | Direction | Strategy Note |
|---|---|---|---|---|
| Recurring | Days -1 to +3 | Turn of the Month (TOM) | 🟢 Bullish | Last trading day of prev month + first 3 days of new month. Driven by auto-inflows.High |
| Recurring | 3rd Friday (Mar/Jun/Sep/Dec) | Triple Witching | ⚠️ Volatile | Options/Futures expiration. High volume, erratic moves.High Volatility |
| JAN | Trading Days 1–2 | Santa Claus Rally (End) | 🟢 Bullish | Conclusion of the 7-day rally started in Dec. 76% hist. win rate.76% |
| JAN | Trading Days 1–5 | First Five Days Indicator | 🔵 Signal | If pos, year is likely pos (84% accuracy). "As goes Jan, so goes the year."84% Accuracy |
| JAN | Days 1–10 | January Effect | 🟢 Bullish | Small-cap stocks outperform as tax-loss selling reverses. |
| FEB | Feb 10–14 | Valentine’s Day Rally | 🟢 Bullish | Consumer spend optimism. Enter Feb 10, Exit Feb 14. |
| MAR | Mid-Month | St. Patrick’s Day Drift | 🟢 Bullish | Minor consumer spending rally (Food/Bev/Apparel). |
| APR | Apr 1–14 | Tax Season Drain | 🔴 Bearish | Liquidity leaves market as investors sell to pay capital gains taxes. |
| APR | Post-Apr 15 | Tax Relief Rally | 🟢 Bullish | Cash from refunds re-enters market. S&P 500 up 76% of time this week.76% |
| APR | Apr 30 | Best 6 Months Ends | 🔵 Signal | "Sell in May" signal. Rotate to defensive assets. |
| MAY | Last Friday of May | Memorial Day (Pre) | 🟢 Bullish | Market up 70% of time on Friday before holiday weekend.70% |
| JUN | Late Month | Russell Reconstitution | ⚠️ Volatile | Massive volume as indexes rebalance small caps. |
| JUL | Days 1–9 | Independence Day Rally | 🟢 Bullish | Strong Q3 inflows/dividends. July is often strongest summer month. |
| AUG | Late Month | August Doldrums | 🔴 Bearish | Low volume, vacation season. Prone to sudden "air pocket" drops. |
| SEP | Sept 15–30 | The September Effect | 🔴 Bearish | Worst month of year historically. Fund fiscal year-end selling. |
| OCT | Late Month | The Bear Killer | 🟢 Bullish | Major bear markets historically bottom in October. |
| OCT | Oct 31 | Halloween Strategy | 🔵 Signal | Re-entry for "Best 6 Months" (Nov–Apr). Buy signal. |
| NOV | Post-Election | Post-Election Rally | 🟢 Bullish | (Election Yrs Only) Surge after uncertainty is resolved. |
| NOV | Thanksgiving Week | Thanksgiving Rally | 🟢 Bullish | Bullish Wed before and Black Friday. (Cyber Monday often weak). |
| DEC | Dec 1–15 | Tax-Loss Harvesting | 🔴 Bearish | Selling losing stocks to offset taxes. Hits small caps hardest. |
| DEC | Last 5 Trading Days | Santa Claus Rally (Start) | 🟢 Bullish | Low institutional volume + retail optimism. 79% win rate.79% |