Seasonality Analysis
Historical Prices Year-by-Year
Historical Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | avg |
| 2026 | 3.67 | -12.24 | -0.82 | 27.27 | 2.11 | -11.93 | 13.95 | -4.35 | -1.15 | -12.24 | 27.27 | 1.83 | |||
| 2025 | -10.69 | -10.37 | -3.07 | 11.16 | 7.01 | 6.71 | -2.18 | -4.12 | 11.23 | -4.50 | -1.03 | -10.69 | 11.23 | 0.01 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 3.67 | -11.47 | -5.60 | 12.10 | 6.64 | -2.46 | 10.33 | -3.27 | -2.64 | 11.23 | -4.50 | -1.03 | -11.47 | 12.10 | 1.08 |
| Max Pos Return (%) | 3.67 | -10.69 | -0.82 | 27.27 | 11.16 | 7.01 | 13.95 | -2.18 | -1.15 | 11.23 | -4.50 | -1.03 | -10.69 | 27.27 | 4.49 |
| Max Neg Return (%) | 3.67 | -12.24 | -10.37 | -3.07 | 2.11 | -11.93 | 6.71 | -4.35 | -4.12 | 11.23 | -4.50 | -1.03 | -12.24 | 11.23 | -2.32 |
| Pos Occurances (%) | 100 | 0 | 0 | 50 | 100 | 50 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 42 |
| Neg Occurance (%) | 0 | 100 | 100 | 50 | 0 | 50 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 58 |
- Seasonality here is suggestive, not decisive: split-half rank correlation of 0.17 across the twelve months, with 6 of 12 months keeping the same sign in both halves.
- Jul is the strongest month (edge 52/100, Moderate): median +6.71%, mean +8.35%, higher in 5 of 7 years (71%), t = 2.01, p = 0.092.
- Sep is the weakest month (edge 51/100, Moderate): median -6.62%, mean -5.43%, lower in 5 of 6 years, t = -2.47, p = 0.056.
- Best stretch of the year is Apr–Jul: median +23.05% compounded, positive in 6 of 7 seasons (86%), p = 0.082.
- Worst stretch is Sep–Feb: median -9.34% compounded, positive in only 2 of 6 seasons (33%).
- We are in Sep, historically a -6.62% median month with a 17% hit rate. Month-to-date AMZN is -1.15% — ahead of the seasonal norm.
- Seasonal path from here: Oct +1.35% (67% hit), Oct–Dec +4.28% (83%), Oct–Mar -1.25% (33%) — medians of the compounded window return.
- The median seasonal year peaks around Nov at +15.78%, troughs around Mar at -9.18% and finishes the year at +3.56% (5 complete years).
- Best weekday is Monday at +0.168% a session (not significant); weakest is Thursday at +0.006%.
- Turn-of-month (last 3 sessions plus first 3) averages +0.179% a session against +0.046% for the rest of the month — a +0.132% daily spread across 485 sessions.
- By quarter, Q2 is the best (median +14.44%, 86% positive) and Q1 the worst (median -3.62%).
- Risk is seasonal too: Apr is the most volatile month (40.7% annualised) and Dec the calmest (23.2%); participation peaks in Feb at +16% of the average month's volume.
- Twelve months were tested at once, so the 5% bar is really 0.0042 after a Bonferroni correction — no month clears it. With 7 seasons of data, seasonality is context, not a trade on its own.
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