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Seasonality Analysis

Calendars Seasonal Returns Trades
58.42 -2.05 (-3.39%) 09/04/2026
Fox Corporation (FOX)
Showing 2 years of seasonality data. To view all years, Upgrade to PRO plan!
Historical Prices Year-by-Year


Historical Returns (%) By Years/Months
YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxavg
20260.99-21.102.647.380.65-18.3910.8815.94-2.50   -21.1015.94-0.39
2025 11.26-2.01-12.288.742.69-0.966.685.551.95-0.2611.45-12.2811.452.98
Summary
Avg Returns (%)0.99-4.920.32-2.454.70-7.854.9611.311.531.95-0.2611.45-7.8511.451.81
Max Pos Return (%)0.9911.262.647.388.742.6910.8815.945.551.95-0.2611.45-0.2615.946.60
Max Neg Return (%)0.99-21.10-2.01-12.280.65-18.39-0.966.68-2.501.95-0.2611.45-21.1011.45-2.98
Pos Occurances (%)1005050501005050100501000100010067
Neg Occurance (%)05050500505005001000010033
Advanced Seasonality
FOX · 7 seasons · Jan 2020 – Sep 2026 · 1,678 sessions · split-adjusted closes
Next 1 month · Oct-1.90%33% positive · 6 seasons
Next 3 months · Oct–Dec+1.53%50% positive · 6 seasons
Next 6 months · Oct–Mar+5.39%67% positive · 6 seasons
Strongest monthAugmedian +6.68% · 86% hit
Weakest monthOctmedian -1.90% · 33% hit
Split-half stability0.05mixed · 4/12 months agree
Sep month-to-date-2.50%seasonal median +1.58%
Key takeaways
  • Seasonality here is suggestive, not decisive: split-half rank correlation of 0.05 across the twelve months, with 4 of 12 months keeping the same sign in both halves.
  • Aug is the strongest month (edge 63/100, Moderate): median +6.68%, mean +6.44%, higher in 6 of 7 years (86%), t = 3.10, p = 0.021.
  • Oct is the weakest month (edge 25/100, Noise): median -1.90%, mean -2.10%, lower in 4 of 6 years, t = -1.58, p = 0.175.
  • Best stretch of the year is Aug–Jan: median +14.83% compounded, positive in 5 of 6 seasons (83%), p = 0.053.
  • Worst stretch is Feb–May: median -7.12% compounded, positive in only 3 of 7 seasons (43%).
  • We are in Sep, historically a +1.58% median month with a 67% hit rate. Month-to-date FOX is -2.50% — behind the seasonal norm.
  • Seasonal path from here: Oct -1.90% (33% hit), Oct–Dec +1.53% (50%), Oct–Mar +5.39% (67%) — medians of the compounded window return.
  • The median seasonal year peaks around Nov at +32.65%, troughs around Jan at +1.11% and finishes the year at +21.89% (5 complete years).
  • Best weekday is Monday at +0.189% a session (not significant); weakest is Thursday at -0.024%.
  • Turn-of-month (last 3 sessions plus first 3) averages +0.056% a session against +0.054% for the rest of the month — a +0.002% daily spread across 483 sessions.
  • By quarter, Q1 is the best (median +8.74%, 83% positive) and Q2 the worst (median +0.77%).
  • Risk is seasonal too: Mar is the most volatile month (39.0% annualised) and Dec the calmest (21.9%); participation peaks in Mar at +26% 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.
Seasonal compositethe shape of a typical year, trading day by trading day
Each complete year is re-based to the prior year’s closing price and stacked on a common trading-day axis. The line is the median year across 5 seasons (2021–2025); the shaded band is the inter-quartile range, so half of all seasons lived inside it. The mean path is available in the legend but is the wrong statistic for a single stock — one outlier year owns it.
Monthly significance tests, seasonal windows, calendar effects, cycle and volatility seasonality are part of the paid plan. Upgrade to PRO plan!

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