Education
Do Bonds Lead the Stock Market? Only Under Stress — 50 Cases Since 2002
A flight into long-dated Treasuries and what the S&P 500 does next: 50 cases since 2002 give +2.09 % in two weeks, but only in volatile markets.
September 22, 2026
TLT
Education
Eleven Market Rules, Measured — Four Do Not Hold
September the crash month? Factor 1.059 at p = 0.127. Eleven market rules measured on historical price data, each with question, result and data basis.
September 22, 2026
SPY
Education
Pinning on Expiration Day: +0.35 Percentage Points Over 30 Years — and Growing
Do stocks close near a strike more often on expiration Friday? 158 names, 30 years, 41,203 observations: 6.88 % versus 6.53 %, p = 0.0050.
September 22, 2026
SPY
Education
Is the effect real? P-values on six of our own studies
p = 0.127 is not "no effect", p = 0.0050 is not "tradable". P-values explained on published studies, plus multiple testing and one error of our own.
September 22, 2026
SPY
Education
Does Bitcoin Lead the Stock Market? 12 Years and 3,020 Trading Days
Does Bitcoin lead the stock market? Twelve years of data show the link is same-day. Only very large crypto rallies leave a measurable trace in SPY.
September 21, 2026
BTC-USD
Education
Monthly 10 Strategy Backtested: 32 Years of SPY, 10 Trading Days a Month
Monthly 10 strategy backtested over 32 years: half the volatility, half the return, and the gains come from mid-month rather than the turn of month.
September 17, 2026
SPY
Education
Vol Regime Radar: How to Read Risk Reversal, IV Rank and IV Percentile
Risk reversal, IV rank and IV percentile made simple: read the SeasonAlpha vol regime radar and tell expensive volatility from cheap.
September 6, 2026
SPY
Education
Congress Stock Trading Tracker: What Nancy Pelosi & Co. Actually Trade
Congress stock trading tracker: what Nancy Pelosi & Co. trade under STOCK Act disclosures, how to read the filings — and why it is not a signal.
September 5, 2026
BE
Education
The Pre-FOMC Drift: Why the 24 Hours Before Fed Decisions Deliver a Large Share of Stock Returns
Pre-FOMC drift explained: why the 24 hours before Fed decisions deliver outsized stock returns — the research, real SPY numbers, and the limits.
September 3, 2026
SPY
Market Outlook
Midterm Election Year 2026: After the Low Comes the Recovery — What the Presidential Cycle Says About Q4
Midterm election year stock market 2026: midterm years bring the deepest drawdown in the presidential cycle — then average +31% recovery. The data shows.
September 2, 2026
^GSPC
Education
The DAX in September: Statistically Significant Weakness — The Significance Test Explained
Is the DAX really significantly weak in September? Avg −1.55%, p=0.0241 — and how the t-test, p-value and effect size separate a real effect from noise.
August 24, 2026
^GDAXI
Education
The OPEX Cycle: How Options Expiration Structures the Trading Month
The OPEX cycle explained: the four phases of options expiration, the pre-OPEX drift, the pin and the volatility window afterward — mechanics, not a signal.
August 8, 2026
SPY
Education
Dealer Positioning Explained: How Gamma, Vanna and Charm Drive Seasonality
Dealer Positioning made simple: gamma, vanna and charm reveal why the OPEX effect exists. Turn the seasonal pattern into the mechanism behind it.
August 2, 2026
SPY
Education
Long Gamma vs. Short Gamma: The Regime That Decides Market Volatility
Long gamma vs. short gamma made simple: why the gamma regime decides whether markets are calm or wild — and what the zero-gamma flip means for fragility.
August 2, 2026
SPY
Education
The Third-Friday Effect: Why the S&P 500 Opens Differently on Options Expiration
OPEX effect on the S&P 500: on the third Friday the market opens 18.5 basis points higher on average (Baltussen 2024). The mechanism behind the spike.
August 2, 2026
SPY
Education
Pinning Explained: Why Stock Prices Cling to Strikes on Expiration Day
Pinning explained: why stock prices cling to strikes at options expiry and how to read the call wall and put wall — backed by peer-reviewed JFE research.
August 2, 2026
SPY
Education
What Machine Learning Finds in 30 Years of Market Data — and Why the Bear Regime Surprises
KMeans and logistic regression on 30 years of market data: the bear regime delivers the highest Sharpe — and the DAX beats the SPY under an ML filter.
July 31, 2026
^GDAXI
Education
8 of 9 Sector ETFs Light Up Green: What 25 Years of Research Says About April, November and December
Nine US sector ETFs, 25 years of data: in April, November and December almost all show significantly positive returns. We cross-check with our own data.
July 31, 2026
XLK
Education
Sell in May, Then Bonds Instead of Cash: What 2025 Research Recommends
Sell in May with bonds instead of cash: a 2025 study plus our own 20-year cross-check on SPY and TLT show when the summer rotation actually pays off.
July 31, 2026
TLT
Education
The Turn-of-Month Effect Has a Timing Problem — and a Down Month Solves It
SPY turn-of-month over 15 years: after a negative month the average trade return rises from 0.75% to 1.25% — with a smaller maximum drawdown.
July 31, 2026
SPY
Market Outlook
Full Moon on the Stock Market? What the Dow Jones Really Shows in July
Full moon on the stock market: the Dow Jones gains +0.45 % on average around the full moon. Only borderline across all months — but 90 % win rate in July.
July 15, 2026
^DJI
Market Outlook
QQQ TruePath 2026: What AI Seasonality Reveals for the Nasdaq 100
AI seasonality for the Nasdaq: QQQ TruePath finds the 5 years most similar to 2026 — averaging +39.8%. What drives the pattern path, and where its limits lie.
July 15, 2026
QQQ
Education
The Independence Day Effect: Why the Nasdaq Rises Around July 4th
Around July 4th the Nasdaq 100 (QQQ) historically gained +1.47 % on average — in 70 % of years and statistically significant. The holiday effect in numbers.
July 1, 2026
QQQ
Education
The Second Half of the Year in Stocks: What H2 Seasonality Really Shows
How does the second half of the year unfold in stocks? 56 years of S&P 500 and 38 years of DAX data show a weak Q3, then one of the most reliable Q4 rallies.
June 27, 2026
^GSPC
Education
The Worst Month for the DAX: What 38 Years of Seasonality Reveal
Which month is historically weakest for the DAX? 38 years of data reveal a clear loser — and the strongest months across the year.
June 15, 2026
^GDAXI
Market Outlook
Google in July: Why Summer Is Alphabet's Strongest Market Month
Since 2011, July has been Google's strongest market month: +9% on average with 14 of 15 years positive. What drives the pattern — and where its limits lie.
June 14, 2026
GOOGL
Education
The Turn-of-the-Month Effect: Declared Dead — Yet Alive (in the Right Window)
New 2026 research and our own data show the turn-of-the-month effect isn't dead — it just changed its time window. What that means for investors.
June 14, 2026
^GSPC
Education
DAX vs. S&P 500: Which Index Is More Seasonal?
DAX or S&P 500 — which index shows stronger seasonal patterns? 35 years of data, month by month comparison. The differences are surprising.
May 14, 2026
^GDAXI
Market Outlook
Sell in May 2026 — The Halftime Score Surprises
Sell in May 2026 at halftime: DAX and S&P 500 rise instead of falling. Why the trade-deal rally breaks the seasonal pattern — and what the data says for June.
May 14, 2026
^GSPC
Market Outlook
BTC $150k by End of 2026? Market Says 10%, History Disagrees
Polymarket prices only 9.5% for BTC ≥ $150k by end of 2026. History since 2014 achieves that in 25% of years — a 15.5pp divergence. What that means.
April 18, 2026
BTC-USD
Market Outlook
Ethereum 2026: Why the ETH Divergence Is Smaller Than Bitcoin's
BTC divergence on Polymarket: 15–18pp. ETH divergence: only 3–9pp. Why the market prices Ethereum 2026 more realistically than Bitcoin — with data.
April 18, 2026
ETH-USD
Market Outlook
Fed Cuts 2026: What Polymarket Prices In — and Why It Matters for Your Stocks
Polymarket prices only 1.3 Fed cuts through year-end 2026 — no hike, no recession. What the distribution of all 13 outcomes means for stocks.
April 18, 2026
^GSPC
Market Outlook
VIXpiration April 2026: What Happens to the S&P 500 on VIX Expiration Day?
VIXpiration on April 15, 2026: how VIX options expiry historically impacts the S&P 500. 21 years of data show clear patterns in return and volatility.
April 13, 2026
SPY
Tutorials
Tutorial: How to Use the US Presidential Cycle for Your Investment Decisions
Step-by-step tutorial: how the US presidential cycle influences the stock market — with 130 years of data and SeasonAlpha analysis.
April 11, 2026
^DJI
Market Outlook
May Seasonality: Tesla vs. Apple — Who Beats the Sell-in-May Effect?
Tesla vs Apple in May: which stock defies Sell-in-May and which capitulates? 10 years of data in a direct comparison against the S&P 500.
April 10, 2026
TSLA
Education
Turn-of-Month Effect Explained: Why the Last 3 and First 3 Days of the Month Are Different
The Turn-of-Month Effect: Why the last 3 and first 3 trading days statistically outperform — with 30 years of S&P 500 data and explanation.
April 9, 2026
^GSPC
Education
Anomaly Radar Explained: Why SAP Can Be 'Normal' Despite a −28 % Chart
The Anomaly Radar shows a score of 24/100 (Normal) for SAP — even though the price is 28 % below the historical average. Here's why Z-score and percentile rank actually get this right.
April 8, 2026
SAP
Tutorials
New: The SeasonAlpha Dashboard — all signals for one ticker on a single page
The new SeasonAlpha Dashboard: AI Score, crash signal, seasonality, risk, strategies and events for every ticker on a single page — here's how to use it.
April 8, 2026
^GSPC
Market Outlook
Sell in May 2026 — Does the Strategy Still Work After 130 Years?
Sell in May 2026: Does the most famous seasonality strategy still work? 130 years of S&P 500 data paint a clear — but nuanced — picture.
April 8, 2026
^GSPC
Education
Understanding Drawdown: What Crash Years Reveal About the Market — and How Long Recovery Really Takes
What is a drawdown? 130 years of Dow Jones show: how deep do markets really fall, how long does recovery take — and which crash years were the worst?
April 1, 2026
^DJI
Market Outlook
Midterm Years and Drawdowns: Why 2026 Is Historically the Riskiest Cycle Year
Midterm years show the deepest drawdown in the presidential cycle. 130 years of Dow Jones data: what 2026 as a midterm year means for investors.
April 1, 2026
^DJI
Education
Return Rises, Drawdown Falls — How Do Both Fit Together? A Look Under the Hood
Return rises, drawdown falls — a contradiction? 130 years of Dow Jones show why both can be true simultaneously and what it means for investors.
April 1, 2026
^DJI
Market Outlook
Turn of Month March → April: Why the DAX Is Seasonally Strong Right Now
The DAX turn of month from March to April shows a win rate of 75% with a +1.37% return. Statistical analysis with significance test and 20 years of data.
March 31, 2026
^GDAXI
Tutorials
Outlier Filter: Why Crash Years Distort Your Analysis
Crash years like 2008 or 2020 distort seasonal patterns. The outlier filter (IQR, Winsorize, Isolation Forest) shows the market without extreme years.
March 30, 2026
^GSPC
Tutorials
Reading Box Plots: What the Dow Jones Reveals Across Decades
Box plots explained simply: how to read the return distribution of the Dow Jones by decade digit and what advantage that gives you.
March 28, 2026
^DJI
Tutorials
When Do You Really Make Money with Google — at Night or During the Day?
Overnight vs. intraday split explained for Google: when does the return happen — at night or during the day? Weekday analysis with SeasonAlpha reveals clear patterns.
March 28, 2026
GOOGL
Tutorials
Is Tuesday Really the Best Trading Day? Statistics Meets Practice
Which weekday delivers the highest return for Siemens? We explain the t-test and p-value in simple terms and show whether the effect is statistically robust.
March 28, 2026
SIE.DE
Market Outlook
April 2026: What Does Seasonality Say for the S&P 500?
Seasonal outlook for April 2026 in the S&P 500: historical win rate, average return, and presidential cycle influence — 20 years of data under the microscope.
March 27, 2026
^GSPC
Tutorials
Tutorial: How to Use Indicator Filters in SeasonAlpha
Step by step: combine seasonality with technical indicators (RSI, SMA, MACD, Bollinger) in SeasonAlpha for more precise signals.
March 27, 2026
AAPL
Education
Welcome to SeasonAlpha.ai — Your Unfair Edge in the Stock Market
SeasonAlpha.ai is live! Discover the platform for data-driven seasonal market analysis — with 130 years of history, AI models, and interactive charts.
March 27, 2026
^DJI
Education
What Is Seasonality? A Guide for Traders and Investors
Seasonality in the stock market explained: Why patterns like Sell in May or the January Effect repeat — with 130 years of data and concrete examples.
March 27, 2026
^DJI