bit.fanBit.FanWeb3 News · Betting Reviews · Market Insights
‹ BackNewsSeasonality

Seasonality

Seeking Alpha
2026-09-28 10:00:58

Seeking Alpha Quant Flags WDC, BAC, LMT and ICHR as Strong Buys After September Pullback

Seeking Alpha Quant strategist Steven Cress said September weakness has created discounts in a group of stocks whose fundamentals have not broken down. In his latest screen, he looked for names rated Quant Strong Buy, trading below their 50-day moving averages, and off recent highs. The four stocks that made the cut were Western Digital, Bank of America, Lockheed Martin, and Ichor Holdings. Cress argued that September is historically one of the weakest stretches of the year, with average declines of more than 1% over nearly a century, and that midterm election years often see lows near Sept. 30. He also pointed to historical data showing that, since 1950, October and November have been the two best-performing months in midterm years, with average gains of 3.0% and 2.7%. The report highlighted different drivers for each stock: AI-linked storage demand and improving valuation for Western Digital; earnings, lending growth, and buybacks at Bank of America; a record backlog and dividend support at Lockheed Martin; and strong growth and valuation metrics at Ichor Holdings, despite weaker profitability scores.

230
Seeking Alpha Quant Flags WDC, BAC, LMT and ICHR as Strong Buys After September Pullback
Bitcoin
2026-09-01 20:31:05

Bitcoin’s ‘Red September’ Pattern Has a Wall Street Twin

Bitcoin has ended September in the red eight times in 13 completed years since 2013, according to monthly return data cited by Decrypt from CoinGlass. That leaves the asset with a 38.5% win rate for the month, an average return of -2.97%, and a median return of -2.44%, a combination that suggests weak September performance is not limited to a handful of extreme drawdowns. Decrypt notes that June is the only other month with a negative average return close to September, while October remains Bitcoin’s strongest month on average. The pattern is not unique to crypto. Decrypt says the S&P 500 has posted an average September decline of about 0.6% since 1945, based on Chase research, and Yardeni researchers have traced the weakness back to 1928, when the average loss deepens to around 1.1% to 1.2%. The article reviews several theories for the stock market effect, then compares them with Bitcoin’s behavior, which lacks a fiscal year or summer trading break but still trades as a financial asset. Decrypt also revisits last year’s unusual sequence of a green September followed by a red October, and lays out this September’s setup for Bitcoin, including price levels, Fed expectations, Treasury yields, gold’s parallel rally, and the SEC’s proposed Regulation Crypto Assets rule.

930
Bitcoin’s ‘Red September’ Pattern Has a Wall Street Twin
Bitcoin
2026-08-26 03:57:17

Bitcoin’s rare August setup points to a historical pattern: weaker September, stronger October

Bitcoin is on track for its strongest August since 2017, trading around $78,000 to $79,000 as of Aug. 26 and posting a monthly gain of about 25%, according to the source article by Claude at TechFlow, cited by MarsBit. That performance has revived discussion around a narrow but closely watched seasonal pattern in Bitcoin’s monthly returns. Public return data cited in the report shows that since 2013, Bitcoin has posted a positive August only four times: 2013, 2017, 2020 and 2021. In all four cases, September ended lower. Those declines came in at -1.3%, -7.9%, -7.5% and -7.0%, for an average pullback of roughly -5.9%. The follow-through in October is the other part of the pattern drawing attention. After each of those August gains and September declines, Bitcoin posted a positive October: +67.3% in 2013, +47.9% in 2017, +28.0% in 2020 and +39.9% in 2021. The article places the average October gain at about 44% to 46%, noting that small differences across data sources come from month-end closing calculations. The report also stresses that this is not a forecast. The full sample contains only four instances, August 2026 has not yet finished, and each period unfolded under different macro and market conditions.

1650
Bitcoin’s rare August setup points to a historical pattern: weaker September, stronger October
Bitcoin
2026-07-31 11:36:45

$60K Bitcoin Put Becomes Top Deribit Trade as August Sentiment Turns Bearish

Positioning in the bitcoin options market shifted sharply at the end of July, with the $60,000 BTC put becoming the largest open-interest strike on Deribit, according to CoinDesk. The contract, which is used to hedge against downside, carried $1.17 billion in notional open interest at the time of writing, overtaking the previously dominant $70,000 and $72,000 call options. Those bullish call strikes had each built up to $2.5 billion in notional open interest ahead of Wednesday’s Federal Reserve meeting, reflecting bets that bitcoin could rally as high as $72,000 after the U.S. central bank’s rate decision. That move never materialized. Following Friday’s 08:00 UTC expiry, which settled $10 billion worth of BTC and ether options, open interest at the $70,000 and $72,000 calls fell to $943 million and $888 million, respectively. CoinDesk also pointed to a seasonal pattern. Since 2013, bitcoin has posted a median July return of 8.61%, and CoinDesk data showed the asset up 8.9% this month. Historically, though, a positive July has often been followed by a weaker August, with a median August return of -7.51%. The article said that combination of options positioning and seasonality leaves the market mood bearish heading into the new month.

1900
$60K Bitcoin Put Becomes Top Deribit Trade as August Sentiment Turns Bearish
Bank of Ameri
2026-07-27 10:20:53

BofA says U.S. stocks may be entering their weakest three-month seasonal window

Bank of America Securities said in its latest seasonality report that August through October has historically been the weakest rolling three-month window for the S&P 500 since 1928. According to the report, the index has posted gains only 55% of the time during that stretch, with an average return of -0.02% and an average drawdown of 7.35%, the largest among all rolling three-month periods. BofA said market positioning over the next three months may tilt toward defensive assets, with the U.S. dollar, gold and U.S. Treasuries historically outperforming stocks in similar periods. The report added that since 1992, gold has risen 61% of the time from August to October, with an average gain of 2.52%, while the dollar has also tended to strengthen in August against currencies such as the British pound and Australian dollar. The bank said seasonality does not mean U.S. equities are certain to fall, adding that the longer-term direction will still depend on corporate earnings, monetary policy, the economic cycle and valuations.

1720
BofA says U.S. stocks may be entering their weakest three-month seasonal window