Leidos (LDOS) Seasonality

Recurring seasonal patterns for LDOS — the calendar windows where Leidos has historically tended to rise or fall, with the win rate (how often it repeated) and average return for each, based on up to 10 years of price history.

Patterns found
672
Bullish windows
12
Bearish windows
0
Best win rate
100%

LDOS's strongest seasonal patterns

Seasonal windowDirectionAvg returnWin rateHold
Jun 28 – Jul 28Bullish+5.76%100%30d
Jun 27 – Jul 27Bullish+5.63%100%30d
Aug 4 – Aug 14Bullish+2.86%100%10d
Aug 5 – Aug 15Bullish+2.72%100%10d
Oct 28 – Nov 7Bullish+6.88%90%10d
Oct 27 – Nov 6Bullish+6.14%90%10d
Jun 29 – Jul 29Bullish+6.03%90%30d
Jun 26 – Jul 26Bullish+5.50%90%30d
Oct 25 – Nov 4Bullish+5.41%90%10d
Oct 26 – Nov 5Bullish+5.31%90%10d
Jun 30 – Jul 30Bullish+4.66%90%30d
Jul 20 – Aug 19Bullish+4.55%90%30d

Win rate = how often the pattern repeated in the same direction. Average return = the mean move across all analysed years. Past performance does not guarantee future results.

Explore LDOS seasonality in full

See the seasonal curve chart, filter by win rate and return, and track upcoming windows — free during beta.

What is LDOS stock seasonality?

Stock seasonality is the tendency of a stock to perform in a similar way during the same period each year. By analysing Leidos's price history across many years, SeasonalityX identifies recurring calendar windows — exact start and end dates — where LDOS has repeatedly risen (bullish) or fallen (bearish). Each pattern is scored by its win rate and average return so you can judge how reliable and how strong it has been.

Seasonality is one input among many — it works best alongside your own research and risk management. Learn more in our guide to seasonal analysis and the tutorials.

Seasonality for other tickers