Annaly Capital Management (NLY) Seasonality
Recurring seasonal patterns for NLY — the calendar windows where Annaly Capital Management 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.
NLY's strongest seasonal patterns
| Seasonal window | Direction | Avg return | Win rate | Hold |
|---|---|---|---|---|
| Nov 17 – Dec 8 | Bullish | +3.54% | 100% | 21d |
| Nov 18 – Dec 9 | Bullish | +3.29% | 100% | 21d |
| Dec 18 – Dec 28 | Bullish | +1.93% | 100% | 10d |
| Oct 30 – Nov 29 | Bullish | +7.13% | 90% | 30d |
| Nov 7 – Dec 7 | Bullish | +5.08% | 90% | 30d |
| Nov 9 – Dec 9 | Bullish | +4.99% | 90% | 30d |
| Nov 8 – Dec 8 | Bullish | +4.58% | 90% | 30d |
| Jul 2 – Aug 1 | Bullish | +4.41% | 90% | 30d |
| Jul 9 – Aug 8 | Bullish | +3.85% | 90% | 30d |
| Nov 14 – Dec 14 | Bullish | +3.80% | 90% | 30d |
| Jun 17 – Jul 17 | Bullish | +3.77% | 90% | 30d |
| Jun 16 – Jul 16 | Bullish | +3.72% | 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 NLY seasonality in full
See the seasonal curve chart, filter by win rate and return, and track upcoming windows — free during beta.
What is NLY stock seasonality?
Stock seasonality is the tendency of a stock to perform in a similar way during the same period each year. By analysing Annaly Capital Management's price history across many years, SeasonalityX identifies recurring calendar windows — exact start and end dates — where NLY 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.