IBM (IBM) Seasonality

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

Patterns found
615
Upcoming this year
66
Bullish windows
479
Best win rate
100%

IBM seasonality at a glance

Over the last 10 years, IBM's strongest seasonal window has been Oct 30 – Nov 29: it ended higher in 10 of 10 years (100% win rate) with an average return of +5.90% across a 30-day hold. On the weak side, IBM has historically declined between Feb 18 – Feb 28, falling in 9 of 10 years (average -2.73%).

In total, our analysis finds 615 recurring seasonal windows for IBM479 bullish and 136 bearish. The next high-win-rate window, Sep 10 – Sep 30, opens in 45 days. These figures describe historical behaviour only — not a forecast.

IBM's upcoming & recent seasonal patterns

Holding period:10-day20-day30-day

Ordered by season — windows opening soon first, plus a couple of recently completed high-performers. Holding-period colors help you compare durations at a glance.

StatusSeasonal windowHoldAvg returnWin rateThis year
Completedended 34d agoMay 24 – Jun 2330d+2.91%80%+4.37%
Completedended 38d agoMay 20 – Jun 1930d+2.64%80%+10.71%
Upcomingin 45dSep 10 – Sep 3020d+1.47%80%
Upcomingin 59dSep 24 – Oct 410d+1.89%90%
Upcomingin 60dSep 25 – Oct 510d+1.23%80%
Upcomingin 74dOct 9 – Oct 1910d-1.58%80%
Upcomingin 94dOct 29 – Nov 810d+2.45%80%

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 IBM seasonality in full

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

IBM seasonality FAQ

What has historically been the best month to buy IBM stock?

Based on the last 10 years of price data, IBM's strongest seasonal window starts in October: Oct 30 to Nov 29, which ended higher in 10 of 10 years (100% win rate) with an average return of +5.90%. Past seasonal patterns do not guarantee future performance.

What is IBM's strongest seasonal pattern?

IBM's highest-win-rate pattern in our data is the Oct 30 – Nov 29 window (30-day hold): up in 10 of the last 10 years with an average move of +5.90%.

When has IBM historically performed worst?

IBM's weakest recurring window has been Feb 18 to Feb 28, declining in 9 of 10 years with an average return of -2.73%.

How reliable are IBM's seasonal patterns?

Each IBM pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. IBM currently shows 615 recurring windows (479 bullish, 136 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.

What is IBM stock seasonality?

Stock seasonality is the tendency of a stock to perform in a similar way during the same period each year. By analysing IBM's price history across many years, SeasonalityX identifies recurring calendar windows — exact start and end dates — where IBM 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.

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