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 the last 10 years of price history.
NLY seasonality at a glance
Over the last 10 years, NLY's strongest seasonal window has been Nov 19 – Dec 9: it ended higher in 10 of 10 years (100% win rate) with an average return of +3.53% across a 20-day hold. On the weak side, NLY has historically declined between Sep 20 – Oct 10, falling in 9 of 10 years (average -5.03%).
In total, our analysis finds 709 recurring seasonal windows for Annaly Capital Management — 488 bullish and 221 bearish. The next high-win-rate window, Sep 20 – Oct 10, opens in 55 days. These figures describe historical behaviour only — not a forecast.
NLY's upcoming & recent seasonal patterns
Holding period:10-day20-day30-dayOrdered by season — windows opening soon first, plus a couple of recently completed high-performers. Holding-period colors help you compare durations at a glance.
| Status | Seasonal window | Hold | Avg return | Win rate | This year |
|---|---|---|---|---|---|
| Completedended 3d ago | Jun 24 – Jul 24 | 30d | +3.53% | 80% | +3.35% |
| Completedended 4d ago | Jun 23 – Jul 23 | 30d | +4.00% | 80% | +3.53% |
| Upcomingin 55d | Sep 20 – Oct 10 | 20d | -5.03% | 90% | — |
| Upcomingin 61d | Sep 26 – Oct 6 | 10d | -2.85% | 80% | — |
| Upcomingin 62d | Sep 27 – Oct 7 | 10d | -2.55% | 80% | — |
| Upcomingin 63d | Sep 28 – Oct 8 | 10d | -2.31% | 80% | — |
| Upcomingin 63d | Sep 28 – Oct 28 | 30d | -3.57% | 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 NLY seasonality in full
See the seasonal curve chart, filter by win rate and return, and track upcoming windows — free during beta.
NLY seasonality FAQ
What has historically been the best month to buy NLY stock?
Based on the last 10 years of price data, NLY's strongest seasonal window starts in November: Nov 19 to Dec 9, which ended higher in 10 of 10 years (100% win rate) with an average return of +3.53%. Past seasonal patterns do not guarantee future performance.
What is NLY's strongest seasonal pattern?
NLY's highest-win-rate pattern in our data is the Nov 19 – Dec 9 window (20-day hold): up in 10 of the last 10 years with an average move of +3.53%.
When has NLY historically performed worst?
NLY's weakest recurring window has been Sep 20 to Oct 10, declining in 9 of 10 years with an average return of -5.03%.
How reliable are NLY's seasonal patterns?
Each NLY pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. NLY currently shows 709 recurring windows (488 bullish, 221 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.
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.