Post Holdings (POST) Seasonality

Recurring seasonal patterns for POST — the calendar windows where Post Holdings 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
644
Upcoming this year
47
Bullish windows
439
Best win rate
100%

POST seasonality at a glance

Over the last 10 years, POST's strongest seasonal window has been Jan 28 – Feb 17: it ended higher in 10 of 10 years (100% win rate) with an average return of +5.82% across a 20-day hold. On the weak side, POST has historically declined between Jan 17 – Jan 27, falling in 9 of 10 years (average -4.11%).

In total, our analysis finds 644 recurring seasonal windows for Post Holdings439 bullish and 205 bearish. The next high-win-rate window, Sep 29 – Oct 29, opens in 18 days. These figures describe historical behaviour only — not a forecast.

POST'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 9d agoAug 13 – Sep 220d+1.58%80%+4.69%
Completedended 11d agoAug 11 – Aug 3120d+2.21%90%+6.20%
Upcomingin 18dSep 29 – Oct 2930d-2.95%80%
Upcomingin 19dSep 30 – Oct 3030d-3.47%90%
Upcomingin 20dOct 1 – Oct 3130d-3.52%90%
Upcomingin 21dOct 2 – Nov 130d-2.50%80%
Upcomingin 22dOct 3 – Nov 230d-2.52%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 POST seasonality in full

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

POST seasonality FAQ

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

Based on the last 10 years of price data, POST's strongest seasonal window starts in January: Jan 28 to Feb 17, which ended higher in 10 of 10 years (100% win rate) with an average return of +5.82%. Past seasonal patterns do not guarantee future performance.

What is POST's strongest seasonal pattern?

POST's highest-win-rate pattern in our data is the Jan 28 – Feb 17 window (20-day hold): up in 10 of the last 10 years with an average move of +5.82%.

When has POST historically performed worst?

POST's weakest recurring window has been Jan 17 to Jan 27, declining in 9 of 10 years with an average return of -4.11%.

How reliable are POST's seasonal patterns?

Each POST pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. POST currently shows 644 recurring windows (439 bullish, 205 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.

What is POST stock seasonality?

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