Invesco Solar ETF (TAN) Seasonality

Recurring seasonal patterns for TAN — the calendar windows where Invesco Solar ETF 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
678
Upcoming this year
8
Bullish windows
470
Best win rate
100%

TAN seasonality at a glance

Over the last 10 years, TAN's strongest seasonal window has been May 9 – May 29: it ended higher in 10 of 10 years (100% win rate) with an average return of +5.12% across a 20-day hold. On the weak side, TAN has historically declined between Mar 9 – Apr 8, falling in 9 of 10 years (average -6.15%).

In total, our analysis finds 678 recurring seasonal windows for Invesco Solar ETF470 bullish and 208 bearish. The next high-win-rate window, Sep 1 – Sep 11, opens in 36 days. These figures describe historical behaviour only — not a forecast.

TAN'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 49d agoMay 19 – Jun 820d+3.66%80%+4.28%
Completedended 49d agoMay 9 – Jun 830d+6.60%90%+2.65%
Upcomingin 36dSep 1 – Sep 1110d-1.90%80%
Upcomingin 37dSep 2 – Sep 1210d-1.66%80%
Upcomingin 91dOct 26 – Nov 510d+4.48%80%
Upcomingin 117dNov 21 – Dec 110d+1.63%80%
Upcomingin 125dNov 29 – Dec 910d-1.88%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 TAN seasonality in full

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

TAN seasonality FAQ

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

Based on the last 10 years of price data, TAN's strongest seasonal window starts in May: May 9 to May 29, which ended higher in 10 of 10 years (100% win rate) with an average return of +5.12%. Past seasonal patterns do not guarantee future performance.

What is TAN's strongest seasonal pattern?

TAN's highest-win-rate pattern in our data is the May 9 – May 29 window (20-day hold): up in 10 of the last 10 years with an average move of +5.12%.

When has TAN historically performed worst?

TAN's weakest recurring window has been Mar 9 to Apr 8, declining in 9 of 10 years with an average return of -6.15%.

How reliable are TAN's seasonal patterns?

Each TAN pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. TAN currently shows 678 recurring windows (470 bullish, 208 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.

What is TAN stock seasonality?

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