Taylor Wimpey (TW.L) Seasonality
Recurring seasonal patterns for TW.L — the calendar windows where Taylor Wimpey 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.
TW.L seasonality at a glance
Over the last 10 years, TW.L's strongest seasonal window has been Apr 3 – Apr 23: it ended higher in 9 of 10 years (90% win rate) with an average return of +6.29% across a 20-day hold. On the weak side, TW.L has historically declined between May 31 – Jun 30, falling in 10 of 10 years (average -9.16%).
In total, our analysis finds 758 recurring seasonal windows for Taylor Wimpey — 387 bullish and 371 bearish. The next high-win-rate window, Aug 22 – Sep 11, opens in 26 days. These figures describe historical behaviour only — not a forecast.
TW.L'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 5d ago | Jul 12 – Jul 22 | 10d | +2.48% | 80% | +3.99% |
| Completedended 5d ago | Jul 2 – Jul 22 | 20d | +3.88% | 80% | +2.50% |
| Upcomingin 26d | Aug 22 – Sep 11 | 20d | -1.47% | 80% | — |
| Upcomingin 27d | Aug 23 – Sep 12 | 20d | -1.49% | 80% | — |
| Upcomingin 27d | Aug 23 – Sep 22 | 30d | -2.17% | 80% | — |
| Upcomingin 34d | Aug 30 – Sep 9 | 10d | -2.15% | 80% | — |
| Upcomingin 75d | Oct 10 – Nov 9 | 30d | +4.16% | 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 TW.L seasonality in full
See the seasonal curve chart, filter by win rate and return, and track upcoming windows — free during beta.
TW.L seasonality FAQ
What has historically been the best month to buy TW.L stock?
Based on the last 10 years of price data, TW.L's strongest seasonal window starts in April: Apr 3 to Apr 23, which ended higher in 9 of 10 years (90% win rate) with an average return of +6.29%. Past seasonal patterns do not guarantee future performance.
What is TW.L's strongest seasonal pattern?
TW.L's highest-win-rate pattern in our data is the Apr 3 – Apr 23 window (20-day hold): up in 9 of the last 10 years with an average move of +6.29%.
When has TW.L historically performed worst?
TW.L's weakest recurring window has been May 31 to Jun 30, declining in 10 of 10 years with an average return of -9.16%.
How reliable are TW.L's seasonal patterns?
Each TW.L pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. TW.L currently shows 758 recurring windows (387 bullish, 371 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.
What is TW.L stock seasonality?
Stock seasonality is the tendency of a stock to perform in a similar way during the same period each year. By analysing Taylor Wimpey's price history across many years, SeasonalityX identifies recurring calendar windows — exact start and end dates — where TW.L 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.