Twilio (TWLO) Seasonality

Recurring seasonal patterns for TWLO — the calendar windows where Twilio 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
871
Upcoming this year
14
Bullish windows
620
Best win rate
100%

TWLO seasonality at a glance

Over the last 10 years, TWLO's strongest seasonal window has been May 8 – May 28: it ended higher in 9 of 9 years (100% win rate) with an average return of +7.22% across a 20-day hold. On the weak side, TWLO has historically declined between Oct 9 – Oct 29, falling in 9 of 10 years (average -8.68%).

In total, our analysis finds 871 recurring seasonal windows for Twilio620 bullish and 251 bearish. The next high-win-rate window, Oct 3 – Nov 2, opens in 22 days. These figures describe historical behaviour only — not a forecast.

TWLO'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 7d agoAug 25 – Sep 410d+1.89%80%+4.02%
Completedended 45d agoJun 28 – Jul 2830d+7.85%80%+1.44%
Upcomingin 22dOct 3 – Nov 230d-3.63%80%
Upcomingin 23dOct 4 – Nov 330d-3.36%80%
Upcomingin 26dOct 7 – Nov 630d-8.79%80%
Upcomingin 27dOct 8 – Oct 2820d-7.71%90%
Upcomingin 28dOct 9 – Oct 2920d-8.68%90%

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 TWLO seasonality in full

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

TWLO seasonality FAQ

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

Based on the last 10 years of price data, TWLO's strongest seasonal window starts in May: May 8 to May 28, which ended higher in 9 of 9 years (100% win rate) with an average return of +7.22%. Past seasonal patterns do not guarantee future performance.

What is TWLO's strongest seasonal pattern?

TWLO's highest-win-rate pattern in our data is the May 8 – May 28 window (20-day hold): up in 9 of the last 9 years with an average move of +7.22%.

When has TWLO historically performed worst?

TWLO's weakest recurring window has been Oct 9 to Oct 29, declining in 9 of 10 years with an average return of -8.68%.

How reliable are TWLO's seasonal patterns?

Each TWLO pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. TWLO currently shows 871 recurring windows (620 bullish, 251 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.

What is TWLO stock seasonality?

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