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.
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 Twilio — 620 bullish and 251 bearish. The next high-win-rate window, Aug 16 – Sep 15, opens in 20 days. These figures describe historical behaviour only — not a forecast.
TWLO'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 4d ago | Jun 23 – Jul 23 | 30d | +9.64% | 80% | +0.55% |
| Completedended 6d ago | Jun 21 – Jul 21 | 30d | +8.62% | 89% | +5.40% |
| Upcomingin 20d | Aug 16 – Sep 15 | 30d | -2.40% | 80% | — |
| Upcomingin 29d | Aug 25 – Sep 4 | 10d | +1.89% | 80% | — |
| Upcomingin 68d | Oct 3 – Nov 2 | 30d | -3.63% | 80% | — |
| Upcomingin 69d | Oct 4 – Nov 3 | 30d | -3.36% | 80% | — |
| Upcomingin 72d | Oct 7 – Nov 6 | 30d | -8.79% | 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 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?
Stock 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.