XLE

S&P 500 Energy Sector SPDR Seasonal Stock Pattern
$53.22 +0.78%

27 years of seasonal data. AI scored daily.

Best Month Apr +2.9% 54% win rate
Worst Month Sep -0.5% 52% win rate
AI Bias SHORT 95.1 84.5% win prob
History 27 yrs Updated daily

S&P 500 Energy Sector SPDR (XLE) has historically averaged +2.9% in Apr with a 54% win rate over 27 years of data, making Apr the best month to buy XLE stock. Sep is the weakest month, averaging -0.5%. TradeWave's AI currently assigns XLE a short seasonal bias with a score of 95.1 and 84.5% win probability, based on 27 years of comparable seasonal windows.

Next 30 Days for XLE: Seasonal Outlook

Over the last 27 years, buying XLE on this calendar date (2026-07-04) and holding through 2026-08-03 produced -0.58% on average, with 12 winning years and 15 losing years. TradeWave's AI derives a SHORT bias for this setup.

Midterm (Year 2) only (6 samples)
XLE has averaged -0.65% in this 30-day window during midterm years (4 up, 2 down).
That's -0.07 pts vs the all-years average of -0.58%. 2026 is a midterm year.
AI Score: 95.1 SHORT bias 84.5% Model Win Prob +4.15% Predicted +8.38% Peak

Best historical year in this window: 2009 (+13.6%). Worst: 2002 (-19.9%). This synthetic 30-day setup is re-scored daily.

Monthly Seasonality for XLE

Average monthly return from 1999 to 2026. Green bars are positive months, red bars are negative. The highlighted bar is XLE's historically strongest month.

+2.9% 0% -2.9% +0.4% Jan +1.3% Feb +1.8% Mar +2.9% Apr +0.3% May -0.3% Jun -0.3% Jul +0.2% Aug -0.5% Sep +0.8% Oct +1.5% Nov +0.8% Dec

Based on 27 years of data (1999 to 2026). Best month is Apr, highlighted in gold.

XLE Monthly Performance Stats

All 12 months, based on 27 years of historical price data.

Month Avg Return Win Rate Best Year Worst Year
Jan +0.41% 50% +15.2% -12.4%
Feb +1.29% 61% +21.6% -14.2%
Mar +1.76% 68% +15.3% -36.9%
Apr (best) +2.90% 54% +37.6% -14.4%
May +0.32% 50% +14.2% -12.4%
Jun -0.32% 57% +8.0% -18.4%
Jul -0.26% 56% +8.8% -16.3%
Aug +0.22% 52% +8.9% -10.1%
Sep (worst) -0.53% 52% +10.6% -14.0%
Oct +0.83% 41% +23.3% -17.4%
Nov +1.54% 59% +23.8% -8.2%
Dec +0.77% 48% +11.9% -14.3%

XLE: All Years vs Midterm (Year 2) Only

2026 is a midterm (year 2) year in the 4 year presidential cycle. The same monthly seasonality recomputed using only prior midterm (year 2) years (2002, 2006, 2010, 2014, 2018, 2022) often tells a very different story. Months where the cycle phase diverges most from the long-run average are where seasonal edges either compound or evaporate.

Month All Years Avg Midterm (Year 2) Avg Difference Sample (Phase)
Jan +0.41% +1.99% +1.58 pts 6 yr
Feb +1.29% -0.96% -2.25 pts 6 yr
Mar +1.76% +4.10% +2.34 pts 6 yr
Apr +2.90% +2.74% -0.16 pts 6 yr
May +0.32% +0.10% -0.22 pts 6 yr
Jun -0.32% -2.03% -1.71 pts 6 yr
Jul -0.26% +0.93% +1.19 pts 6 yr
Aug +0.22% +0.05% -0.17 pts 6 yr
Sep -0.53% -2.25% -1.72 pts 6 yr
Oct +0.83% +2.11% +1.28 pts 6 yr
Nov +1.54% +1.26% -0.28 pts 6 yr
Dec +0.77% -2.48% -3.25 pts 6 yr

Highlighted rows show months where midterm (year 2) years diverge by more than 3 percentage points from the long-run average. Sample sizes are small by design. Each cycle phase contains roughly one year in four of historical data.

Beyond Monthly Averages: Precision Seasonal Windows

Monthly averages show you the general direction. TradeWave goes further, scanning up to 98 years of daily price data to detect specific recurring date-range windows where XLE has shown the strongest historical consistency.

TradeWave tracks over 475 stocks and ETFs daily, scoring every pattern window as it activates. XLE has no active precision windows today, but new ones can open any day. Members get alerted the moment a high-probability window starts.

XLE in Midterm (Year 2)

2026 is classified as midterm (year 2) in the 4 year presidential cycle. Historically, XLE has averaged +7.9% returns in this cycle phase.

Post-Election
+11.1%
Midterm
+7.9%
Pre-Election
+10.3%
Election
+6.2%

Key Dates for XLE

Earnings
N/A
ETFs don't report earnings
Best Month to Buy
Apr
Avg +2.90%, 54% win rate
Worst Month
Sep
Avg -0.53%

XLE Seasonal Pattern FAQ

Is XLE a good stock to buy right now?

Over the last 27 years, XLE has averaged -0.58% in the 30 days after 2026-07-04, winning 12 of 27 completed years. TradeWave's AI derives a SHORT bias for this setup with an AI Score of 95.1 and 84.5% model win probability. This is seasonal pattern analysis, not a buy recommendation.

What is the best month to buy S&P 500 Energy Sector SPDR stock?

Based on 27 years of historical data, Apr is the best month to buy S&P 500 Energy Sector SPDR (XLE) stock, with an average return of +2.9% and a 54% win rate.

What is the worst month for XLE stock?

Sep is historically the worst month for S&P 500 Energy Sector SPDR (XLE) stock, with an average return of -0.5% and a 52% win rate over 27 years of data.

Should I buy or sell XLE stock?

TradeWave's AI seasonal analysis currently shows a short bias for XLE over the next 30 days, with an AI score of 95.1. This is based on how XLE has historically performed during this same calendar window across 27 prior years. Seasonal patterns are one factor among many and should not be used as the sole basis for trading decisions.

Does S&P 500 Energy Sector SPDR follow seasonal patterns?

Yes. S&P 500 Energy Sector SPDR (XLE) shows measurable seasonal tendencies across 27 years of historical data. The strongest month is Apr (+2.9% average return, 54% win rate) and the weakest is Sep (-0.5% average). These patterns are driven by factors like earnings cycles, tax-loss harvesting, fund rebalancing, and investor sentiment shifts. TradeWave's AI scores these patterns daily and identifies the highest-probability seasonal windows.

What is XLE's stock forecast for 2026?

For the current seasonal window, TradeWave's AI projects a short bias for XLE with -0.6% average historical return over the next 30 days. 2026 is a midterm (year 2) year in the presidential election cycle, which can amplify or dampen seasonal effects. See the election cycle section above for 2026-specific analysis.

Does XLE follow election cycle patterns?

Yes, the cycle phase changes the picture for XLE. Across all years, XLE's strongest month is Apr (+2.9% avg). Looking only at prior midterm (year 2) years (6 samples: 2002, 2006, 2010, 2014, 2018, 2022), the biggest divergence is Dec, which averages -2.5% in this cycle phase versus +0.8% across all years (a -3.2 point shift). The strongest cycle-phase tailwind is Mar at +4.1% versus +1.8% all-years. 2026 is a midterm (year 2) year, so the cycle-filtered numbers are the more relevant guide right now.

How has XLE performed historically by month?

Over 27 years of data, S&P 500 Energy Sector SPDR (XLE) shows distinct monthly patterns. The best month is Apr (+2.9% avg, 54% win rate) and the worst is Sep (-0.5% avg, 52% win rate). The full monthly breakdown with win rates, best and worst individual years, and election-cycle filters is shown in the tables above.

See the full seasonal analysis for XLE

AI scored patterns, entry and exit windows, historical backtests, and daily picks. Free tier available.

Related Seasonal Patterns

Compare XLE's seasonal trends with similar stocks. S&P 500 Energy Sector SPDR's best month is Apr (+2.9% avg). See how these related tickers compare.

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Seasonal analysis, not investment advice. Past performance does not guarantee future results.

Last updated 2026-07-04