Historical 10-Year 30-Day Period [Jul 20 - Aug 19] Return Rankings
AnomalyBase is a platform that analyzes the seasonality (anomalies) of a wide range of financial markets, including stocks, forex, cryptocurrencies, futures, indices, and ETFs.
On this page, we present the historical performance trends for the 30-day period (Jul 20 – Aug 19) based on data from the past 10 years (5 years for cryptocurrencies).
You can quickly identify which assets tended to be strong or weak in this period by looking at the average return and the win/loss count.
Use these statistical patterns as a reference when considering your investment strategies.
US Stocks (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | Repligen | 11.63 | 9 | 1 |
| 2 | PROG Holdings, Inc. | 11.50 | 9 | 1 |
| 3 | Liquidity Services, Inc. | 10.70 | 9 | 1 |
| 4 | Wingstop | 9.79 | 9 | 1 |
| 5 | NMI Holdings, Inc. | 9.34 | 9 | 1 |
| 6 | Genworth Financial, Inc. | 9.31 | 8 | 2 |
| 7 | Coca-Cola Consolidated | 8.85 | 8 | 2 |
| 8 | Hawkins, Inc. | 8.39 | 8 | 2 |
| 9 | Pilgrim's Pride | 7.67 | 8 | 2 |
| 10 | West Pharmaceutical Services | 7.66 | 8 | 2 |
Major US Stocks Symbols
European Stocks (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | CI Games SE | 18.19 | 8 | 2 |
| 2 | Immunovia AB (publ) | 16.29 | 7 | 3 |
| 3 | Swissquote Group Holding Ltd | 10.87 | 8 | 2 |
| 4 | Admiral Group plc | 8.26 | 8 | 2 |
| 5 | Hoist Finance AB (publ) | 7.98 | 7 | 3 |
| 6 | Fluidra, S.A. | 7.94 | 8 | 2 |
| 7 | Morgan Sindall Group plc | 7.80 | 7 | 3 |
| 8 | 4imprint Group plc | 7.23 | 7 | 3 |
| 9 | Lotus Bakeries NV | 7.11 | 8 | 2 |
| 10 | Thor Medical ASA | 6.98 | 7 | 3 |
Major European Stocks Symbols
Japanese Stocks (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | Odawara Engineering Co., Ltd. | 21.96 | 8 | 2 |
| 2 | Kohsai Co.,Ltd. | 19.10 | 7 | 3 |
| 3 | Charm Care Corporation | 17.61 | 7 | 3 |
| 4 | Kitagawa Seiki Co.,Ltd. | 10.62 | 8 | 2 |
| 5 | gremz,Inc. | 9.75 | 8 | 2 |
| 6 | Sanrio Company, Ltd. | 9.45 | 7 | 3 |
| 7 | Japan Engine Corporation | 9.43 | 7 | 3 |
| 8 | Ryoyu Systems Co., Ltd. | 9.39 | 8 | 2 |
| 9 | Double Standard Inc. | 8.86 | 7 | 3 |
| 10 | IR Japan Holdings, Ltd. | 8.82 | 7 | 3 |
Major Japanese Stocks Symbols
Asian Stocks (ex Japan) (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | OLECTRA GREENTECH LIMITED | 17.24 | 7 | 3 |
| 2 | JINDAL STAINLESS LTD. | 15.25 | 8 | 2 |
| 3 | Barito Pacific Tbk. | 14.70 | 7 | 3 |
| 4 | SHENZHEN YSSTECH I | 12.62 | 7 | 3 |
| 5 | Elite Material Co., Ltd. | 10.11 | 9 | 1 |
| 6 | PHARMARESEARCH | 9.76 | 9 | 1 |
| 7 | TRENT LTD. | 9.64 | 9 | 1 |
| 8 | SHENZHEN GAS CORP LTD | 9.31 | 8 | 2 |
| 9 | SHENZHEN WORLDUNI | 9.08 | 8 | 2 |
| 10 | Tripod Technology Corporation | 9.01 | 7 | 3 |
Major Asian Stocks (ex Japan) Symbols
Indices (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | VIX Volatility Index | 5.58 | 4 | 6 |
| 2 | Dow Jones Utility Average | 2.29 | 8 | 2 |
| 3 | Jakarta Composite Index | 2.21 | 7 | 3 |
| 4 | Nifty 50 Index | 1.61 | 6 | 4 |
| 5 | Bovespa Index | 1.58 | 5 | 5 |
| 6 | S&P 500 Index | 1.14 | 7 | 3 |
| 7 | Dow Jones Industrial Average | 1.03 | 8 | 2 |
| 8 | NASDAQ-100 Index | 0.98 | 6 | 4 |
| 9 | Dow Jones Transportation Average | 0.92 | 4 | 6 |
| 10 | S&P/TSX Composite Index | 0.82 | 6 | 4 |
Major Indices Symbols
ETFs (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | ProShares Ultra Bloomberg Natural Gas | 6.65 | 4 | 6 |
| 2 | Direxion Daily S&P Biotech Bear 3X Shares | 4.53 | 6 | 4 |
| 3 | Direxion Daily Financial Bull 3X Shares | 4.18 | 6 | 4 |
| 4 | Amplify Alternative Harvest ETF | 3.86 | 3 | 7 |
| 5 | United States Natural Gas Fund, LP | 3.80 | 4 | 6 |
| 6 | ProShares UltraPro S&P500 | 3.25 | 7 | 3 |
| 7 | Direxion Daily S&P500 Bull 3X Shares | 3.25 | 7 | 3 |
| 8 | Direxion Daily 20+ Year Treasury Bull 3X Shares | 3.19 | 6 | 4 |
| 9 | ProShares UltraPro Dow30 | 3.12 | 8 | 2 |
| 10 | The Utilities Select Sector SPDR Fund | 2.92 | 8 | 2 |
Major ETFs Symbols
Cryptocurrencies (5 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | renBTC | 170.64 | 4 | 1 |
| 2 | SuperRare | 149.96 | 2 | 2 |
| 3 | Request | 77.70 | 3 | 2 |
| 4 | Illuvium | 72.09 | 3 | 2 |
| 5 | IoTeX | 60.28 | 3 | 2 |
| 6 | Axie Infinity | 58.54 | 2 | 3 |
| 7 | OKB | 56.46 | 3 | 2 |
| 8 | Arweave | 54.94 | 1 | 4 |
| 9 | Lido DAO | 51.91 | 3 | 2 |
| 10 | Unifi Protocol DAO | 51.72 | 4 | 1 |
Major Cryptocurrencies Symbols
Futures (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | E-mini Natural Gas Futures (NYMEX) | 3.50 | 4 | 6 |
| 2 | Natural Gas Futures (NYMEX) | 3.50 | 4 | 6 |
| 3 | Silver Futures (COMEX) | 3.25 | 5 | 5 |
| 4 | Cocoa Futures (ICE US) | 2.40 | 6 | 4 |
| 5 | Heating Oil Futures (NYMEX) | 1.91 | 6 | 4 |
| 6 | Gold Futures (COMEX) | 1.88 | 6 | 4 |
| 7 | Micro Gold Futures (COMEX) | 1.79 | 6 | 4 |
| 8 | Palladium Futures (NYMEX) | 1.38 | 5 | 5 |
| 9 | Random Length Lumber Futures | 0.95 | 2 | 8 |
| 10 | Live Cattle Futures (CME) | 0.56 | 6 | 4 |