Historical 10-Year 30-Day Period [Jul 21 - Aug 20] 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 21 – Aug 20) 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 | STAAR Surgical Company | 12.30 | 7 | 3 |
| 2 | PROG Holdings, Inc. | 11.90 | 8 | 2 |
| 3 | Advanced Micro Devices | 11.89 | 7 | 3 |
| 4 | Liquidity Services, Inc. | 11.23 | 8 | 2 |
| 5 | Genworth Financial, Inc. | 9.84 | 7 | 3 |
| 6 | Repligen | 9.48 | 8 | 2 |
| 7 | Mativ Holdings, Inc. | 9.45 | 7 | 3 |
| 8 | Coca-Cola Consolidated | 9.34 | 8 | 2 |
| 9 | Wingstop | 9.05 | 9 | 1 |
| 10 | NMI Holdings, Inc. | 8.54 | 9 | 1 |
Major US Stocks Symbols
European Stocks (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | CI Games SE | 17.97 | 9 | 1 |
| 2 | Immunovia AB (publ) | 11.75 | 7 | 3 |
| 3 | Swissquote Group Holding Ltd | 8.96 | 8 | 2 |
| 4 | Admiral Group plc | 8.32 | 8 | 2 |
| 5 | Hoist Finance AB (publ) | 7.93 | 8 | 2 |
| 6 | Stalprodukt S.A. | 7.84 | 7 | 3 |
| 7 | Morgan Sindall Group plc | 7.22 | 7 | 3 |
| 8 | Hapag-Lloyd Aktiengesellschaft | 7.22 | 7 | 3 |
| 9 | Odfjell Drilling Ltd. | 7.13 | 7 | 3 |
| 10 | Fluidra, S.A. | 7.08 | 8 | 2 |
Major European Stocks Symbols
Japanese Stocks (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | Kohsai Co.,Ltd. | 23.62 | 7 | 3 |
| 2 | Odawara Engineering Co., Ltd. | 19.25 | 7 | 3 |
| 3 | Enplas Corporation | 18.05 | 7 | 3 |
| 4 | Charm Care Corporation | 15.78 | 7 | 3 |
| 5 | Kitagawa Seiki Co.,Ltd. | 10.33 | 8 | 2 |
| 6 | Double Standard Inc. | 8.54 | 7 | 3 |
| 7 | Ryoyu Systems Co., Ltd. | 8.14 | 7 | 3 |
| 8 | KeePer Technical Laboratory Co., Ltd. | 7.74 | 7 | 3 |
| 9 | MITSUI-SOKO HOLDINGS Co., Ltd. | 7.55 | 10 | 0 |
| 10 | KITAC Corporation | 7.46 | 9 | 1 |
Major Japanese Stocks Symbols
Asian Stocks (ex Japan) (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | OLECTRA GREENTECH LIMITED | 18.15 | 7 | 3 |
| 2 | JINDAL STAINLESS LTD. | 14.18 | 8 | 2 |
| 3 | SHENZHEN YSSTECH I | 13.24 | 8 | 2 |
| 4 | Chandra Asri Pacific Tbk. | 10.41 | 7 | 3 |
| 5 | TRENT LTD. | 10.06 | 10 | 0 |
| 6 | PHARMARESEARCH | 9.69 | 8 | 2 |
| 7 | Elite Material Co., Ltd. | 9.50 | 9 | 1 |
| 8 | SHENZHEN GAS CORP LTD | 7.95 | 9 | 1 |
| 9 | LIZHONG SITONG LIG | 7.61 | 8 | 2 |
| 10 | CARYSIL LIMITED | 6.82 | 8 | 2 |
Major Asian Stocks (ex Japan) Symbols
Indices (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | VIX Volatility Index | 6.67 | 4 | 6 |
| 2 | Dow Jones Utility Average | 2.13 | 7 | 3 |
| 3 | Jakarta Composite Index | 1.74 | 6 | 4 |
| 4 | Nifty 50 Index | 1.47 | 6 | 4 |
| 5 | Dow Jones Transportation Average | 1.02 | 6 | 4 |
| 6 | S&P 500 Index | 0.92 | 7 | 3 |
| 7 | Dow Jones Industrial Average | 0.88 | 8 | 2 |
| 8 | Bovespa Index | 0.84 | 5 | 5 |
| 9 | NASDAQ-100 Index | 0.75 | 7 | 3 |
| 10 | All Ordinaries Index | 0.65 | 7 | 3 |
Major Indices Symbols
ETFs (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | ProShares Ultra Bloomberg Natural Gas | 7.02 | 3 | 7 |
| 2 | Direxion Daily S&P Biotech Bear 3X Shares | 5.28 | 6 | 4 |
| 3 | United States Natural Gas Fund, LP | 4.23 | 4 | 6 |
| 4 | Direxion Daily Gold Miners Index Bear 2X Shares | 4.10 | 4 | 6 |
| 5 | Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X Shares | 2.89 | 6 | 4 |
| 6 | The Utilities Select Sector SPDR Fund | 2.78 | 8 | 2 |
| 7 | Direxion Daily Financial Bull 3X Shares | 2.62 | 6 | 4 |
| 8 | Fidelity MSCI Utilities Index ETF | 2.59 | 8 | 2 |
| 9 | ProShares UltraPro Dow30 | 2.56 | 8 | 2 |
| 10 | Vanguard Utilities Index Fund ETF Shares | 2.54 | 8 | 2 |
Major ETFs Symbols
Cryptocurrencies (5 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | SuperRare | 448.00 | 3 | 1 |
| 2 | Request | 109.92 | 2 | 3 |
| 3 | Illuvium | 55.16 | 3 | 2 |
| 4 | IoTeX | 51.31 | 2 | 3 |
| 5 | OKB | 49.97 | 4 | 1 |
| 6 | Lido DAO | 42.26 | 3 | 2 |
| 7 | Unifi Protocol DAO | 41.59 | 4 | 1 |
| 8 | DigitalBits | 40.99 | 3 | 2 |
| 9 | Trust Wallet Token | 34.54 | 3 | 2 |
| 10 | Stafi | 33.69 | 2 | 3 |
Major Cryptocurrencies Symbols
Futures (10 Years)
| Rank | Symbol | Avg Return (%) | Wins | Losses |
|---|---|---|---|---|
| 1 | E-mini Natural Gas Futures (NYMEX) | 4.00 | 4 | 6 |
| 2 | Natural Gas Futures (NYMEX) | 4.00 | 4 | 6 |
| 3 | Cocoa Futures (ICE US) | 2.92 | 5 | 5 |
| 4 | Gold Futures (COMEX) | 0.92 | 6 | 4 |
| 5 | Silver Futures (COMEX) | 0.91 | 5 | 5 |
| 6 | Random Length Lumber Futures | 0.86 | 2 | 8 |
| 7 | Micro Gold Futures (COMEX) | 0.83 | 6 | 4 |
| 8 | Heating Oil Futures (NYMEX) | 0.80 | 4 | 6 |
| 9 | Live Cattle Futures (CME) | 0.71 | 6 | 4 |
| 10 | Soybean Oil Futures (CBOT) | 0.27 | 5 | 5 |