February stock trading: What the charts show about historical patterns

• S&P 500 median returns are typically positive for most months, with February at 0.8% and October/November being the strongest months.
• September is historically the only month with a negative median return for the S&P 500.
• VIX volatility tends to rise into mid-March, dip over the summer, and then see a large rise in October/November, coinciding with 'prime crash season'.

This video breaks down historical stock market seasonality, focusing on the S&P 500's median monthly returns since 1990 and daily patterns since 1928, alongside VIX volatility seasonality. It emphasizes that these are tendencies, not predictions, useful for setting expectations for market headwinds and tailwinds.