Brendan McDermid | Reuters

It has been a year for celebration on Wall Street, with the S&P 500 rising nearly 30%, but investors relying on seasonal trends probably found themselves frustrated as the market defied traditional patterns. January, February and June historically rank in the bottom half of any year for stock performance, according to a report from Bespoke Investment Group, but this year they were among the best months. Another departure was September, which on average, posted a negative return from 1980 to 2018, according to the report. But the S&P 500 rose 1.72% during that month in 2019.

"2019 was atypical for seasonality as most sectors blew their average performance out of the water and monthly patterns looked quite different," the Bespoke report said. Part of the divergence also comes from a strong January for stocks as the market bounced back from last December's sell-off. January has been the best month of the year for the S&P 500, which gained 7.87%. January has been just the seventh-best month historically, according to Bespoke, with an average return of 0.93%.