The general problem of this study was that certain stock market sectors can benefit more than other sectors from seasonality’s (Halloween indicator). It was unclear how seasonality of stock markets impact risk stock strategies while controlling for stock market sectors, when constructing U.S. security portfolios. The purpose of this quantitative, comparative study was to test the influence of a summer and winter effect on the profitability of risk stocks strategies for Standard and Poor’s (S&P) 500 stock portfolios. The research question was: How does seasonality impact the profitability of risk stock strategies while controlling for stock market sectors for U.S. security portfolios? For the analysis a comparison was conducted, while computing the Betas (B), Idiosyncratic Volatility (IV), Capital Asset Price Models (CAPM), annualized returns, and Sharpe ratios for an analysis. A key result of the study was that during the winter months high B and medium B&IV until highB&IV stock selections were the most profitable risk stock strategies and for the summer months low IV, B, IV&B stock selections were most profitable risk stock strategies to trade. The sector selection and the stock selection brought higher returns as reported by other studies, of for example (rStrategy1 = 108.40% annualized return) in this study. Seasonality’s were present in the U.S. stock markets and the investor could capitalize on this effect through a risk stock strategy switch, which is further described in this study and can improve the previous form of investing (i.e., of buying all stocks during winter and changing to Treasury Bill during summer).