As a general rule the peak season for fly fishing is between late March to the end of October in the US, assuming that their temperature is within typical averages for this time of year. Unseasonably hot or cold temperatures can affect the spawning and activity levels of fish.
It also depends on the type of water you are fishing in. For example, if you're fishing on a lake or river that is 'stocked' every year, this can affect when you are likely more successful.
The time of day you choose to fish is also very important. As a rule, you should follow the following guide.
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January - the warmest time of day
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February - the warmest time of day
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March - the warmest time of day
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April - the warmest time of day
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May - the warmest time of day
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June - the evening
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July - daybreak and dusk
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August - early morning
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September - dusk
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October - Noon
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November - Noon
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December - Noon