No really, it does. I looked at the January anime premieres on AniDB for every year this decade, and for the most part the Winter season was easily the worst season. A breakdown:

2000: There were only 3 series this season to begin with: Boogiepop, Kazemakase Tsukikage Ran, and Candidate for Goddess. Meanwhile, the spring season alone had three shows that I really liked in Gatekeepers, Vandread, and Ayashi no Ceres.

2001: At least this time there are 5 series. I guess Arjuna is the best one? I only got a few episodes in before I got bored.

2002: This was the first exception, with three decent shows: Full Metal Panic, Rahxephon, and the Toei Kanon.

2003: Yeah, don’t even get started on 2003…I MEAN THE BEST ANIME WAS MOUSE WHEW NOW NOBODY WILL THINK THAT I’M A PEDO

2004: This year did have three good shows in Jubei-chan 2, Ghost in the Shell Standalone Complex S2, and MariMite, but the rest of the season was gawdawful. I’m talking stuff like Burn Up Scramble, Divergence Eve: Misaki Chronicles, Mezzo Forte, and Cosprayers.

2005: Yes, while this season had shows like Air, Negima, Oh My Goddess, and SukiSho, there was absolutely nothing for me. Also, ugh Girls Bravo S2 and Ultimate Girls.

2006: The irony is that while 2006 was easily, EASILY the best year for anime this decade, there was nothing at the start of the year to make me think that the rest of the year would turn out that way. Do I have to say that Fate/Stay Night was the best show this season? I really don’t want to. Especially when the best shows of the other seasons were shows like Ouran High School Host Club, Haruhi, Code Geass, and so on.

2007: My choice here is Nodame Cantabile, but that’s also because a lot of the other shows this season that other people liked did absolutely nothing for me, like Hidamari Sketch or Manabi Straight.

2008: Finally, we have the outlier. Winter 2008 was actually good! Persona was interesting, KimiAru was gleefully stupid (LOL her name is “Penis”? Ohhhh, OK it’s actually “Benis”), and there were plenty of shows which while I didn’t care about them, a lot of other people quite liked, like True Tears, another season of Aria, Zetsubou Sensei, Cool and Spicy Wolf, and Rosario + Vampire. Ok, maybe not so much the last one.

APPENDIX: Winter season title list by year

2000:
Candidate for Goddess
Kazemakase Tsukikage Ran
Boogiepop

2001:
Tales of Eternia
Earth Girl Arjuna
Chikyuu Bouei Kazoku
Grappler Baki
Hakaima Sadamitsu

2002:
Patapata Hikousen no Bouken
Panyo Panyo Di Gi Charat
Honoo no Mirage
Full Metal Panic!
Onegai Teacher
Shichinin no Nana
Aquarian Age
RahXephon
Kanon

2003:
Lime Iro Senkitan
Stratos 4
Mouse
Wolf’s Rain
Garakuta-doori no Stain (JUST AS GARAKUTA!)
Shutsugeki! Machine Robo Rescue
Nanaka 6/17
.hack//Dusk
Licensed by Royal
Mahou Tsukai ni Taisetsu na Koto

2004:
Ghost in the Shell: Standalone Complex 2nd GIG
Misaki Chronicle: Divergence Eve
Mezzo Forte
SD Gundam Force
Gokusen
Juubei-chan 2
Maria-sama ga Miteru
Area 88
Choujuushin Gravion Zwei
Yumeria
Monkey Turn
Chou Henshin Cosprayers
Burn Up Scramble
Hikari to Mizu no Daphne
Kita e: Diamond Dust Drops

2005:
Magical Canan
Starship Operators
Lime Iro Ryuukitan X CROSS – Koi, Oshiete Kudasai
Jinki:Extend
Mahou Sensei Negima!
Xenosaga – The Animation
Aa! Megami-sama (2005)
Air
Akuei to Gacchinpo – Tenkomori
Peach Girl
Gallery Fake
Suki na Mono wa Suki Dakara Shou ga nai!!
The Witch Village Story
UG*Ultimate Girls
Mahoraba: Heartful Days
Girls Bravo – Second Season

2006:
Magikano
Kagihime Monogatari Eikyuu Alice Rondo
Amaenaide yo!! Katsu!!
Rakugo Tennyo Oyui
Fate/stay night
Gin’iro no Kami no Agito
Lemon Angel Project
Tactical Roar
Kage Kara Mamoru!
Yomigaeru Sora -Rescue Wings-
Nerima Daikon Brothers
Kashimashi: Girl meets Girl
Hanbun no Tsuki ga Noboru Sora
Ayakashi – Japanese Classic Horror
Gin’yuu Mokushiroku Meine Liebe Wieder

2007:
Saint October
Kyoushirou to Towa no Sora
Koisuru Tenshi Angelique: Kagayaki no Ashita
Deltora Quest
Les Miserables: Shoujo Cosette
Himawari!!
Master of Epic The Animation Age
Shuffle! Memories
Gakuen Utopia Manabi Straight!
Hidamari Sketch
Venus Versus Virus
Nodame Cantabile
Getsumen To Heiki Mina
GR -Giant Robo-
Tokyo Majin Gakuen Kenpuchou Tou

2008:
Wellber no Monogatari: Sisters of Wellber Dai ni Maku
Rosario + Vampire
H2O: Footprints in the Sand
Persona: trinity soul
Hatenkou Yuugi
Zoku Sayonara Zetsubou Sensei
Porfy no Nagai Tabi
True Tears
Kimi ga Aruji de Shitsuji ga Ore de
Shigofumi
Minami-ke Okawari
Gunslinger Girl: Il Teatrino
Aria the Origination
Spice and Wolf
Noramimi
Hakaba Kitarou
Moegaku 5