Chelsea have experienced what might be described as a rollercoaster ride in the January transfer window since its introduction in the 2002/03 season.Traditionally, clubs across Europe, Chelsea included, have used January transfer window as an avenue to bolster their squads for the second half of the season.Last season, Premier League clubs splashed out a mind-blowing £230 million in the January transfer window. While some signings have failed to live up to expectations, others have been instant successes.Five best January signings in Chelsea's historyChelsea have had their fair share of ups and downs in the winter window; the likes of Franco Di Santo, Scott Parker and Ricardo Quaresma are best forgotten.On the other hand, Gary Cahill is a prime example of a player who came to Stamford Bridge mid-season and stamped their name in the club’s history books.With the 2020-21 January transfer window drawing to a close, let us look at five January signings who have stood out in Chelsea's history.#5 Nicolas AnelkaChelsea vs Spartak Moscow - UEFA Champions LeagueChelsea completed a shock £15m signing of Nicolas Anelka in January 2008 from Bolton Wanderers, and the Frenchman turned out to be one of the Blues' finest winter buys.In his first season at Stamford Bridge, the striker bagged 19 league goals, winning the Premier League Golden Boot award. He also scored double-digit league goals in the 2009/10 campaign, inspiring Chelsea to the Premier League title.On this day: 2008 - Nicolas Anelka scored his 1st @ChelseaFC goal. #CFC #Chelsea pic.twitter.com/5A74WMGYcL— Chad (@ChelseaChadder) January 26, 2021In his four-year stint at Chelsea, Nicolas Anelka won two FA Cup titles and one Premier League honour before leaving for Chinese-based outfit Shanghai Shenhua.While a few might not consider Nicolas Anelka as a huge success at Chelsea, he diligently fulfilled his primary assignment, which was to find the back of the net.#4 David LuizChelsea vs Arsenal - UEFA Europa League FinalDavid Luiz moved to Chelsea in January 2011, joining from Benfica in a swap deal with Serbian international Nemanja Matic on deadline day.In his first stint with the Blues, David Luiz helped Chelsea to their maiden UEFA Champions League success in 2012. He played the entire 120 minutes against Bayern Munich in the final and also converted his spot-kick in the penalty shootout.David Luiz moved to the Ligue 1, signing for Paris Saint-Germain shortly after the 2013/14 season. He won five domestic titles there before securing a deadline-day return to Chelsea in August 2016.On his return, he inspired Chelsea to a club-record 13-straight league wins and entered the PFA Team of the Season; he played 33 of 38 games en route to winning the Premier League title.Wow. What a goal-saving clearance from @DavidLuiz_4! Haller thought he'd scored, David had other ideas... Still 1-1.1-1 [101'] #CHEFRA pic.twitter.com/KtNLMibb73— Chelsea FC (@ChelseaFC) May 9, 2019In his six seasons as a Chelsea player, David Luiz made 248 appearances, scored 18 goals and won one Premier League, one UEFA Champions League, two FA Cup and two Europa League titles.