Seasonality
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Seasonality
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Jun is the seasonally strongest month over 5Y.
Jun averages +16.3% with a 71% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -4.9% with only a 29% win rate across 5 years of history.
Q2 (Apr–May–Jun) is the seasonally strongest quarter.
The three months of Q2 combine for a +22.5% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +2.1% historically, with January alone posting a 83% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +24.1% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 23.14% | 44.73% | -20.40% | 15.10% | 23.04% | 19.78% | -11.24% | -4.91% | 1.13% | -22.98% | ||
| 2025 | 5.38% | -4.99% | 9.15% | 30.05% | -15.70% | 55.24% | 6.60% | 13.28% | 13.64% | -2.57% | -12.10% | -7.88% |
| 2024 | 1.05% | -8.04% | -9.81% | -9.37% | 19.79% | 22.16% | -3.64% | 4.40% | 0.08% | -4.15% | 1.27% | 1.64% |
| 2023 | 19.69% | -10.10% | -9.18% | -3.23% | -8.02% | 0.43% | 4.02% | 7.97% | -11.80% | -14.69% | 7.45% | 5.07% |
| 2022 | -11.88% | -10.46% | -4.31% | -15.18% | 1.63% | -4.46% | 17.06% | -0.55% | -29.01% | 4.42% | -5.55% | -3.50% |
| 2021 | 10.30% | 8.62% | 22.46% | -0.70% | -15.92% | -1.27% | 13.52% | 0.27% | -5.80% | 8.53% | 11.01% | -3.76% |
| 2020 | -26.88% | -22.05% | 21.04% | 0.81% | 22.12% | 10.41% | 6.82% | 1.77% | 8.38% | 8.93% | 9.48% | |
| Avg | 7.95% | -1.02% | -4.88% | 5.39% | 0.80% | 16.29% | 5.25% | 3.90% | -4.28% | -0.01% | 1.84% | 0.17% |
NEO.TO - Average growth of $100 invested at start of year
5 years of data
NEO.TO - Average returns for the respective month in the last 5 years
NEO.TO Distribution of Daily Returns from 2021 to 2026
NEO.TO Distribution of Daily % Changes