Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
RSI.TO - Average returns for the respective month in the last 5 years
Nov is the seasonally strongest month over 5Y.
Nov averages +5.9% with a 83% win rate across 5 years of history.
Oct shows persistent seasonal weakness.
Oct averages -1.6% with only a 17% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +4.2% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +2.5% historically, with January alone posting a 67% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +10.4% vs the historical average for the same point.
RSI.TO - Average growth of $100 invested at start of year
5 years of data
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.70% | 6.81% | 2.91% | -1.79% | 2.13% | 3.13% | 2.05% | -2.73% | -1.18% | 0.48% | ||
| 2025 | -2.04% | -4.87% | -0.20% | 5.21% | -0.18% | 0.90% | 0.71% | 12.41% | 1.91% | -2.98% | -1.46% | -0.82% |
| 2024 | 3.35% | -6.65% | 4.43% | -2.25% | 11.90% | -2.77% | 2.87% | -4.70% | 5.66% | -2.28% | 9.71% | -2.31% |
| 2023 | 0.53% | 8.57% | -0.46% | 2.96% | -6.86% | 0.35% | -1.73% | 1.41% | -4.73% | -4.45% | 4.85% | 1.29% |
| 2022 | 0.67% | -2.67% | 9.63% | -3.02% | 3.60% | -2.99% | 6.94% | -3.40% | 0.33% | -3.07% | 1.67% | -5.08% |
| 2021 | -2.85% | -2.75% | 5.05% | 1.46% | 1.80% | 3.70% | 1.04% | -5.99% | -0.04% | 4.44% | 2.84% | 4.13% |
| 2020 | 3.13% | -9.26% | 6.61% | 0.64% | 1.23% | 1.92% | 0.00% | 2.30% | -1.04% | 17.72% | 2.12% | |
| Avg | 0.56% | 0.22% | 1.73% | 1.31% | 1.86% | 0.51% | 1.97% | -0.43% | 0.61% | -1.57% | 5.89% | -0.11% |
RSI.TO Distribution of Daily Returns from 2021 to 2026
RSI.TO Distribution of Daily % Changes