Seasonality
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Seasonality
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Oct is the seasonally strongest month over 5Y.
Oct averages +27.3% with a 83% win rate across 5 years of history.
Jun shows persistent seasonal weakness.
Jun averages -10.6% with only a 14% win rate across 5 years of history.
Q3 (Jul–Aug–Sep) is the seasonally strongest quarter.
The three months of Q3 combine for a +48.1% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +5.5% historically, with January alone posting a 50% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 204 of the year, the current YTD return is -74.7% 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 | 42.34% | 7.66% | -30.17% | -12.62% | -9.17% | -6.42% | -10.13% | 50.91% | -13.49% | -25.07% | ||
| 2025 | -13.11% | -5.66% | 64.00% | 48.78% | -4.92% | 18.97% | 95.65% | -6.67% | 26.98% | 71.88% | -5.70% | -1.03% |
| 2024 | 1.49% | -26.47% | 20.00% | 18.33% | -8.45% | -29.23% | -8.70% | 2.38% | 16.28% | 28.00% | -18.75% | 17.31% |
| 2023 | 6.38% | 16.00% | -0.03% | -12.28% | -10.00% | -10.00% | 2.47% | 3.61% | -5.81% | 1.23% | -2.44% | -16.25% |
| 2022 | -4.69% | -1.64% | 18.36% | -2.86% | -5.88% | -6.20% | -18.64% | 8.33% | 3.78% | -1.89% | -4.81% | -2.92% |
| 2021 | -26.19% | 16.13% | -18.06% | -6.78% | 7.27% | -41.53% | -14.49% | 22.03% | 25.93% | 40.91% | -8.06% | 14.12% |
| 2020 | -17.31% | -11.63% | -10.53% | 17.65% | 0.00% | 2.50% | 82.93% | 70.67% | 23.44% | -20.25% | 33.33% | |
| Avg | 1.04% | -1.61% | 6.07% | 3.15% | -1.93% | -10.63% | 6.95% | 23.36% | 17.76% | 27.26% | -10.00% | 7.43% |
TI.TO - Average returns for the respective month in the last 5 years
TI.TO - Average growth of $100 invested at start of year
5 years of data
TI.TO Distribution of Daily Returns from 2021 to 2026
TI.TO Distribution of Daily % Changes