Seasonality
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Seasonality
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Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 76.12% | 30.51% | -0.65% | -9.15% | 5.04% | -18.49% | 0.42% | 49.51% | -34.79% | -18.60% | ||
| 2025 | 12.00% | 0.00% | 16.07% | 1.54% | 3.03% | 14.71% | 7.69% | -10.71% | 38.67% | 3.85% | 3.70% | 19.64% |
| 2024 | -21.74% | 0.00% | 77.78% | 6.25% | 50.00% | 5.88% | 11.11% | 6.67% | 15.63% | -4.73% | -25.53% | -4.76% |
| 2023 | -8.16% | -17.78% | -13.51% | 59.38% | -15.69% | -16.28% | -19.44% | -6.90% | -7.41% | -16.00% | 42.86% | -23.33% |
| 2022 | -20.00% | 3.85% | -11.11% | 10.42% | -18.87% | -38.37% | 1.89% | -11.11% | -18.75% | -5.13% | 45.95% | -9.26% |
| 2021 | -18.75% | 9.23% | -14.08% | -9.84% | 7.27% | 10.17% | ||||||
| Avg | 7.64% | 3.32% | 13.72% | 13.69% | 4.70% | -10.51% | -2.85% | 6.11% | -3.46% | -6.37% | 14.85% | -1.51% |
Nov is the seasonally strongest month over 5Y.
Nov averages +14.8% with a 80% win rate across 5 years of history.
Jun shows persistent seasonal weakness.
Jun averages -10.5% with only a 40% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +24.7% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +24.7% historically, with January alone posting a 40% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +24.7% vs the historical average for the same point.
AUXX.V - Average returns for the respective month in the last 5 years
AUXX.V - Average growth of $100 invested at start of year
5 years of data
AUXX.V Distribution of Daily Returns from 2021 to 2026
AUXX.V Distribution of Daily % Changes