Seasonality
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Seasonality
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Aug is the seasonally strongest month over 5Y.
Aug averages +9.5% with a 43% win rate across 5 years of history.
Feb shows persistent seasonal weakness.
Feb averages -6.9% with only a 29% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +13.9% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -3.9% historically, with January alone posting a 33% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +3.4% 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 | -2.84% | 19.49% | -27.00% | 0.11% | 21.09% | -0.55% | -4.26% | 41.43% | -8.01% | -24.48% | ||
| 2025 | 15.47% | -4.78% | 4.52% | 1.20% | 5.23% | 17.83% | 0.57% | 42.86% | 18.27% | 7.78% | 6.38% | 3.83% |
| 2024 | -4.94% | -15.84% | 30.25% | -4.03% | 7.65% | -13.76% | 9.57% | -2.67% | 3.74% | 19.23% | -14.11% | -15.02% |
| 2023 | 0.15% | -7.73% | 24.63% | -11.46% | -13.54% | -0.52% | 6.24% | -6.22% | -27.23% | -6.71% | 11.57% | -6.68% |
| 2022 | -7.79% | 7.95% | 2.65% | -16.82% | -7.95% | -9.66% | 1.13% | -13.30% | -1.66% | 17.67% | 18.21% | -10.95% |
| 2021 | -13.55% | -20.87% | 2.46% | 3.83% | 9.35% | -16.47% | -4.23% | -7.35% | -8.25% | 8.42% | -1.38% | -5.83% |
| 2020 | -26.79% | -0.77% | 26.12% | 9.07% | -11.98% | 47.64% | 11.57% | -11.80% | -5.74% | 14.30% | 42.15% | |
| Avg | -2.25% | -6.94% | 5.25% | -0.15% | 4.41% | -5.02% | 8.10% | 9.47% | -4.99% | 6.77% | 5.83% | 1.25% |
MTA.V - Average returns for the respective month in the last 5 years
MTA.V - Average growth of $100 invested at start of year
5 years of data
MTA.V Distribution of Daily Returns from 2021 to 2026
MTA.V Distribution of Daily % Changes