Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Dec is the seasonally strongest month over 5Y.
Dec averages +28.5% with a 100% win rate across 5 years of history.
Nov shows persistent seasonal weakness.
Nov averages -8.2% 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 +25.6% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +0.7% 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 +9.4% vs the historical average for the same point.
REG.V - Average returns for the respective month in the last 5 years
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 39.84% | -2.13% | -18.81% | -6.83% | 7.85% | 0.49% | -2.17% | 23.46% | 2.60% | -7.99% | ||
| 2025 | 8.78% | -6.73% | 8.17% | -8.89% | 3.90% | 12.21% | -2.93% | 9.91% | -10.20% | 37.55% | 3.49% | 13.19% |
| 2024 | -23.53% | -1.10% | 57.78% | 9.15% | 27.74% | 6.57% | -4.27% | 3.96% | -7.14% | 8.21% | -7.58% | 5.13% |
| 2023 | -13.64% | -10.53% | -2.35% | -4.82% | -3.80% | 13.16% | -1.16% | 3.53% | -9.09% | -8.75% | -2.74% | 67.61% |
| 2022 | -7.41% | 4.00% | 25.00% | -15.38% | -2.73% | -22.43% | 8.43% | -24.44% | 29.41% | -4.55% | -19.05% | 61.76% |
| 2021 | -14.95% | 40.66% | -23.44% | -24.49% | -1.35% | 4.11% | -1.32% | 20.00% | -7.78% | 22.89% | 0.00% | 5.88% |
| 2020 | -21.74% | -31.11% | 8.06% | 14.93% | 9.09% | 14.29% | 48.96% | 8.39% | -23.23% | -23.53% | 17.58% | |
| Avg | -1.82% | 0.35% | 2.18% | -6.17% | 6.65% | 3.31% | 1.55% | 12.20% | 0.89% | 5.36% | -8.23% | 28.53% |
REG.V - Average growth of $100 invested at start of year
5 years of data
REG.V Distribution of Daily Returns from 2021 to 2026
REG.V Distribution of Daily % Changes