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 | -9.28% | 26.14% | -22.52% | 9.30% | 23.40% | -13.79% | -7.00% | 12.90% | -3.81% | -15.84% | ||
| 2025 | -12.50% | 23.81% | 43.59% | 5.36% | -22.88% | 14.29% | 38.46% | 13.89% | 26.83% | 1.92% | -4.72% | -3.96% |
| 2024 | -25.53% | -20.00% | 42.86% | 27.50% | -19.61% | -26.83% | 16.67% | 40.00% | 48.98% | 21.92% | -6.74% | -13.25% |
| 2023 | 18.18% | -15.38% | 18.18% | -7.69% | 0.00% | -16.67% | 15.00% | 39.13% | 3.13% | -9.09% | 6.67% | 46.88% |
| 2022 | -24.24% | -4.00% | 4.17% | -20.00% | 35.00% | -7.41% | 32.00% | 45.45% | -31.25% | -21.21% | -7.69% | -8.33% |
| 2021 | -16.67% | -13.33% | 50.00% | 35.90% | -35.85% | -23.53% | 26.92% | -21.21% | -23.08% | 0.00% | 0.00% | 65.00% |
| 2020 | -28.89% | -43.75% | 11.11% | 50.00% | 36.67% | 17.07% | 6.25% | -29.41% | -5.56% | 2.94% | 2.86% | |
| Avg | -11.67% | -4.52% | 13.22% | 8.78% | 4.30% | -5.32% | 19.87% | 19.49% | -1.23% | -2.00% | -1.59% | 14.86% |
Jul is the seasonally strongest month over 5Y.
Jul averages +19.9% with a 86% win rate across 5 years of history.
Jan shows persistent seasonal weakness.
Jan averages -11.7% with only a 17% win rate across 5 years of history.
Q3 (Jul–Aug–Sep) is the seasonally strongest quarter.
The three months of Q3 combine for a +38.1% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -3.0% historically, with January alone posting a 17% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 204 of the year, the current YTD return is -14.5% vs the historical average for the same point.
SIG.V - Average returns for the respective month in the last 5 years
SIG.V - Average growth of $100 invested at start of year
5 years of data
SIG.V Distribution of Daily Returns from 2021 to 2026
SIG.V Distribution of Daily % Changes