Seasonality
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Seasonality
Sign in to unlock 10Y & 20Y views
Aug is the seasonally strongest month over 5Y.
Aug averages +50.5% with a 71% win rate across 5 years of history.
Oct shows persistent seasonal weakness.
Oct averages -9.7% with only a 0% win rate across 5 years of history.
Q3 (Jul–Aug–Sep) is the seasonally strongest quarter.
The three months of Q3 combine for a +59.4% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +13.6% historically, with January alone posting a 50% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +14.2% vs the historical average for the same point.
TAU.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 | 28.31% | 25.98% | -12.43% | 9.03% | 4.44% | -17.56% | -3.61% | 25.49% | -9.38% | -23.82% | ||
| 2025 | 8.77% | 32.26% | 3.66% | 5.88% | 25.56% | -4.42% | -13.89% | 52.69% | 29.58% | -3.26% | 6.74% | 15.26% |
| 2024 | -23.73% | -12.22% | 51.90% | 20.00% | 6.94% | -22.08% | 6.67% | 12.50% | 17.36% | -5.33% | -22.50% | -8.06% |
| 2023 | 6.33% | -13.10% | 28.77% | -19.15% | -7.89% | -22.86% | -7.41% | 268.00% | -30.43% | -21.88% | 8.00% | 9.26% |
| 2022 | -7.41% | 12.00% | -2.68% | -11.93% | -20.83% | -13.16% | -9.09% | -30.83% | -6.02% | -1.28% | -1.30% | 3.95% |
| 2021 | -7.50% | -5.41% | 25.71% | 13.64% | -12.67% | -14.50% | 7.14% | -15.00% | 3.92% | -5.66% | 9.00% | -0.92% |
| 2020 | -26.51% | -18.03% | 34.00% | 4.48% | 51.43% | 88.68% | 41.00% | -11.35% | -20.80% | -4.04% | 26.32% | |
| Avg | 0.80% | 1.86% | 10.99% | 7.35% | 0.00% | -6.17% | 9.78% | 50.55% | -0.90% | -9.70% | -0.68% | 7.63% |
TAU.V - Average growth of $100 invested at start of year
5 years of data
TAU.V Distribution of Daily Returns from 2021 to 2026
TAU.V Distribution of Daily % Changes