Seasonality
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Seasonality
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TTS.V - Average returns for the respective month in the last 5 years
TTS.V - Average growth of $100 invested at start of year
5 years of data
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.26% | -5.00% | 15.79% | 47.73% | -4.62% | 464.52% | -45.71% | 23.68% | 12.34% | -17.80% | ||
| 2025 | 20.69% | 5.71% | 18.92% | 4.55% | 10.87% | -3.92% | 2.04% | 10.00% | 16.36% | 1.56% | 0.00% | 16.92% |
| 2024 | 66.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 110.00% | 38.10% | -10.34% | 7.69% | 3.57% |
| 2023 | 25.00% | 0.00% | 20.00% | -33.33% | 0.00% | 0.00% | 25.00% | -20.00% | 0.00% | -50.00% | 50.00% | 0.00% |
| 2022 | 0.00% | 50.00% | 55.56% | -14.29% | 0.00% | -33.33% | 0.00% | 0.00% | 37.50% | -63.64% | 150.00% | -60.00% |
| 2021 | 14.29% | -6.25% | -13.33% | -7.69% | -16.67% | -30.00% | -14.29% | 0.00% | 16.67% | -14.29% | 16.67% | -14.29% |
| 2020 | 40.00% | -28.57% | 40.00% | 0.00% | 0.00% | 14.29% | 0.00% | 0.00% | 0.00% | 25.00% | 40.00% | |
| Avg | 21.98% | 12.07% | 9.77% | 5.28% | -1.49% | 56.75% | -2.67% | 17.67% | 17.28% | -22.78% | 41.56% | -2.30% |
Jun is the seasonally strongest month over 5Y.
Jun averages +56.8% with a 14% win rate across 5 years of history.
Oct shows persistent seasonal weakness.
Oct averages -22.8% with only a 17% win rate across 5 years of history.
Q2 (Apr–May–Jun) is the seasonally strongest quarter.
The three months of Q2 combine for a +60.5% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +43.8% historically, with January alone posting a 83% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 204 of the year, the current YTD return is +445.3% vs the historical average for the same point.
TTS.V Distribution of Daily Returns from 2021 to 2026
TTS.V Distribution of Daily % Changes