Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +4.8% with a 83% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -2.9% with only a 33% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +6.9% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -2.4% historically, with January alone posting a 67% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 155 of the year, the current YTD return is -7.7% 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 | -12.32% | 6.45% | -11.76% | -11.02% | -5.72% | 6.00% | 17.32% | 5.25% | ||||
| 2025 | 13.70% | 7.88% | -3.88% | -0.98% | 2.16% | 1.82% | -6.80% | 5.13% | 0.96% | -7.29% | 4.27% | -2.80% |
| 2024 | 3.29% | 4.85% | -4.20% | -6.30% | -3.57% | 1.68% | 2.49% | 6.92% | 0.65% | -0.09% | 4.76% | -4.77% |
| 2023 | 1.15% | -7.99% | -0.45% | 9.64% | -7.67% | 6.88% | 2.61% | -7.57% | -5.88% | -1.83% | 10.30% | 5.54% |
| 2022 | -9.12% | -5.37% | -1.87% | -3.72% | 3.49% | -7.50% | 0.62% | -5.69% | -5.74% | 2.74% | 8.73% | 2.05% |
| 2021 | 13.33% | -3.08% | 0.05% | 0.57% | -2.86% | -0.62% | 4.75% | 4.46% | -6.52% | 9.53% | -2.42% | 11.90% |
| 2020 | -11.60% | 2.44% | 17.19% | 3.07% | -3.68% | 10.50% | 8.77% | -0.58% | -3.10% | 2.96% | 1.17% | |
| Avg | 1.67% | -1.27% | -2.81% | 0.77% | -1.58% | 0.66% | 4.50% | 2.00% | -2.85% | -0.01% | 4.77% | 2.18% |
ABT - Average returns for the respective month in the last 5 years
ABT - Average growth of $100 invested at start of year
5 years of data
ABT Distribution of Daily Returns from 2021 to 2026
ABT Distribution of Daily % Changes