Seasonality
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Jan is the seasonally strongest month over 5Y.
Jan averages +5.6% with a 67% win rate across 5 years of history.
Jun shows persistent seasonal weakness.
Jun averages -1.6% with only a 43% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +8.6% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +8.6% historically, with January alone posting a 67% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +14.7% 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 | 11.34% | 9.70% | 16.34% | -4.71% | -8.71% | -8.79% | 15.89% | 5.23% | ||||
| 2025 | -0.34% | 1.14% | 5.92% | -15.14% | -3.42% | 5.14% | 6.24% | 4.66% | -4.43% | -6.06% | 0.73% | 5.55% |
| 2024 | -3.62% | 1.32% | 13.10% | -1.30% | -6.69% | -1.80% | -2.78% | 3.07% | -7.48% | 4.05% | -0.40% | -8.46% |
| 2023 | 3.28% | -14.82% | -3.41% | 3.71% | -2.99% | 4.97% | 13.62% | 1.55% | 1.15% | -0.83% | -2.23% | 0.43% |
| 2022 | 22.78% | 7.58% | 5.73% | -4.48% | 18.16% | -19.45% | 8.48% | 12.84% | -5.15% | 23.21% | -1.67% | -3.87% |
| 2021 | 0.10% | 31.12% | 1.85% | -3.45% | 9.84% | 9.26% | -7.24% | -0.95% | 22.04% | 10.58% | -5.85% | 3.21% |
| 2020 | -17.95% | -36.39% | 36.69% | 1.19% | -0.38% | -10.11% | 1.34% | -13.33% | -11.78% | 38.23% | 1.09% | |
| Avg | 5.59% | 2.58% | 0.45% | 1.62% | 1.06% | -1.58% | 3.44% | 3.75% | -1.20% | 3.19% | 4.80% | -0.34% |
COP - Average growth of $100 invested at start of year
5 years of data
COP - Average returns for the respective month in the last 5 years
COP Distribution of Daily Returns from 2021 to 2026
COP Distribution of Daily % Changes