Seasonality
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FAST - Average growth of $100 invested at start of year
5 years of data
FAST - Average returns for the respective month in the last 5 years
Jul is the seasonally strongest month over 5Y.
Jul averages +6.2% with a 71% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -4.3% with only a 17% 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.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +6.6% 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 +20.5% 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 | 8.65% | 6.18% | 0.78% | -2.65% | -1.62% | 8.67% | -0.12% | 6.94% | ||||
| 2025 | 2.44% | 3.40% | 2.40% | 4.97% | 2.11% | 1.60% | 10.35% | 7.65% | -1.25% | -15.65% | -1.82% | -0.67% |
| 2024 | 5.94% | 7.01% | 5.66% | -11.41% | -2.88% | -4.76% | 13.23% | -3.49% | 4.60% | 10.03% | 6.88% | -13.94% |
| 2023 | 6.83% | 2.71% | 4.62% | 0.47% | 0.02% | 9.54% | -0.05% | -1.76% | -5.11% | 7.42% | 2.79% | 8.68% |
| 2022 | -11.52% | -8.71% | 15.43% | -6.38% | -3.16% | -6.80% | 3.55% | -2.01% | -8.52% | 5.67% | 6.58% | -8.13% |
| 2021 | -6.64% | 2.33% | 8.43% | 4.54% | 1.45% | -1.96% | 5.87% | 1.97% | -7.59% | 11.15% | 3.66% | 8.26% |
| 2020 | -1.89% | -8.68% | 16.71% | 13.91% | 3.83% | 10.41% | 3.87% | -7.72% | -3.59% | 14.39% | -0.45% | |
| Avg | 0.95% | 1.57% | 4.09% | 0.89% | 1.40% | 1.45% | 6.18% | 1.04% | -4.26% | 2.51% | 5.41% | -1.04% |
FAST Distribution of Daily Returns from 2021 to 2026
FAST Distribution of Daily % Changes