Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +15.0% with a 83% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -3.0% 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 +29.6% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +6.2% 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 +151.8% 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 | 6.31% | 78.88% | 0.26% | 28.40% | -5.25% | 0.36% | -16.80% | 29.72% | ||||
| 2025 | 1.32% | -17.32% | -11.36% | -5.29% | 22.43% | 31.52% | 15.80% | 20.65% | 22.51% | 23.88% | 61.32% | 13.36% |
| 2024 | 4.81% | -11.78% | -2.31% | -7.58% | -0.59% | 17.06% | 1.69% | 11.26% | 10.02% | 0.77% | 36.17% | -3.47% |
| 2023 | 15.35% | -10.58% | 0.37% | -10.66% | 9.64% | 7.24% | -7.70% | 3.38% | -16.53% | -13.21% | 9.16% | 22.48% |
| 2022 | -4.06% | -2.58% | -1.27% | -16.79% | 6.00% | -7.74% | 13.90% | -7.64% | -17.93% | 8.58% | -26.21% | -5.04% |
| 2021 | -1.05% | -4.05% | 1.50% | -6.90% | -4.33% | 0.81% | 2.39% | 3.16% | -3.58% | -1.15% | 5.07% | 21.90% |
| 2020 | 2.71% | -5.29% | 9.78% | -9.38% | 11.06% | 14.00% | -7.36% | -12.64% | 10.06% | 4.46% | 9.75% | |
| Avg | 3.78% | 5.04% | -2.59% | -1.29% | 2.64% | 8.62% | 3.33% | 3.91% | -3.03% | 4.82% | 15.00% | 9.83% |
LITE Distribution of Daily Returns from 2021 to 2026
LITE - Average growth of $100 invested at start of year
5 years of data
LITE Distribution of Daily % Changes
LITE - Average returns for the respective month in the last 5 years