Seasonality
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Jan is the seasonally strongest month over 5Y.
Jan averages +8.6% with a 100% win rate across 5 years of history.
Dec shows persistent seasonal weakness.
Dec averages -3.4% with only a 33% win rate across 5 years of history.
Q1 (Jan–Feb–Mar) is the seasonally strongest quarter.
The three months of Q1 combine for a +15.3% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +15.3% historically, with January alone posting a 100% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +87.1% 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 | 8.34% | 13.06% | 23.19% | 1.68% | 0.58% | 2.77% | 23.78% | 12.31% | ||||
| 2025 | 4.45% | 3.66% | -2.99% | -5.68% | 17.64% | 3.34% | 2.46% | 6.18% | 7.25% | 1.13% | -0.10% | -16.05% |
| 2024 | 11.62% | 2.69% | 19.07% | -9.82% | -2.35% | -1.77% | 2.04% | 0.54% | -8.02% | -10.71% | 7.96% | -10.66% |
| 2023 | 10.42% | -3.26% | 9.09% | -9.52% | -13.42% | 11.14% | 14.08% | 7.87% | 6.00% | -0.06% | -0.82% | -0.56% |
| 2022 | 12.13% | 9.33% | 9.80% | 2.06% | 17.36% | -19.24% | 11.49% | 10.59% | -1.41% | 14.39% | 7.88% | -4.45% |
| 2021 | 4.35% | 28.02% | -2.07% | 4.04% | 12.11% | -2.23% | -8.61% | 8.41% | 4.29% | 6.67% | -6.89% | 5.16% |
| 2020 | -12.12% | -50.19% | 35.82% | 11.39% | 6.37% | 2.19% | -5.76% | -17.26% | 0.55% | 33.70% | 6.38% | |
| Avg | 8.55% | 5.91% | 0.84% | 2.65% | 6.19% | 0.06% | 6.78% | 4.64% | -1.53% | 1.99% | 6.95% | -3.36% |
MPC - Average growth of $100 invested at start of year
5 years of data
MPC - Average returns for the respective month in the last 5 years
MPC Distribution of Daily Returns from 2021 to 2026
MPC Distribution of Daily % Changes