Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +9.2% with a 50% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -4.2% 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 +16.1% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +16.1% 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 +3.7% 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 | 10.38% | 16.94% | 23.04% | -6.80% | -6.52% | -13.84% | 17.50% | 2.26% | ||||
| 2025 | -5.59% | 4.69% | 1.58% | -20.16% | 3.48% | 3.59% | 4.59% | 8.35% | -0.23% | -12.80% | 1.94% | -1.53% |
| 2024 | -3.58% | 5.28% | 7.61% | 1.77% | -5.50% | 1.22% | -3.51% | -6.31% | -9.16% | -2.77% | 0.94% | -1.87% |
| 2023 | 2.86% | -9.62% | 6.92% | -1.44% | -6.29% | 2.28% | 7.36% | -0.54% | 3.61% | -4.73% | -4.30% | 1.27% |
| 2022 | 29.94% | 16.09% | 30.06% | -2.91% | 25.81% | -14.89% | 11.67% | 7.98% | -13.28% | 18.14% | -4.28% | -9.17% |
| 2021 | 15.89% | 32.65% | 0.07% | -4.73% | 2.37% | 20.50% | -16.53% | -1.57% | 15.19% | 13.35% | -11.57% | -2.19% |
| 2020 | -17.57% | -63.56% | 43.35% | -21.99% | 41.39% | -13.99% | -19.06% | -21.35% | -8.79% | 72.62% | 9.89% | |
| Avg | 8.32% | 6.92% | 0.82% | 1.30% | -1.24% | 5.75% | 1.01% | -1.86% | -4.20% | 0.40% | 9.22% | -0.60% |
OXY - Average returns for the respective month in the last 5 years
OXY - Average growth of $100 invested at start of year
5 years of data
OXY Distribution of Daily Returns from 2021 to 2026
OXY Distribution of Daily % Changes