Seasonality
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Jul is the seasonally strongest month over 5Y.
Jul averages +4.6% with a 86% win rate across 5 years of history.
Aug shows persistent seasonal weakness.
Aug averages -2.7% 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 +4.8% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -0.2% historically, with January alone posting a 33% win rate.
2026 YTD is tracking below the 5Y seasonal average.
At day 155 of the year, the current YTD return is -10.9% 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 | 2.57% | 4.50% | -5.19% | 0.88% | -3.69% | 4.09% | -5.52% | -0.83% | ||||
| 2025 | -1.12% | -2.86% | 2.23% | -2.88% | 1.38% | 4.71% | 6.66% | -8.31% | 2.18% | -3.47% | 3.67% | -3.09% |
| 2024 | -5.17% | 7.60% | 8.02% | 3.44% | 9.67% | -1.93% | 8.24% | 1.23% | 11.31% | 0.22% | 5.47% | -9.79% |
| 2023 | 1.08% | -2.42% | 4.35% | 1.20% | -5.46% | 5.75% | 0.81% | -3.23% | -5.92% | 8.33% | 1.27% | -1.16% |
| 2022 | -0.30% | -2.56% | 8.86% | -0.49% | -1.61% | -6.95% | 3.78% | -1.99% | -11.92% | -0.28% | 7.99% | 2.11% |
| 2021 | -3.21% | -4.61% | 12.88% | 4.90% | -1.65% | -3.02% | 4.17% | 2.75% | -3.99% | 4.76% | -2.05% | 7.63% |
| 2020 | -13.33% | -11.68% | 12.91% | 0.65% | -2.79% | 13.79% | -6.61% | 6.10% | 5.90% | 0.22% | 0.90% | |
| Avg | -1.03% | -1.95% | 2.78% | 2.85% | -0.10% | -0.02% | 4.56% | -2.70% | -0.37% | 2.58% | 2.76% | -0.56% |
PEG - Average returns for the respective month in the last 5 years
PEG - Average growth of $100 invested at start of year
5 years of data
PEG Distribution of Daily Returns from 2021 to 2026
PEG Distribution of Daily % Changes