Seasonality
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Nov is the seasonally strongest month over 5Y.
Nov averages +13.3% with a 83% win rate across 5 years of history.
Jun shows persistent seasonal weakness.
Jun averages -5.0% with only a 29% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +18.9% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -6.8% historically, with January alone posting a 50% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +42.5% 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 | 4.72% | 9.01% | 5.57% | 5.15% | 1.73% | -7.97% | 17.96% | -2.27% | ||||
| 2025 | -0.47% | -6.80% | -8.63% | 8.77% | 0.78% | -8.67% | 7.02% | 7.78% | 3.83% | 4.29% | 10.97% | 2.38% |
| 2024 | 1.37% | 6.19% | -1.23% | -11.73% | 7.88% | 4.24% | -1.44% | 5.15% | 0.18% | -7.17% | 10.84% | -2.09% |
| 2023 | 1.83% | -6.47% | -3.68% | 0.57% | -2.91% | 8.56% | 2.24% | 6.25% | -7.02% | 2.67% | 12.43% | 6.41% |
| 2022 | -14.46% | -6.51% | -0.67% | 10.29% | -14.78% | -17.09% | 15.71% | 6.17% | -1.98% | 13.55% | 22.97% | -1.10% |
| 2021 | -9.38% | 4.81% | 3.04% | 9.20% | -3.47% | -1.66% | -1.06% | -3.50% | -7.84% | 4.00% | -3.63% | 5.03% |
| 2020 | -3.04% | -19.80% | 5.05% | 6.13% | -12.09% | 5.20% | 1.57% | 2.46% | -8.73% | 26.24% | 14.22% | |
| Avg | -2.73% | -0.40% | -3.63% | 3.90% | -0.66% | -4.95% | 6.52% | 3.90% | -1.73% | 1.43% | 13.30% | 4.14% |
ROST - Average returns for the respective month in the last 5 years
ROST - Average growth of $100 invested at start of year
5 years of data
ROST Distribution of Daily Returns from 2021 to 2026
ROST Distribution of Daily % Changes