Seasonality
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Oct is the seasonally strongest month over 5Y.
Oct averages +5.5% with a 67% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -4.3% 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 +12.4% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +3.3% 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 +2.6% 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 | 9.56% | 1.18% | -4.80% | -8.72% | 2.46% | 5.61% | 13.43% | 3.95% | ||||
| 2025 | 11.43% | 3.65% | -0.40% | -4.78% | 8.76% | 6.99% | 7.91% | 1.10% | 5.50% | 6.68% | -1.62% | 4.85% |
| 2024 | 8.30% | -0.94% | 8.77% | 4.09% | 6.83% | -6.88% | 17.03% | 5.54% | -1.77% | -0.14% | 1.23% | -5.02% |
| 2023 | -1.06% | -1.22% | -0.16% | 2.01% | -7.20% | 6.32% | -10.24% | -1.47% | -16.35% | 13.09% | 0.85% | 3.26% |
| 2022 | 4.80% | 14.50% | -3.53% | -4.20% | 0.82% | 1.04% | -3.02% | -3.15% | -8.79% | 15.83% | 4.72% | 2.23% |
| 2021 | -6.68% | 8.55% | 7.33% | 7.73% | 7.21% | -3.83% | 1.92% | -1.93% | 1.42% | 3.37% | -8.40% | 6.35% |
| 2020 | -12.64% | -27.77% | 9.17% | 0.43% | -4.49% | -8.02% | 8.42% | -5.67% | -5.60% | 32.99% | -0.29% | |
| Avg | 4.39% | 1.87% | -2.94% | 0.76% | 2.76% | 0.68% | 2.72% | 1.42% | -4.28% | 5.54% | 4.96% | 1.90% |
RTX - Average returns for the respective month in the last 5 years
RTX - Average growth of $100 invested at start of year
5 years of data
RTX Distribution of Daily Returns from 2021 to 2026
RTX Distribution of Daily % Changes