Seasonality
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Jul is the seasonally strongest month over 5Y.
Jul averages +9.0% with a 86% win rate across 5 years of history.
Feb shows persistent seasonal weakness.
Feb averages -6.3% 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 +8.1% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -8.6% 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 +32.2% vs the historical average for the same point.
RVTY - Average growth of $100 invested at start of year
5 years of data
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.52% | -9.64% | -10.88% | -1.05% | 20.70% | 6.42% | 1.20% | 3.84% | ||||
| 2025 | 13.08% | -11.08% | -5.66% | -11.63% | -3.22% | 6.97% | -9.05% | 2.51% | -2.73% | 6.86% | 11.56% | -7.34% |
| 2024 | -1.88% | 2.25% | -4.19% | -2.34% | 6.63% | -4.03% | 19.86% | -2.44% | 4.25% | -7.12% | -2.07% | -3.90% |
| 2023 | -1.87% | -9.42% | 6.98% | -2.03% | -11.63% | 3.01% | 3.56% | -4.82% | -5.41% | -25.11% | 7.30% | 22.96% |
| 2022 | -14.33% | 4.32% | -2.87% | -15.93% | 2.09% | -4.98% | 7.75% | -11.82% | -10.91% | 11.07% | 4.60% | 0.35% |
| 2021 | 2.54% | -14.27% | 1.74% | 1.10% | 11.91% | 6.44% | 18.07% | 1.41% | -6.23% | 2.12% | 2.98% | 10.38% |
| 2020 | -6.53% | -12.91% | 20.36% | 10.98% | -2.37% | 21.30% | -1.00% | 6.62% | 3.28% | 2.66% | 7.89% | |
| Avg | 1.67% | -6.34% | -3.97% | -1.64% | 5.35% | 1.64% | 8.96% | -2.69% | -2.40% | -1.48% | 4.51% | 5.06% |
RVTY - Average returns for the respective month in the last 5 years
RVTY Distribution of Daily Returns from 2021 to 2026
RVTY Distribution of Daily % Changes