Seasonality
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Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -7.16% | 5.41% | -5.53% | 17.17% | 7.39% | 0.37% | 6.89% | 2.02% | ||||
| 2025 | 6.86% | -28.10% | -16.80% | 7.62% | 5.61% | 10.01% | 13.73% | 3.08% | -9.25% | 5.08% | -12.04% | -2.56% |
| 2024 | -15.95% | 22.24% | 6.43% | -13.69% | -12.22% | 0.64% | -4.05% | 6.79% | 1.59% | 7.73% | 22.44% | -4.02% |
| 2023 | 30.04% | -6.11% | -10.53% | -11.45% | -0.66% | 10.23% | 20.97% | -28.41% | -23.23% | -9.06% | 57.59% | 21.95% |
| 2022 | -24.28% | 4.26% | 6.35% | -26.59% | -12.09% | -29.77% | 23.76% | -9.40% | -20.20% | 9.24% | 12.82% | -7.27% |
| 2021 | -0.77% | 6.52% | -1.30% | 7.83% | -9.11% | 9.56% | 1.42% | 8.42% | -10.53% | 6.11% | -18.14% | -22.47% |
| 2020 | 11.57% | -37.14% | 24.36% | 24.47% | 29.43% | 23.74% | 22.88% | 1.87% | -4.72% | 36.21% | 3.17% | |
| Avg | -1.88% | 2.26% | -8.36% | 0.75% | 0.49% | 4.35% | 12.35% | 0.56% | -9.96% | 2.40% | 16.48% | -1.87% |
XYZ - Average returns for the respective month in the last 5 years
Nov is the seasonally strongest month over 5Y.
Nov averages +16.5% with a 67% win rate across 5 years of history.
Sep shows persistent seasonal weakness.
Sep averages -10.0% 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 +17.0% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -8.0% historically, with January alone posting a 33% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +45.6% vs the historical average for the same point.
XYZ Distribution of Daily Returns from 2021 to 2026
XYZ Distribution of Daily % Changes
XYZ - Average growth of $100 invested at start of year
5 years of data