Seasonality Analysis
Historical Prices Year-by-Year
Historical Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | avg |
| 2026 | -7.84 | 3.62 | 23.82 | 5.97 | -12.36 | -9.64 | -3.56 | -13.32 | -10.17 | -13.32 | 23.82 | -2.61 | |||
| 2025 | 7.18 | -17.71 | 6.30 | -12.59 | -3.11 | 41.98 | 31.01 | 19.44 | -4.86 | -24.14 | -7.27 | -24.14 | 41.98 | 3.29 | |
| Summary | |||||||||||||||
| Avg Returns (%) | -7.84 | 5.40 | 3.06 | 6.14 | -12.48 | -6.38 | 19.21 | 8.85 | 4.64 | -4.86 | -24.14 | -7.27 | -24.14 | 19.21 | -1.31 |
| Max Pos Return (%) | -7.84 | 7.18 | 23.82 | 6.30 | -12.36 | -3.11 | 41.98 | 31.01 | 19.44 | -4.86 | -24.14 | -7.27 | -24.14 | 41.98 | 5.85 |
| Max Neg Return (%) | -7.84 | 3.62 | -17.71 | 5.97 | -12.59 | -9.64 | -3.56 | -13.32 | -10.17 | -4.86 | -24.14 | -7.27 | -24.14 | 5.97 | -8.46 |
| Pos Occurances (%) | 0 | 100 | 50 | 100 | 0 | 0 | 50 | 50 | 50 | 0 | 0 | 0 | 0 | 100 | 33 |
| Neg Occurance (%) | 100 | 0 | 50 | 0 | 100 | 100 | 50 | 50 | 50 | 100 | 100 | 100 | 0 | 100 | 67 |
- Treat this calendar as weak evidence. The first half of the sample and the second half rank-correlate -0.66 across the twelve months — the pattern that held early did not hold late, which is what noise looks like.
- Apr is the strongest month (edge 40/100, Weak): median +4.89%, mean -0.54%, higher in 5 of 7 years (71%), t = -0.09, p = 0.935.
- Mar is the weakest month (edge 40/100, Weak): median -14.85%, mean -8.44%, lower in 5 of 7 years, t = -1.13, p = 0.302.
- Best stretch of the year is May–Sep: median +28.20% compounded, positive in 4 of 6 seasons (67%), p = 0.254.
- Worst stretch is Oct–Mar: median -37.14% compounded, positive in only 1 of 6 seasons (17%).
- We are in Sep, historically a +1.07% median month with a 50% hit rate. Month-to-date NIO is -10.17% — behind the seasonal norm.
- Seasonal path from here: Oct -12.05% (33% hit), Oct–Dec -22.08% (33%), Oct–Mar -37.14% (17%) — medians of the compounded window return.
- The median seasonal year peaks around Jan at +6.19%, troughs around Dec at -51.71% and finishes the year at -51.71% (5 complete years).
- Best weekday is Monday at +0.848% a session (significant, p = 0.003); weakest is Friday at -0.430%.
- Turn-of-month (last 3 sessions plus first 3) averages +0.356% a session against +0.019% for the rest of the month — a +0.337% daily spread across 483 sessions.
- By quarter, Q3 is the best (median +26.93%, 50% positive) and Q4 the worst (median -22.08%).
- Risk is seasonal too: Mar is the most volatile month (90.4% annualised) and Aug the calmest (63.6%); participation peaks in Mar at +16% of the average month's volume.
- Twelve months were tested at once, so the 5% bar is really 0.0042 after a Bonferroni correction — no month clears it. With 7 seasons of data, seasonality is context, not a trade on its own.
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