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 | 6.06 | -1.60 | -4.49 | -2.35 | 0.17 | -13.68 | -9.51 | 1.27 | -6.92 | -13.68 | 6.06 | -3.45 | |||
| 2025 | 6.75 | -5.65 | 7.26 | 6.54 | -0.14 | 0.28 | 2.41 | -2.56 | -7.04 | -10.33 | 2.49 | -10.33 | 7.26 | 0.00 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 6.06 | 2.58 | -5.07 | 2.46 | 3.36 | -6.91 | -4.62 | 1.84 | -4.74 | -7.04 | -10.33 | 2.49 | -10.33 | 6.06 | -1.66 |
| Max Pos Return (%) | 6.06 | 6.75 | -4.49 | 7.26 | 6.54 | -0.14 | 0.28 | 2.41 | -2.56 | -7.04 | -10.33 | 2.49 | -10.33 | 7.26 | 0.60 |
| Max Neg Return (%) | 6.06 | -1.60 | -5.65 | -2.35 | 0.17 | -13.68 | -9.51 | 1.27 | -6.92 | -7.04 | -10.33 | 2.49 | -13.68 | 6.06 | -3.92 |
| Pos Occurances (%) | 100 | 50 | 0 | 50 | 100 | 0 | 50 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 46 |
| Neg Occurance (%) | 0 | 50 | 100 | 50 | 0 | 100 | 50 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 54 |
- Seasonality here is suggestive, not decisive: split-half rank correlation of 0.23 across the twelve months, with 8 of 12 months keeping the same sign in both halves.
- Jan is the strongest month (edge 52/100, Moderate): median +5.12%, mean +4.86%, higher in 5 of 6 years (83%), t = 2.72, p = 0.042.
- Jun is the weakest month (edge 46/100, Weak): median -2.30%, mean -4.01%, lower in 5 of 7 years, t = -1.68, p = 0.144.
- Best stretch of the year is Apr–Sep: median +10.50% compounded, positive in 4 of 6 seasons (67%), p = 0.779.
- Worst stretch is Feb–Jun: median -7.21% compounded, positive in only 2 of 7 seasons (29%).
- We are in Sep, historically a -3.43% median month with a 17% hit rate. Month-to-date TU is -6.92% — behind the seasonal norm.
- Seasonal path from here: Oct -2.05% (33% hit), Oct–Dec +3.44% (50%), Oct–Mar +1.83% (67%) — medians of the compounded window return.
- The median seasonal year peaks around Apr at +11.64%, troughs around Dec at -14.37% and finishes the year at -14.37% (5 complete years).
- Best weekday is Friday at +0.076% a session (not significant); weakest is Monday at -0.064%.
- Turn-of-month (last 3 sessions plus first 3) averages +0.069% a session against -0.045% for the rest of the month — a +0.114% daily spread across 485 sessions.
- By quarter, Q4 is the best (median +3.44%, 50% positive) and Q2 the worst (median -0.65%).
- Risk is seasonal too: Mar is the most volatile month (31.1% annualised) and Jan the calmest (14.6%); participation peaks in Mar at +21% 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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