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Seasonality Analysis

Calendars Seasonal Returns Trades
92.85 0.00 (0.00%) 09/15/2026
EQB Inc. (EQGPF)
Showing 2 years of seasonality data. To view all years, Upgrade to PRO plan!
Historical Prices Year-by-Year


Historical Returns (%) By Years/Months
YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxavg
20262.499.08-5.2510.99-5.0110.729.06-8.740.85   -8.7410.992.69
2025 -6.51-2.56-4.506.5511.69-2.78-11.661.77-5.96-0.3822.58-11.6622.580.75
Summary
Avg Returns (%)2.491.29-3.913.250.7711.213.14-10.201.31-5.96-0.3822.58-10.2022.582.13
Max Pos Return (%)2.499.08-2.5610.996.5511.699.06-8.741.77-5.96-0.3822.58-8.7422.584.71
Max Neg Return (%)2.49-6.51-5.25-4.50-5.0110.72-2.78-11.660.85-5.96-0.3822.58-11.6622.58-0.45
Pos Occurances (%)100500505010050010000100010050
Neg Occurance (%)050100505005010001001000010050
Advanced Seasonality
EQGPF · 7 seasons · Jan 2020 – Sep 2026 · 1,684 sessions · split-adjusted closes
Next 1 month · Oct+2.01%50% positive · 6 seasons
Next 3 months · Oct–Dec+16.30%67% positive · 6 seasons
Next 6 months · Oct–Mar+15.73%83% positive · 6 seasons
Strongest monthJulmedian +5.46% · 71% hit
Weakest monthMarmedian -4.89% · 0% hit
Split-half stability-0.36unstable · 6/12 months agree
Sep month-to-date+0.85%seasonal median +0.24%
Key takeaways
  • Treat this calendar as weak evidence. The first half of the sample and the second half rank-correlate -0.36 across the twelve months — the pattern that held early did not hold late, which is what noise looks like.
  • Jul is the strongest month (edge 55/100, Moderate): median +5.46%, mean +4.09%, higher in 5 of 7 years (71%), t = 2.26, p = 0.065.
  • Mar is the weakest month (edge 56/100, Moderate): median -4.89%, mean -10.98%, lower in 7 of 7 years, t = -2.03, p = 0.088.
  • Best stretch of the year is Nov–Feb: median +34.18% compounded, positive in 4 of 6 seasons (67%), p = 0.069.
  • Worst stretch is Feb–Apr: median -11.79% compounded, positive in only 3 of 7 seasons (43%).
  • We are in Sep, historically a +0.24% median month with a 50% hit rate. Month-to-date EQGPF is +0.85% — ahead of the seasonal norm.
  • Seasonal path from here: Oct +2.01% (50% hit), Oct–Dec +16.30% (67%), Oct–Mar +15.73% (83%) — medians of the compounded window return.
  • The median seasonal year peaks around Dec at +20.02%, troughs around Apr at -5.66% and finishes the year at +6.83% (5 complete years).
  • Best weekday is Tuesday at +0.231% a session (significant, p = 0.025); weakest is Thursday at -0.028%.
  • Turn-of-month (last 3 sessions plus first 3) averages +0.019% a session against +0.119% for the rest of the month — a -0.100% daily spread across 485 sessions.
  • By quarter, Q4 is the best (median +16.30%, 67% positive) and Q1 the worst (median +2.35%).
  • Risk is seasonal too: Feb is the most volatile month (48.4% annualised) and Sep the calmest (18.9%); participation peaks in Mar at +140% 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.
Seasonal compositethe shape of a typical year, trading day by trading day
Each complete year is re-based to the prior year’s closing price and stacked on a common trading-day axis. The line is the median year across 5 seasons (2021–2025); the shaded band is the inter-quartile range, so half of all seasons lived inside it. The mean path is available in the legend but is the wrong statistic for a single stock — one outlier year owns it.
Monthly significance tests, seasonal windows, calendar effects, cycle and volatility seasonality are part of the paid plan. Upgrade to PRO plan!

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