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 |
| 2025 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.20 | |
| Summary | |||||||||||||||
| Avg Returns (%) | nan | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | nan | nan |
| Max Pos Return (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.19 |
| Max Neg Return (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 0.19 |
| Pos Occurances (%) | nan | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | nan | nan |
| Neg Occurance (%) | nan | 100 | 100 | 100 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | nan | nan |
- Feb is the strongest month (edge 26/100, Noise): median +0.00%, mean +1.83%, higher in 1 of 6 years (17%), t = 1.00, p = 0.363.
- Best stretch of the year is Apr–Sep: median +1.92% compounded, positive in 6 of 6 seasons (100%), p = 0.125.
- Worst stretch is Jan: median +0.00% compounded, positive in only 1 of 5 seasons (20%).
- We are in Sep, historically a +0.00% median month with a 17% hit rate.
- Seasonal path from here: Oct +0.00% (0% hit), Oct–Dec +0.00% (0%), Oct–Mar +0.00% (20%) — medians of the compounded window return.
- The median seasonal year peaks around Jul at +1.60%, troughs around Jan at +0.00% and finishes the year at +1.58% (5 complete years).
- Best weekday is Thursday at +0.260% a session (not significant); weakest is Wednesday at -0.066%.
- Turn-of-month (last 3 sessions plus first 3) averages +0.081% a session against +0.047% for the rest of the month — a +0.034% daily spread across 430 sessions.
- By quarter, Q2 is the best (median +1.59%, 83% positive) and Q1 the worst (median +0.00%).
- Risk is seasonal too: Jan is the most volatile month (26.7% annualised) and Mar the calmest (0.0%); participation peaks in Jan at +0% 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 6 seasons of data, seasonality is context, not a trade on its own.
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