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 | 4.98 | -13.91 | 6.86 | 6.91 | -2.17 | -5.90 | 11.44 | 10.04 | -1.48 | -13.91 | 11.44 | 1.86 | |||
| 2025 | 1.98 | -5.60 | 3.48 | 4.13 | 4.86 | -2.61 | 1.36 | 2.32 | -11.80 | -3.43 | 0.68 | -11.80 | 4.86 | -0.42 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 4.98 | -5.97 | 0.63 | 5.20 | 0.98 | -0.52 | 4.42 | 5.70 | 0.42 | -11.80 | -3.43 | 0.68 | -11.80 | 5.70 | 0.11 |
| Max Pos Return (%) | 4.98 | 1.98 | 6.86 | 6.91 | 4.13 | 4.86 | 11.44 | 10.04 | 2.32 | -11.80 | -3.43 | 0.68 | -11.80 | 11.44 | 3.25 |
| Max Neg Return (%) | 4.98 | -13.91 | -5.60 | 3.48 | -2.17 | -5.90 | -2.61 | 1.36 | -1.48 | -11.80 | -3.43 | 0.68 | -13.91 | 4.98 | -3.03 |
| Pos Occurances (%) | 100 | 50 | 50 | 100 | 50 | 50 | 50 | 100 | 50 | 0 | 0 | 100 | 0 | 100 | 58 |
| Neg Occurance (%) | 0 | 50 | 50 | 0 | 50 | 50 | 50 | 0 | 50 | 100 | 100 | 0 | 0 | 100 | 42 |
- Seasonality here is suggestive, not decisive: split-half rank correlation of 0.32 across the twelve months, with 6 of 12 months keeping the same sign in both halves.
- Jul is the strongest month (edge 43/100, Weak): median +1.97%, mean +3.32%, higher in 5 of 7 years (71%), t = 1.53, p = 0.177.
- Sep is the weakest month (edge 30/100, Noise): median -4.67%, mean -2.96%, lower in 4 of 6 years, t = -1.22, p = 0.276.
- Best stretch of the year is Oct–Jan: median +17.88% compounded, positive in 4 of 6 seasons (67%), p = 0.110.
- Worst stretch is Sep: median -4.67% compounded, positive in only 2 of 6 seasons (33%).
- We are in Sep, historically a -4.67% median month with a 33% hit rate. Month-to-date NWS is -1.48% — ahead of the seasonal norm.
- Seasonal path from here: Oct -0.07% (50% hit), Oct–Dec +14.21% (67%), Oct–Mar +11.38% (67%) — medians of the compounded window return.
- The median seasonal year peaks around Dec at +25.85%, troughs around May at -4.23% and finishes the year at +18.80% (5 complete years).
- Best weekday is Friday at +0.137% a session (not significant); weakest is Thursday at -0.017%.
- Turn-of-month (last 3 sessions plus first 3) averages +0.033% a session against +0.091% for the rest of the month — a -0.058% daily spread across 483 sessions.
- By quarter, Q4 is the best (median +14.21%, 67% positive) and Q3 the worst (median -0.09%).
- Risk is seasonal too: Mar is the most volatile month (37.5% annualised) and Dec the calmest (20.0%); participation peaks in Mar at +27% 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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