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 | 7.00 | 5.78 | -23.67 | 2.83 | -5.33 | -11.37 | 13.71 | 4.73 | 5.03 | -23.67 | 13.71 | -0.14 | |||
| 2025 | -11.11 | 0.05 | 7.94 | 19.16 | -0.77 | 10.09 | -4.33 | 10.96 | -4.91 | 3.65 | 12.28 | -11.11 | 19.16 | 3.91 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 7.00 | -2.67 | -11.81 | 5.39 | 6.92 | -6.07 | 11.90 | 0.20 | 8.00 | -4.91 | 3.65 | 12.28 | -11.81 | 12.28 | 2.49 |
| Max Pos Return (%) | 7.00 | 5.78 | 0.05 | 7.94 | 19.16 | -0.77 | 13.71 | 4.73 | 10.96 | -4.91 | 3.65 | 12.28 | -4.91 | 19.16 | 6.63 |
| Max Neg Return (%) | 7.00 | -11.11 | -23.67 | 2.83 | -5.33 | -11.37 | 10.09 | -4.33 | 5.03 | -4.91 | 3.65 | 12.28 | -23.67 | 12.28 | -1.65 |
| Pos Occurances (%) | 100 | 50 | 50 | 100 | 50 | 0 | 100 | 50 | 100 | 0 | 100 | 100 | 0 | 100 | 67 |
| Neg Occurance (%) | 0 | 50 | 50 | 0 | 50 | 100 | 0 | 50 | 0 | 100 | 0 | 0 | 0 | 100 | 33 |
- Treat this calendar as weak evidence. The first half of the sample and the second half rank-correlate -0.15 across the twelve months — the pattern that held early did not hold late, which is what noise looks like.
- Dec is the strongest month (edge 55/100, Moderate): median +9.84%, mean +8.73%, higher in 6 of 6 years (100%), t = 3.91, p = 0.011.
- Jun is the weakest month (edge 40/100, Weak): median -2.33%, mean -3.58%, lower in 5 of 7 years, t = -0.93, p = 0.388.
- Best stretch of the year is Sep–Feb: median +27.87% compounded, positive in 5 of 6 seasons (83%), p = 0.030.
- Worst stretch is Mar–Jul: median -14.26% compounded, positive in only 3 of 7 seasons (43%).
- We are in Sep, historically a -3.64% median month with a 33% hit rate. Month-to-date ULTA is +5.03% — ahead of the seasonal norm.
- Seasonal path from here: Oct -4.73% (33% hit), Oct–Dec +15.58% (100%), Oct–Mar +20.62% (67%) — medians of the compounded window return.
- The median seasonal year peaks around Dec at +16.81%, troughs around May at -8.34% and finishes the year at +13.76% (5 complete years).
- Best weekday is Tuesday at +0.157% a session (not significant); weakest is Friday at +0.017%.
- Turn-of-month (last 3 sessions plus first 3) averages +0.127% a session against +0.061% for the rest of the month — a +0.067% daily spread across 483 sessions.
- By quarter, Q4 is the best (median +15.58%, 100% positive) and Q2 the worst (median -3.20%).
- Risk is seasonal too: Mar is the most volatile month (57.0% annualised) and Jan the calmest (25.8%); 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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