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Orion Seasonality

Historical month-by-month and year-by-year returns

Based on 10 calendar years of monthly closes, starting 2017.

By Month

MonthAverageMedian% PositiveBestWorst
January+0.3%+0.4%56%+13.5%8.0%
February+5.0%+1.9%56%+22.0%10.3%
March+2.6%+4.5%67%+12.2%10.7%
April3.2%1.3%44%+6.5%11.2%
May+2.6%+1.5%67%+15.1%7.1%
June3.9%3.4%11%+2.3%12.6%
July+1.6%+4.9%60%+11.5%19.9%
August+1.9%+4.7%56%+11.1%7.1%
September2.2%1.5%44%+9.3%17.2%
October+4.1%+6.2%67%+17.2%17.7%
November+2.2%+2.4%67%+8.9%8.7%
December2.1%2.8%22%+12.0%21.0%

By Calendar Year

YearReturn
2025+15.9%
2024+10.6%
202326.3%
2022+28.1%
202119.0%
2020+17.1%
20199.7%
20183.0%

These are historical patterns, not a forecast — past calendar-month performance does not predict future returns.