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Progressive Seasonality

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

Based on 42 calendar years of monthly closes, starting 1985.

By Month

MonthAverageMedian% PositiveBestWorst
January1.7%1.5%37%+16.2%26.2%
February+2.8%+3.0%67%+16.5%9.3%
March+3.5%+2.9%64%+27.8%13.7%
April+2.7%+1.9%64%+20.4%14.0%
May+2.9%+1.4%64%+43.5%16.1%
June+0.9%+1.2%57%+14.7%21.2%
July+0.8%+0.2%50%+23.4%12.3%
August+1.3%+0.8%56%+17.8%21.3%
September+0.3%+0.6%54%+15.7%19.9%
October+3.6%+4.5%61%+30.6%18.0%
November+0.4%+0.7%51%+14.2%13.9%
December+2.0%+2.9%56%+17.5%12.4%

By Calendar Year

YearReturn
20255.0%
2024+50.4%
2023+22.8%
2022+26.4%
2021+3.8%
2020+36.6%
2019+20.0%
2018+7.1%
2017+58.6%
2016+11.6%
2015+17.8%
20141.0%
2013+29.2%
2012+8.1%
20111.8%
2010+10.5%
2009+21.5%
200822.7%
200720.9%
200617.0%
2005+37.6%
2004+1.5%
2003+68.4%
20020.3%
2001+44.1%
2000+41.7%
199956.8%
1998+41.3%
1997+77.9%
1996+37.9%
1995+39.6%
199413.6%
1993+39.1%
1992+61.8%
1991+5.4%
1990+33.1%
1989+67.4%
198824.6%
19871.6%
1986+50.8%
1985+87.5%

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