COTI seasonality: every month and weekday
Going by median return since 2020, COTI's best month has been July (+8.2%, higher in 5 of 7 years) and its worst June (−26.3%, higher in 1 of 7). Across all 80 full months, it finished higher 39% of the time.
A handful of years per month is a small sample. The “by luck” column says how easily a record like that would turn up if the month were no different from any other.
By month
| Month | Years | Higher | Median | Average | Best | Worst | By luck |
|---|---|---|---|---|---|---|---|
| January | 6 | 2 of 6 | −11.0% | +7.6% | +85% (2023) | −32% (2026) | 100% |
| February | 6 | 2 of 6 | −14.1% | +65.8% | +276% (2024) | −30% (2022) | 100% |
| March | 7 | 3 of 7 | −4.6% | +17.8% | +134% (2021) | −12% (2020) | 100% |
| April | 7 | 3 of 7 | −3.9% | −5.0% | +33% (2020) | −43% (2024) | 100% |
| May | 7 | 1 of 7 | −10.7% | −14.9% | +19% (2024) | −42% (2021) | 26% |
| June | 7 | 1 of 7 | −26.3% | −20.6% | +21% (2020) | −35% (2021) | 26% |
| July | 7 | 5 of 7 | +8.2% | +25.5% | +103% (2026) | −13% (2023) | 12% |
| August | 7 | 2 of 7 | −15.9% | +22.2% | +129% (2021) | −21% (2024) | 71% |
| September | 7 | 5 of 7 | +8.0% | +14.3% | +98% (2021) | −55% (2020) | 12% |
| October | 7 | 2 of 7 | −22.4% | −13.0% | +13% (2023) | −27% (2025) | 71% |
| November | 6 | 3 of 6 | +5.9% | +14.9% | +72% (2024) | −29% (2021) | 68% |
| December | 6 | 2 of 6 | −22.6% | −12.3% | +25% (2023) | −28% (2022) | 100% |
By weekday
| Day (UTC) | Days | Higher | Median daily move | Average |
|---|---|---|---|---|
| Monday | 350 | 52% | +0.33% | +0.25% |
| Tuesday | 350 | 48% | −0.16% | −0.11% |
| Wednesday | 350 | 48% | −0.27% | +0.48% |
| Thursday | 351 | 46% | −0.59% | −0.06% |
| Friday | 351 | 53% | +0.29% | +0.72% |
| Saturday | 351 | 49% | −0.08% | +0.05% |
| Sunday | 350 | 47% | −0.43% | +0.19% |
A month's return runs from the open of its first daily candle to the close of its last (UTC). Only full months are counted. Daily moves are close to close.