Quant seasonality: every month and weekday
Going by median return since 2021, Quant's best month has been September (+31.9%, higher in 4 of 6 years) and its worst December (−11.5%, higher in 2 of 5). Across all 63 full months, it finished higher 41% 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 | 5 | 2 of 5 | −0.7% | −6.3% | +35% (2023) | −46% (2022) | 100% |
| February | 5 | 2 of 5 | −7.6% | −0.2% | +19% (2022) | −14% (2025) | 100% |
| March | 5 | 3 of 5 | +9.7% | +2.8% | +19% (2022) | −29% (2025) | 65% |
| April | 5 | 1 of 5 | −7.8% | −11.5% | +9% (2025) | −33% (2022) | 41% |
| May | 5 | 3 of 5 | +1.3% | +3.4% | +44% (2025) | −23% (2022) | 65% |
| June | 5 | 0 of 5 | −10.1% | −11.5% | 0% (2025) | −25% (2022) | 8.2% |
| July | 5 | 3 of 5 | +1.4% | +16.5% | +92% (2022) | −11% (2024) | 65% |
| August | 6 | 2 of 6 | −7.5% | +0.3% | +35% (2021) | −10% (2025) | 100% |
| September | 6 | 4 of 6 | +31.9% | +80.2% | +370% (2026) | −9% (2023) | 24% |
| October | 6 | 2 of 6 | −10.7% | −6.7% | +18% (2022) | −30% (2026) | 100% |
| November | 5 | 2 of 5 | −3.0% | +7.6% | +68% (2024) | −29% (2021) | 100% |
| December | 5 | 2 of 5 | −11.5% | −2.6% | +38% (2023) | −32% (2025) | 100% |
By weekday
| Day (UTC) | Days | Higher | Median daily move | Average |
|---|---|---|---|---|
| Monday | 276 | 45% | −0.43% | −0.24% |
| Tuesday | 276 | 49% | −0.08% | +0.21% |
| Wednesday | 276 | 46% | −0.23% | −0.12% |
| Thursday | 276 | 39% | −0.91% | −0.25% |
| Friday | 277 | 53% | +0.33% | +0.53% |
| Saturday | 277 | 49% | −0.01% | +0.67% |
| Sunday | 276 | 38% | −0.71% | +0.09% |
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.