Does RMBS rally in Q4?
R
Does RMBS rally in Q4?
🦉
RMBS Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | -0.94% | 4500% |
| February | -0.71% | 5000% |
| March | +4.55% | 6190% |
| April | +0.01% | 4500% |
| May | +1.21% | 5000% |
| June | +1.10% | 4500% |
| July | -2.00% | 4500% |
| August | -0.12% | 6500% |
| September | +5.21% | 6500% |
| October | -0.87% | 3500% |
| November | +4.83% | 6500% |
| December | +3.31% | 5000% |
Best month: September (+5.21%)
Worst month: July (-2.00%)
Q4 Performance
Avg Monthly Return+2.42%
Earnings Seasonality
Beat Rate8/8 (100%)