What is SIG January effect?
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What is SIG January effect?
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SIG Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +0.30% | 4500% |
| February | -0.23% | 4500% |
| March | +3.28% | 6667% |
| April | +2.80% | 4000% |
| May | -2.70% | 4000% |
| June | +1.07% | 5000% |
| July | +0.77% | 5000% |
| August | +5.43% | 6500% |
| September | +4.99% | 6500% |
| October | +2.81% | 6500% |
| November | +1.15% | 6500% |
| December | +1.05% | 6000% |
Best month: August (+5.43%)
Worst month: May (-2.70%)
Earnings Seasonality
Beat Rate8/8 (100%)