RTS Index - Seasonality

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RTS Index - Seasonality

Seasonality Charts

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Correlation

Midterm

83.10%

2024

86.32%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	70%	60%	60%	90%	80%	50%	60%	60%	56%	56%	67%	56%
Average return %	+3.02%	-4.03%	-1.13%	+2.66%	+2.62%	-0.43%	-2.75%	-0.47%	-1.14%	-1.35%	+1.89%	+1.65%
2026	+3.90%	-1.42%	-5.67%	+3.99%	+1.66%	-16.95%	-6.61%	-10.05%	+7.36%	--	--	--
2025	+6.79%	+19.77%	-2.81%	+1.61%	+0.47%	+0.77%	-6.18%	+6.10%	-9.96%	-4.04%	+9.71%	+3.37%
2024	+3.89%	+0.15%	+0.85%	+3.32%	-4.17%	+2.95%	-7.10%	-14.95%	+5.47%	-13.92%	-9.30%	+18.46%
2023	+3.16%	-5.49%	+5.34%	+3.69%	+2.11%	-6.87%	+7.58%	+0.16%	-4.87%	+7.18%	+3.25%	-2.83%
2022	-10.06%	-34.72%	+9.00%	+5.90%	+11.71%	+11.33%	-16.04%	+11.44%	-16.11%	+5.30%	+1.21%	-13.74%
2021	-1.43%	+3.24%	+4.62%	+0.54%	+7.58%	+3.52%	-1.69%	+3.59%	+5.56%	+3.72%	-10.74%	-3.04%
2020	-2.06%	-14.33%	-21.95%	+10.90%	+8.42%	-0.58%	+1.80%	+1.96%	-6.36%	-9.50%	+20.19%	+8.23%
2019	+13.91%	-2.15%	+0.83%	+4.20%	+3.10%	+7.26%	-1.48%	-4.91%	+3.14%	+6.67%	+1.09%	+7.68%
2018	+11.08%	+0.24%	-2.81%	-7.64%	+0.78%	-0.76%	+1.64%	-6.89%	+9.13%	-5.52%	-0.01%	-5.33%
2017	+1.03%	-5.56%	+1.30%	+0.06%	-5.49%	-4.97%	+0.62%	+8.81%	+3.73%	-2.05%	+1.63%	+2.02%

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Weekly average

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