πŸ“… Bitcoin Returns Seasonality

Every month, quarter, and day of the week of Bitcoin's price history β€” color-coded. Spot the patterns: where Bitcoin has historically rallied, where it has historically struggled, and how reliably.

Avg monthly return
β€”
all months pooled
Monthly win rate
β€”
months closing positive
Strongest month
β€”
on average
Weakest month
β€”
on average
Average Returns by Period
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About Bitcoin Returns Seasonality

Each cell shows the average percent return Bitcoin has produced for that period, computed across every year of available data. Green means positive, red means negative; saturation scales with magnitude.

Monthly returns are calculated month-end to month-end. Quarterly returns use the same close-to-close convention. Day-of-week returns are the mean daily log return for each weekday.

Use the year-by-year matrix to see how consistent a pattern is β€” a "good" month on average can still have plenty of red years.

Color scale: βˆ’30% +30% β€” magnitudes beyond Β±30% are capped to keep the chart readable.
Month of Year (Jan β†’ Dec)avg monthly return across all years
Quarter (Q1 β†’ Q4)avg quarterly return across all years
Day of Week (Mon β†’ Sun)avg daily return by weekday
Year-by-Year Monthly Returns
Each row is a calendar year. Each cell = that month's return. Right column = full-year return.
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Best & Worst Months
Across every calendar month in Bitcoin's history.
Top 10 β€” strongest monthsReturn
β€”
Bottom 10 β€” weakest monthsReturn
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Bitcoin Returns Seasonality β€” What This Chart Shows

This page maps every month, quarter, and weekday of Bitcoin's trading history into a color-coded grid so you can see at a glance where Bitcoin has historically performed best and worst. Returns are computed from consensus daily closing prices and refreshed continuously.

Key findings (computed live from the data above):
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How Bitcoin returns are calculated on this page

Monthly and quarterly returns use the standard close-to-close formula:

return = (ending price βˆ’ starting price) / starting price

For day-of-week aggregates we average daily log returns and report the arithmetic-equivalent percent, so each weekday is comparable on the same scale even though daily moves compound differently than monthly ones.

Why seasonality matters for Bitcoin

Unlike equities, Bitcoin's seasonality is shaped less by earnings cycles or tax calendars and more by reflexive market structure: leverage flushes, halving timing, ETF flow cycles, and the rhythm of speculative attention. Some patterns persist across cycles (Q4 strength, mid-summer chop); others are artefacts of just one or two outsized years. The year-by-year matrix above is the honest version β€” averages flatten the story, but the cell-by-cell view shows you how often a "good month" actually delivered.

Common Bitcoin return questions

How to use this data

Treat seasonality as one input, not a forecast. The strongest historical periods can produce disappointing years and vice versa. The most useful framing is:

Data source: consensus daily closes aggregated from major exchanges via the Bitcoin.com Charts API. Updated continuously.