Crypto Seasonality

Crypto Monthly Returns by Year

Historical month-by-month and year-to-date returns for the top crypto assets. Every cell is computed from daily price data — monthly return = this month-end close ÷ previous month-end close − 1; YTD = year-end ÷ prior year-end close − 1. Each coin has its own table with a per-month % Positive win rate, average and median rows. Nothing is hand-entered, and everything recomputes as new bars arrive.

Method & data integrity

Monthly returns are month-over-month (close-to-close), so the twelve monthly factors telescope to the annual figure: ∏(1 + monthlyᵢ) = 1 + YTD. We validate every year of every coin against this identity; all rows currently reconcile.

Prices are daily closes from Coinbase. Coins with under two years of price history are omitted; current-year rows fill only elapsed months, and pre-listing months are left blank (not zero).

Samples are small (a handful to ~12 years). Monthly seasonality is a weak, easily-overfit signal — treat it as context, not a trade.