Quarterly Return & Seasonality Matrix

Benchmark crypto market cycles across quarters, verify record-setting milestones, and simulate quarterly target performance against historical distributions.

Ethereum ($ETH) Quarterly Historical Performance

Historical quarterly closing returns with active 2026 simulation.
Historical Q3 Rank
1 of 11 (#1)
Median Q3 Return
+12.4%
Historical Win Rate
63.6% (7/11)
Historical Best Q3
2017 (+73.8%)
Year Q1 Q2 Q3 Q4 Full Year

Historical Q3 Returns Distribution Across All Cycles Chronological progression (% gain / loss)

Ready. Interactive historical models active.

Understanding Crypto Quarterly Seasonality

Crypto asset classes frequently demonstrate distinct seasonal tendencies due to quarterly derivatives expirations, tax-loss harvesting cycles, institutional fiscal calendar rebalancing, and macro capital rotations.

Ethereum's Q3 has historically seen high variance: from massive double-digit summer rallies (such as the 2017 breakout and the 2020 DeFi Summer) to sharp macro corrections. Tracking percentile ranks clarifies whether a current move is anomalous or standard cycle volatility.

Frequently Asked Questions

How is the full year return calculated?

Full-year return compounds all four quarters geometrically: (1 + Q1) * (1 + Q2) * (1 + Q3) * (1 + Q4) - 1. For an ongoing year with uncompleted future quarters, only realized and simulated quarters are factored.

Can I import custom token or portfolio return series?

Yes. Select "Custom Dataset" in the Asset dropdown, then supply comma-separated rows with Year,Q1,Q2,Q3,Q4 in percentage points. The entire seasonality matrix, rankings, and distribution chart will dynamically update.

Are these returns nominal USD closes?

Yes, all built-in datasets are indexed to nominal USD spot closing figures on primary market aggregators from UTC midnight open on the first day of the quarter to UTC 23:59:59 on the final day.

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