The takeaway
Simplify Exchange Traded Funds - Simplify Short Term Treasury Futures Strategy ETF shows a moderate seasonal pattern over 4 years of data — strongest in January (+1.0%) and softest in February (−2.6%).
Right now
In July, the fund has risen 67% of years, averaging +1.1%, roughly 1.1 pts behind the S&P 500.
The full picture
Simplify Exchange Traded Funds - Simplify Short Term Treasury Futures Strategy ETF's most dependable month has been January, higher in 3 of 3 years; February has been its least reliable, up just 33% of the time.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Win rate % | ||||||||||||
| Median return % | ||||||||||||
| 2025 | ||||||||||||
| 2024 | ||||||||||||
| 2023 | ||||||||||||
| 2022 | — | — | — | — | — | — | — | — | — | — |
Month by month
The fund's clearest edge over the S&P 500 lands in March (+1.6 pts); it has trailed the market most in October (−2.8 pts).
“vs S&P” is Simplify Exchange Traded Funds - Simplify Short Term Treasury Futures Strategy ETF’s average for a month minus the S&P 500’s average for that same month — isolating Simplify Exchange Traded Funds - Simplify Short Term Treasury Futures Strategy ETF’s own seasonal edge from broad market drift.
Reality check
Over the last 3 years, January has closed higher 100% of the time versus 100% across the last 4 years — the pattern is holding.
Figures are the typical (median) January return and how often it rose — the last 3 years versus the last 4(the heatmap’s default window). This verdict stays anchored to that 4-year window even if you zoom the chart, so it never disagrees with the badges above.
In plain English
The seasonal story is really one month's story — January. It has closed higher in all 3 Januaries, a concentration the rest of the calendar can't touch.
The strength looks broad-based rather than freakish: its average (+1.0%) and median (+0.7%) sit close together, so no single blow-out year is flattering the figure. Few months are steadier: January's returns vary by just 0.5% year to year, and even its worst January in 4 years lost only 0.5% — the gentlest downside anywhere on its calendar. Better still, that strength is the fund's own and not just a buoyant market — January has outpaced the S&P 500 by +1.2 points on average. Few peers keep such company in January — the typical stock clears it just 53% of the time.
It doesn't stand entirely alone — March, June, and July have leaned firm as well, if less emphatically. On the other side of the ledger, February has been the soft spot — the weakest of 4 months that average a loss (−2.6%), and the edge isn't year-round — the fund has trailed the S&P 500 in October, February, and April.
For a fund this dependable in January, the sharper question is the rest of the year — outside its strong stretch, the calendar gives far less to lean on. With a short 4-year record, the signal is best held loosely.
Short answers on the fund's best month (January), its worst (February), and whether it really trades seasonally.
Yes, to a moderate degree. Since 2022 its best month (January, +1.0%) has run well ahead of its worst (February, −2.6%) — the heatmap above shows how steady that gap has been year to year.
January has been the strongest, averaging +1.0% and closing higher in all 3 years on record since 2022.
It's the weakest, averaging −2.6% — historically a soft spot, though it still varies from year to year.
Explore
These names have the strongest July track records on record — a starting point for comparison.
Before you trade