$MU shows a clear combination effect of momentum and seasonality. Based on 40 years of historical sample data, the average return in January reaches +9.3%, which is a quite notable data point. What does this mean? From a technical perspective, the momentum strategy combined with seasonal cycles forms a higher probability of upward movement within this time window. Investors analyzing $MU might consider this historical pattern—although past performance does not guarantee future results, 40 years of data are enough to illustrate certain market structural characteristics. Seasonal effects also exist in the crypto market, especially under the overlay of traditional financial cycles and the New Year effect, which often amplifies this trend. Coupled with current momentum indicators, such data can serve as one of the reference dimensions for trading decisions.