For full functionality of this site it is necessary to enable JavaScript. Here are the instructions how to enable JavaScript in your web browser.

Symbol: Select a stock, ETF, currency, crypto, index or future.


Symbol extention:

  • Indices: .IDX
  • Futures: .FUT
  • Currencies: .CUR
  • Cryptocurrency: .CCC
  • U.S. Stocks and U.S. ETF: No extention
  • Not U.S. Stocks: Canada: .TOR, Brasil: .BRA, United Kingdom: .LON, Germany: .GERF, Swiss: .SWI, Spain: .MCE, France: .PAR, Netherlands: .AMS, Portugal: .LIS, Austria: .VIE, Stockholm: .STO, Copenhagen: .COP, Poland: .WAR, Irish: .IRL Australia: .AUS, New Zealand: .NZS, China HongKong: .HOK, Shanghai: .SHA, China Shenzhen: .SHE, India: .BSE, Jakarda: .JAK, Kuala Lumpur: .KUA, Russia: .MOS, Japan: .JAP

Look back: For how many years in the past should the seasonal analysis be created?

Backtest period: Specification of the period for the seasonal analysis.
The time is applied to each calendar year of the symbol's historical data.
The Timeline Control displays two years to allow for some time over the turn of the year.
The selected period must be less than one year.

The backtest period can also be set in the seasonal chart by drag and drop.

Exclude months:
Exclusion of bearish or bullish periods in the US stock market:

Exclude years:
U.S. Presidential:
Elections Post Elections Midterm Elections Pre Elections Example: To analyze the election year, exclude the other three ('Post Elections','Midterm Elections','Pre Elections') years.
2 Year Cycle:
Even Years Odd Years
Select years to exclude:
All None
Weighted calculation:

This option enables a weighted annual calculation of seasonal patterns. Older data (price movements) are multiplied by a value smaller than 1 and receive a lower significance in the overall calculation. This makes it easier to identify seasonal trends that have weakened in recent years.

  • All values from the last 2.5 years: * 1.5

  • All values older than 2.5 years: * 1.35

  • All values older than 5 years: * 1.25

  • All values older than 7.5 years: * 1

  • All values older than 10 years: * 0.8

  • All values older than 12.5 years: * 0.65

  • All values older than 15 years: * 0.45

The weighted annual calculation does not have any effect on the price list or the profit and loss trades.

The indicators filter trades according to entry and exit criteria. When a criterion is met, the trade is opened. If you define multiple entry indicators, they will be applied together (AND linked). The same applies for exit. All indicator and trade data is based on end-of-day data.
For example: If you want trades to be opened only when the price is above the 200 day moving average, tick the checkbox "Price is higher then SMA 200" and tick "Entry" in the same line.

 
Entry
Exit
24
3
0
1
12
0
Mar 24
Dec 1
3
27
2
4
Tuesday
Thursday
10:00
15:30
10
lock

This instrument is for members only.

As a member you get access to all instruments.
Furthermore, as a member you have full access to our powerful Screener and Seasonality Comparison Tool.
The combination of the tools makes recurring patterns (seasonality) so valuable.

As a member you will regularly receive selected trading and investment opportunities.

Hundreds of very good entry and exit points are stored in our database.
Use our screener to take full advantage of the potential of recurring patterns.


Seasonality

Chart features:

  • Drag and drop on the seasonal chart define the analysis period.
    The down-click represents the start. Releasing the mouse (up) cursor establishes the end of the analysis period.
    1. Mouse down
    2. Move mouse to the right or left
    3. Mouse up
  • Double-click on the chart to select the maximum backtest period.
  • Clicking on the label in the legend shows and hides the respective data.

The image shows the three steps: seasonality define timespan

The seasonal chart shows the average price trend for the selected history and backtest period (full color).

Backtest: Long Trades

Backtest Result Key figures:

Summarized profit: Profit of the selected period of all calculated trades.

Winning trades: Percentage number of positive trades.

Average / Median profit: Average & Median profit of the selected period of all calculated trades.

Max drawdown: Maximum loss period in the summarized profit.

Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.

Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric for us because it does not negatively factor in positive volatility.

Count trades: Number of trades.

Gains / Losses: The number of trades won and lost.

Summarised profit
Winning trades
0 %
0 %
Average profit
Median profit
0%
0%
Sharp ratio
Sortino ratio
0
0
Max drawdown
Last trade point's
0
0
Average point's
Median point's
0
0
Min point's
Max point's
0
0
Count trades
Gains / Losses
0
0 / 0

Backtest: Selected Period Trade Simulation

Backtest: Selected Period Trade Simulation: The next two charts show the result of simulated trades, which were started at the beginning of the selected period and ended at the end of the period.
In the bottom table of the analysis you can find a list of individual trades with further details.

Summarised profit: The performance chart shows all transactions in a performance curve. The chart simulates the result if every trade on the instrument would have been bought at the beginning of the selected period and sold at the end.

Backtest Result Key figures:

Max drawdown: Maximum loss period in the summarized profit.

Summarized profit: Profit of the selected period of all calculated years.

Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.

Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric because it does not negatively factor in positive volatility.

Count trades: Number of trades.

Improvement: The ratio shows how much the seasonal trend has improved from half of the selected period. A high number is a positive sign.

Max drawdown
Summarised profit
0
0 %
Sharp ratio
Sortino ratio
0
0
Count trades
Improvement
0
0
Gains
Losses
0
0

Profit & losses: This bar chart shows the gains or losses of each trade if the instrument had been bought at the beginning of the selected period and sold at the end of the period.

Backtest Result Key figures:

Average / Median profit: Average & Madian profit of the selected period of all calculated trades.

Winning trades: Percentage number of positive trades.

Gains / Losses: The number of trades won and lost.

Last trade: Max drawdown: The maximum loss of the last trade that occurred during the holding period but was not realized.

Last trade: Profit: The Profit of the last trade.

Average / Median profit
Winning trades
0 %
0 %
Average / Median point's
Last trade: point's
0
0
Min point's
Max point's
0
0
Last trade: Max drawdown
Last trade: Profit
0 %
0 %

Trade simulation of the selected period (Trade List)

Trade simulation of the selected period (Trade List): The table shows the list of simulated trades that started at the beginning of the chosen period and ended at the end.

Symbol Start

date
Startp

price
End

date
End

price
Change Change % Max

rise %
Max

drop %
Seasonality

Chart features:

  • Drag and drop on the seasonal chart define the analysis period.
    The down-click represents the start. Releasing the mouse (up) cursor establishes the end of the analysis period.
    1. Mouse down
    2. Move mouse to the right or left
    3. Mouse up
  • Double-click on the chart to select the maximum backtest period.
  • Clicking on the label in the legend shows and hides the respective data.

The image shows the three steps: seasonality define timespan

The seasonal chart shows the average price trend for the selected history and backtest period (full color).

U.S. 4-Year Presidential Election Cycles
24-Mar to 1-Dec, 10y, Long Trades
Seasonal Statistic

Seasonal Statistics: The following four charts show the seasonal evaluation for each year, month, week, day of the month, and day of the week.

Yearly Seasonality: The chart shows the annual seasonal pattern of the selected period. This seasonal data is essential for a detailed analysis. With this chart, you can see which year offers opportunities or risks.

Monthly Seasonality: The chart shows the annual seasonal pattern of the selected period. This seasonal data is essential for a detailed analysis. With this chart, you can see which month offers opportunities or risks.

Weekly Seasonality: The chart shows the annual seasonal pattern of the selected period. This seasonal data is essential for a detailed analysis. With this chart, you can see which week offers opportunities or risks.

Daily Seasonality: The chart shows the annual seasonal pattern of the selected period. This seasonal data is essential for a detailed analysis. With this chart, you can see which day offers opportunities or risks.

Weekdays Seasonality: The chart shows the annual seasonal pattern of the selected period. This seasonal data is essential for a detailed analysis. With this chart, you can see which weekday offers opportunities or risks.

Monthly Statitic

Monthly Statistic: The statistics show the average monthly performance and the percentage win rate, whether the month had a positive or negative final result. Furthermore, the best and worst months are displayed, including the years they occurred.

Jan.Feb.Mar.Apr.May.JuneJulyAug.Sep.Oct.Nov.Dec.
Jan.Feb.Mar.Apr.May.JuneJulyAug.Sep.Oct.Nov.Dec.
Intraday Seasonality Chart

Intraday Seasonality Chart: Intraday data of the last days. The result of the intraday data can be limited by the "Day per Month" and "Week day" analysis and by the "Exclude month" and "Exclude week days" specifications.

Copyright © 2024 Seasonality.Ai All rights reserved.