# Asset-class Seasonality

Applies driver-based seasonal templates by asset class: equity flow windows, grain, natural gas and gasoline supply-demand seasons, yen fiscal-year and month-end FX flows, or a custom window. Each window is shaded on the chart and scored in a dashboard with completed occurrences, mean return, hit rate and a stability split between sample halves.

- Indicator in the LuxAlgo Library, by LuxAlgo, published Apr 2, 2026.
- Access: free.
- Concepts: [Asset-class Seasonality](https://www.luxalgo.com/library/concept/asset-class-seasonality/) (primary)
- Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=hnr91myuzqdg4ote0qn2a2kp
- Page: https://www.luxalgo.com/library/indicator/asset-class-seasonality/

**Asset-class Seasonality** turns the driver-first logic of [asset-class seasonality](https://www.luxalgo.com/library/concept/asset-class-seasonality/) into named window templates: equity flow windows (sell-in-May half, turn-of-month rebalancing), grain weather-premium and harvest windows, natural gas withdrawal and injection seasons, the gasoline driving-season ramp, yen fiscal year-end and month-end fixes, or a custom annual and month-end window.

Every window is shaded and labeled, then scored on the symbol's own history in a dashboard: completed occurrences, mean window return, hit rate, an older-versus-newer-half stability split, and the running return of any open window.

## How to Trade the Asset-class Seasonality?

- **Window entry label**: the driver name prints as its annual window opens. Context, not a signal.
- **Stability split**: same sign in both halves suggests persistence; a flipped sign warns the driver may be gone.
- **N column tint**: below 10 occurrences the row is flagged. Treat it as anecdote.
- **Now column**: the running return of the open window.

Pick the template matching the charted symbol (the same calendar shape means different things under different drivers) and run it on daily charts with long history, alongside the rest of the [seasonality tooling](https://www.luxalgo.com/library/family/time-seasonality/).

## Asset-class Seasonality Settings

- **Asset class** (default Equities): the driver template applied.
- **Custom Window group** (applies when the class is Custom Window): **Annual window** (default on), **Window name**, **Start month** (4), **Start day** (1), **End month** (7), **End day** (31), **Month-end window** (default off), **Last days of month** (3), **First days of next month** (0).
- **Flag samples below** (default 10): the small-sample tint threshold.
- **Show dashboard** (default on), with position and size options.
- Style toggles cover window shading (transparency 88), driver labels and the window colors.

## Frequently Asked Questions

### How does this differ from the Turn-of-Month Effects tool?

[Turn-of-Month Effects](https://www.luxalgo.com/library/indicator/turn-of-month-effects/) studies one flow window in depth. This build frames a whole asset class's calendar, with the equities template carrying a turn-of-month row as one window among several.

### Why does an annual window need decades of data?

Each annual window completes once per year, so twenty years of history is a sample of twenty, thin enough to produce impressive averages by chance, which is what the stability split and tint guard against.

### Can I test a seasonal idea the templates don't cover?

Yes. Set Asset class to Custom Window, name the driver and define the annual span (windows may wrap the year, e.g. November through March) plus an optional month-end window in calendar days.

## Related indicators

- [Buy Sell Calendar](https://www.luxalgo.com/library/indicator/buy-sell-calendar/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/buy-sell-calendar.md
- [Peak Trading Activity Graphs](https://www.luxalgo.com/library/indicator/peak-trading-activity-graphs/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/peak-trading-activity-graphs.md
- [Day Of Week Price Distribution](https://www.luxalgo.com/library/indicator/day-of-week-price-distribution/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/day-of-week-price-distribution.md
- [Volume Forecasting](https://www.luxalgo.com/library/indicator/volume-forecasting/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/volume-forecasting.md
- [Seasonality Chart](https://www.luxalgo.com/library/indicator/seasonality-chart/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/seasonality-chart.md
- [Seasonality Widget](https://www.luxalgo.com/library/indicator/seasonality-widget/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/seasonality-widget.md
- [Weekly Stacked Daily Changes](https://www.luxalgo.com/library/indicator/weekly-stacked-daily-changes/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/weekly-stacked-daily-changes.md
- [Market Performance by Yearly Seasons](https://www.luxalgo.com/library/indicator/market-performance-by-yearly-seasons/) (Seasonality Tooling): markdown at https://www.luxalgo.com/library/indicator/market-performance-by-yearly-seasons.md

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Source: https://www.luxalgo.com/library/indicator/asset-class-seasonality/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/
