Asset-class Seasonality

Asset-class Seasonality turns the driver-first logic of 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.

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 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.