seasonal

Generate long, short, or neutral trading signals from OHLCV data using month and weekday patterns.

30.4k|4.9k|Updated Apr 1, 2026
One-click install
npx skills add https://github.com/HKUDS/Vibe-Trading --skill seasonal
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: seasonal
Source: https://github.com/HKUDS/Vibe-Trading/tree/main/agent/src/skills/seasonal
Command: npx skills add https://github.com/HKUDS/Vibe-Trading --skill seasonal

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Detecting time-based return patterns can be tedious when scanning through calendared data, so this Skill turns the monthly and weekday seasonality of financial instruments into clear long, short, or neutral signals across any OHLCV series.

Core Features & Use Cases

  • Month-based Rules: Default bullish and bearish month lists capture famous effects like the spring rally, year-end rebalancing, and the sell-in-May weakness so you know when to engage or stay flat.
  • Optional Weekday Overlay: Add Monday or Friday effects and combine them with month signals so positions open only when both time dimensions agree, reducing noise.
  • Use Case: Feed a China A-share index and the Skill highlights January-March strength while warning against May-October weakness, giving you calendar-conscious timing cues for your backtests.

Quick Start

Generate seasonal buy and sell signals from the provided OHLCV data using month and weekday confirmations.

Frequently Asked Questions about seasonal

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I generate trading signals from OHLCV data using calendar effects?

To generate seasonal trading signals, feed your OHLCV data with a datetime index into the processor, which maps months and weekdays to bullish and bearish flags, combining them for dual confirmation long or short positions.

What is the sell-in-May calendar effect in seasonal trading strategies?

The sell-in-May calendar effect is a seasonal pattern identifying historical market weakness during specific months. This strategy flags these bearish months to signal when to stand aside or short positions.

Can I use pandas and numpy to identify seasonal patterns in financial time series?

Yes, you can use pandas and numpy with datetime indexed OHLCV data to map months and weekdays to bullish and bearish flags, identifying seasonal patterns and generating combined trading signals.

How do I combine weekday and monthly effects to reduce trading signal noise?

Apply an optional weekday overlay alongside monthly seasonal rules so positions open only when both time dimensions agree on direction, reducing noise and providing dual confirmation for trading signals.

Does seasonal trading strategy work with China A-share index data?

Yes, the strategy works with China A-share index OHLCV data by identifying calendar effects such as January to March strength and May to October weakness, providing timing cues for backtesting trading signals.

What are the limitations of using calendar effects for trading signals?

Calendar effect strategies rely purely on time-based seasonal patterns and do not account for fundamental market shifts, meaning generated trading signals may lag during unprecedented volatility outside historical month or weekday norms.