seasonal

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.