seasonal

Generate trading signals from historical month-of-year and day-of-week effects.

Updated Jun 30, 2026
One-click install
npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill seasonal-0xzknw
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: seasonal
Source: https://github.com/0xZKnw/vibe-trading-tap/tree/main/agent/src/skills/seasonal
Command: npx skills add https://github.com/0xZKnw/vibe-trading-tap --skill seasonal-0xzknw

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, numpy.

What problem does it solve?

This Skill addresses the difficulty of identifying and executing trades based on recurring calendar-based market regularities, such as seasonal rallies or day-of-week effects, which are often overlooked in manual analysis.

Core Features & Use Cases

  • Calendar Effect Detection: Automatically identifies bullish or bearish windows based on months and weekdays.
  • Combined Signal Logic: Supports dual-confirmation strategies where both month and weekday signals must align to trigger a trade.
  • Use Case: A trader can use this to automate a strategy that goes long during the historical "Spring Rally" (January-March) while avoiding the "Sell in May" period.

Quick Start

Use the seasonal skill to generate trading signals for BTC-USDT using the default bullish and bearish month configurations.

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 based on seasonal market patterns?

You generate trading signals by applying this Skill to OHLCV financial data to identify statistical seasonal trends using historical month-of-year and day-of-week regularities.

What is a calendar effect in quantitative market analysis?

A calendar effect in market analysis refers to recurring time-based regularities, such as seasonal rallies or day-of-week effects, used to identify historical bullish or bearish trading windows.

Can I require both month and weekday signals to align before triggering a trade?

Yes, the Skill supports combined signal logic for dual-confirmation strategies where both month-of-year and day-of-week signals must align to trigger a trade.

Do I need pandas and numpy to backtest seasonal trends in OHLCV data?

Yes, you need pandas and numpy to process OHLCV time-series data and compute signal arrays for backtesting seasonal trends and calendar effects.

How do I automate a strategy to avoid the Sell in May period?

You automate a strategy avoiding the Sell in May period by configuring bearish month parameters to identify and bypass historically underperforming seasonal windows in OHLCV time-series data.