Seasonality Analysis with Daily, Monthly, and Quarterly Return Averages

Summary

This indicator builds a seasonal profile from historical daily price changes, accumulating percentage returns and point changes by day of the year. It can display average performance at daily, monthly, or quarterly intervals, alongside the current period's change and a table summarizing the historical seasonal tendency. Optional chart features mark the current position in the seasonal profile, track changes between periods, and highlight seasonal highs and lows using pivot strength settings.

The visualization is intended to compare recurring calendar patterns with current price behavior and to overlay the profile on a chart, including past-year offsets. The code uses fixed approximations for trading days per year, month, and quarter, and its daily history is organized around the current year's calendar sequence. The document provides no asset-specific findings, significance tests, out-of-sample results, or adjustment for changing regimes. Historical averages therefore describe the sampled record and should not, by themselves, be treated as forecasts or trade signals.

Key ideas

• The indicator aggregates historical daily percentage and point changes by calendar position in the year.
• Users can inspect seasonal averages at daily, monthly, or quarterly resolution.
• A statistics table compares historical averages with the current period's return and point change.
• Optional pivots identify calendar periods associated with historical highs or lows.
• The document offers a descriptive tool, with no statistical validation or evidence that seasonal patterns persist.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.