Seasonality Charts
Charts visualizing recurring price trends over specific calendar periods (Monthly, Yearly, Week-of-Year).
More Details
Detailed Analysis: Seasonality
Seasonality charts analyze the historical performance of an asset during specific recurring timeframes. This is based on the premise that markets often rhyme due to structural flows (tax harvesting, earnings seasons, month-end rebalancing).
Learn more: Seasonality Charts | Seasonality Portfolios
Available Views
- Month of Year: Identifies historically strong/weak months (e.g., "Sell in May").
- Day of Week: Is Bitcoin bullish on weekends? Is SPY bearish on Mondays?
- Week of Year: Highly granular view for swing traders (e.g., "The 3rd week of October is usually bearish").
TradesViz Implementation
Analyze seasonality with flexible lookback periods (5, 10, 20 years) and create seasonal portfolios to test cyclical strategies.
Where to find it in TradesViz
Click on the 4 box icon/Tools icon at the top right corner > Seasonality. This shows Month-of-Year, Day-of-Week, and Week-of-Year views. Toggle lookback periods (Last 5, 10, 20 years). Trade Explore integrates seasonality data for traded symbols. Seasonality Portfolios allow multi-asset analysis.
Example
SPY historically returns -1% in September over the last 20 years.