TradesViz Seasonality
Entering next week and holding for 30 days? Compare that window across past years, inspect the losses, and search nearby dates before deciding which symbols to research.
Included in Platinum
Recorded on September 29, 2026
We compared AAPL and SPY from October 5 to November 4, a 30-calendar-day hold, using the same dates in 2016 through 2025.
| Symbol | Positive years | Median | Average | Worst year |
|---|---|---|---|---|
| AAPL | 6/10 (60%) | +1.31% | +1.97% | -10.11% |
| SPY | 7/10 (70%) | +0.83% | +1.05% | -5.01% |
US listings; at least 5 usable years, 60% positive years and a nonnegative median. No sector, price or liquidity restriction was applied to these two preselected symbols.
Calculated from the checked local closing-price histories available through September 28, 2026. These two symbols were chosen as case studies, not selected as market-wide leaders. Values are rounded; calculation rules appear below.
AAPL's higher average came with a larger historical loss. SPY had more positive years but a smaller median move. Neither row tells you what the next trade will earn.
Why we built this
A trader asked us how to find a seasonal move before opening an options spread. A monthly average did not answer his question: when could he enter, and how long would he hold?
We added fixed windows and a bounded date search. Searching more dates also makes it easier to find a pattern by chance, so the search lets you reserve recent years and inspect neighboring windows.
“How was October?” and “What happened after an October 12 entry?” use different dates.
When your dates are flexible
Switch to Find historical windows. This recorded comparison tested three entries and three holding periods for each of the same two symbols.
With 10 years of history and two reserved for validation, the earlier eight years selected these dates:
| Symbol | Selected dates | Hold | Positive selection years | Selection median | Validation median |
|---|---|---|---|---|---|
| AAPL | Oct 19 to Dec 3 | 45 days | 6/8 | +6.93% | +5.48% |
| SPY | Oct 5 to Nov 19 | 45 days | 7/8 | +4.97% | +1.31% |
Both selected 45 days. That is the strongest qualifying median within these nine tests, not a forecast of the next move's duration. In the detail heatmap, compare the selected cell with its neighbors; overlapping windows share prices and are not independent confirmations.
Read the reserved years separately
The search chose SPY's 45-day window without using its two most recent years. Those years returned +3.96% in 2024 and -1.34% in 2025, producing a +1.31% validation median.
Open View window
The October 19 / 45-day result had a +6.93% selection median. Its 2018 observation, from October 19 to December 3, still lost 15.72%. Read the annual paths and actual dates before treating a summary row as a trade idea.
The chart shows daily closing-price paths. The annual grid provides each year's endpoint return, direction and year group. Neither describes every intraday excursion.
The result and annual tables use AG Grid. Select numeric cells to create a range chart, or export CSV and Excel files. Keep the file with the original scan settings so later experiments do not replace your starting point.
An attractive average can fail the screen
For the October 5 / 30-day candidate, reserving 2024-2025 leaves eight selection years. The average remains positive, but only four of those eight years rose.
Rejected by the 60% matching-years requirement. A positive average does not override that filter. This candidate is omitted from the qualifying list; the figures here were calculated from its annual observations.
The best year was 2019: +13.40%. The worst was 2018: -10.11%. As a sensitivity check, excluding the best year reduces the average from +1.79% to +0.13%.
The other seven years still have a positive average, so one year does not explain the whole result. All eight remain in the actual calculation.
| Year | Actual entry | Actual exit | Return |
|---|---|---|---|
| 2016 | 2016-10-05 | 2016-11-04 | -3.72% |
| 2017 | 2017-10-05 | 2017-11-06 | +12.12% |
| 2018 | 2018-10-05 | 2018-11-05 | -10.11% |
| 2019 | 2019-10-07 | 2019-11-04 | +13.40% |
| 2020 | 2020-10-05 | 2020-11-04 | -1.33% |
| 2021 | 2021-10-05 | 2021-11-04 | +6.98% |
| 2022 | 2022-10-05 | 2022-11-04 | -5.48% |
| 2023 | 2023-10-05 | 2023-11-06 | +2.47% |
For options research
Both Screener and Upcoming Windows offer Optionable and Min avg options volume filters. The average uses 20 completed sessions of OCC equity-options volume, across calls, puts, strikes and expiries. It is complete daily activity, separate from filtered Options Flow trades.
N/A volume means the average is unavailable, incomplete or stale. Unknown optionability means there is no verified Yes or No. Neither label means zero trading volume.
After narrowing the list, inspect the intended expiry and strikes. Aggregate activity cannot tell you their current bid/ask spread, available size or execution cost.
Keep the original question
For this example, a useful note is specific: “AAPL, October 5 / 30 days; 10-year history, last two reserved; 4/8 positive selection years; failed my 60% rule.” Save the settings and export before trying another range.
If you take a trade based on seasonal research, tag it seasonality and record the actual instrument and exit rule. Later, filter those trades to compare the planned hold with your execution. The vs. My Trades tab provides monthly context; your notes preserve the exact-window decision.
(exit close / entry close - 1) × 100, using split-adjusted closes without cash-dividend adjustments. These are underlying price returns before costs, not options-strategy profits.Platinum
Seasonality is included with these tools:
Your Platinum plan also includes REST API + hosted MCP access to your journal.
A listing may have a shorter history, or an annual window may have missing or invalid price data. History sets the years to examine; it does not guarantee a usable result in every year. Read the denominator in Matching years, and check selection and validation counts separately.
Read the data-status message first. Missing or stale history is different from symbols failing your filters. If coverage is current, check the sector, liquidity and return thresholds one at a time. Changing a threshold cannot supply missing prices.
Matching years counts historical down years. Directional returns reverse the sign of the underlying move: a stock falling 4% has a +4% bearish directional return. The price-path chart still shows the decline. This calculation does not include borrow costs, option premiums or trading fees.