SeasonAlpha's Seasonal Scanner screens the entire supported ticker universe — ETFs, stocks, futures and crypto — and ranks every instrument by its AI Score, a measure of seasonal strength on a scale from 0 to 10. It answers one question at a glance: for which markets is the current calendar window historically especially favourable — and for which is it rather weak? Results can be filtered by category, signal (Bullish, Neutral, Bearish) and win rate, so you can quickly narrow the broad universe down to the most interesting seasonal candidates.
The AI Score condenses the seasonal picture into a single number. At a value of 6.5 or above, the scanner flags a ticker as Bullish — the seasonal pattern is then above average. Values of 3.5 or below count as Bearish, anything in between as Neutral. Each row also shows the win rate (share of historical years in which the current month closed positive) and the average monthly return. A high score combined with a win rate well above 50 percent describes a particularly consistent seasonal profile.
Methodologically, the AI Score is built from four equally weighted sub-scores of 0 to 2.5 points each, summing to the 0–10 range: DTW pattern matching measures how similar the year-to-date path is to historically strong years; the Prophet forecast assesses the direction of the 30-day projection; the win rate enters as the hit rate of the current month; and tracking quality captures how closely the current year follows the typical seasonal pattern (correlation). All calculations rest on normalised returns: each year starts at 100 and daily returns compound on top. This makes differently priced tickers comparable and prevents price splits from distorting the picture — absolute price differences are deliberately not used.
The Seasonal Scanner is a statistical tool for context, not investment advice and not a forecast. A Bullish signal does not mean a price will rise — it shows that the current calendar window has been historically favourable. Seasonality is one of many drivers; news, the economy and cross-market shocks can override any pattern. The shorter a ticker's available history, the more cautiously its values should be read. Use the scanner as a starting point for your own research — past patterns do not guarantee future results.
Frequently asked questions
What does an AI Score of 6.5 or higher mean? The AI Score ranges from 0 to 10. At 6.5 or above, the scanner classifies a ticker as Bullish — the current seasonal pattern is therefore above average. Values of 3.5 or below count as Bearish, anything in between as Neutral. The score is a statistical assessment of seasonal strength, not a buy recommendation and not a forecast of future prices.
Which sub-scores make up the AI Score? The AI Score combines four equally weighted sub-scores of 0 to 2.5 points each: DTW pattern matching (similarity of the current year to historically good years), Prophet forecast (direction of the 30-day projection), win rate of the current month and tracking quality (correlation of the current year to the seasonal pattern). Their sum yields the overall value from 0 to 10.
What data does the Seasonal Scanner use? The scanner computes every value from normalised returns: each year starts at 100 and daily returns compound on top. This keeps differently priced tickers comparable and prevents price splits from causing distortion. The basis is each ticker's available price history (typically up to 20 years); absolute price changes are deliberately not used.