Seasonal Scanner

Seasonal Score (0–10): four components of 0 to 2.5 points each, all referring to the next 30 calendar days from the latest price. (1) Share of comparison years with a positive window, (2) their average return, mapped from −3 % to +3 % onto 0 to 1, (3) and (4) the same two values for the five years whose path so far was most similar to the current one (correlation), weighted by similarity.

Comparison years: the up to 20 most recent completed years with a complete window, at least 10. From the 20th trading day of the year; before that, or with too short a history, the ticker is listed as “not computable” at the end — with a reason, not a substitute value.

No bullish/bearish label: the former thresholds 6.5 and 3.5 were set, not measured. The scanner shows the number and its components.

Tested: in a historical walk-forward 2010–2025 across 34 indices and ETFs, the score shows no measurable relationship with the return of the following 30 days: mean rank correlation 0.019, 95 % interval −0.035 to 0.084. The five most similar years add nothing over the prior years alone (difference 0.001). The score describes how these weeks went in the past — it is not a prediction.

Note: the Seasonal Score is recomputed every night for all tickers. “Run” above shows the run date, “Price date” the latest price used.

Not investment advice. The values shown are statistical-historical analyses and not a buy recommendation.

The Seasonal Scanner ranks the whole ticker universe — ETFs, stocks, futures and crypto — by the Seasonal Score. It answers one question: how did the next 30 calendar days go in earlier years? Each row shows the hit rate of prior years with its sample size, the average return in the same window, and the five years whose path was most similar to the current one.

The values are descriptive. A hit rate of 14/20 means: in 14 of the last 20 years the price was higher 30 days after this date. It says nothing about whether that will happen again this year. With 20 years, even 14/20 is well compatible with chance; anyone drawing conclusions should read the sample size along with it.

The basis is each ticker's closing prices, with every year normalized to 100. The most similar years are determined by the correlation of the year-to-date path. Not investment advice.

Frequently asked questions

What does the Seasonal Score measure? It summarizes how the next 30 calendar days went in earlier years: share of positive years and average return over up to 20 comparison years, plus the same two values for the five years whose path so far was most similar to the current year. Four components of 0 to 2.5 points each add up to 0 to 10. The score describes the past; it is not a forecast and not a buy recommendation.

Why is there no bullish or bearish signal anymore? The old thresholds 6.5 and 3.5 were set, not measured. Until a threshold has been tested on data fixed in advance, the scanner shows only the number and its components.

What data does the Seasonal Scanner use? Each ticker's closing prices. Every year is normalized to 100; the 30-day window is computed from the price at the window start and the last trading day up to the target date. If data for that is missing, the ticker is listed with a reason at the end of the table instead of with a substitute value.