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Seasonality Calculation & Statistics

Seasonality Calculation & Statistics

The Seasonality Calculation & Statistics indicator is a quantitative tool designed to backtest, track, and visually analyze specific seasonal recurring calendar patterns across historical data directly on the daily timeframe

It eliminates guesswork by isolating user-defined date windows (e.g., May 1 to May 15), calculating historical performance metrics, projecting upcoming seasonal cycles, and providing detailed table dashboards

Key Features

Custom Seasonal Windows: Define exact start and end dates (Day/Month) and evaluate both Long and Short seasonal directions

Smart Vertical Timeline Markers: Clean visual boundaries marking every historical cycle and projecting upcoming future opportunities

Shifted Exit Boundary for Visual Clarity: The vertical exit line is deliberately placed one trading day to the right ($t + 1$), cleanly enclosing the entire holding period so you can analyze every historical price bar inside the pattern without overlapping visual obstruction

Three Built-in Statistical Tables: Comprehensive performance summaries, year-by-year logs, and multi-period lookback comparisons

SQN & Risk Metrics: Real-time calculation of System Quality Number (SQN), Win Rate, Average Return, Average Profit, and Maximum/Average Drawdown

Visual Chart Elements

Entry Line & Label: A vertical line (default lime) placed on the entry candle close

Shifted Exit Line & Label: A vertical boundary line (default red) shifted one trading day to the right of the exit candle, framing the trade window perfectly for post-trade review

Result Badges: Clean floating labels displaying the percentage return and maximum intra-trade drawdown for each individual year

Future Projections: Forward-projected dashed lines plotted into empty chart space to highlight when the next seasonal window opens and closes

Dashboard Tables
1. Summary Table: Displays overall strategy performance across the entire selected backtest horizon

Direction (Long / Short)

Calendar Window & Trade Duration

Winning Trades ratio and Win Rate percentage

Average Return and Average Winning Trade Profit

Average Drawdown and Maximum Intra-trade Drawdown

System Quality Number (SQN) to evaluate statistical edge

2. Yearly Table: Provides a granular, year-by-year historical audit containing

Specific trading cycle year

Executed start and end dates

Trade Return (%)

Trade Maximum Drawdown (%)

3. Period Summary Table: Breaks down win rates across customizable historical segments (e.g., last 3, 5, 10, or 15 years) to help identify if a seasonal pattern is strengthening, decaying, or completely cooked in modern market regime

How to Use

Apply the indicator to any asset on the Daily (1D) timeframe

Set your desired seasonal window via Start Day / Start Month and End Day / End Month

Select Long or Short bias

Adjust the lookback starting years to focus on specific economic cycles

Use the projected lines to prepare for upcoming seasonal setups ahead of time

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