Moore Research - Seasonal Tendencies

[iprph90]

Sentimentrader.com

Market research&analysis tools.

 

[Peter8519]

Here is one suggestion. If we know where is the low of a particular stock e.g. Agilent(A) Close low on June 27th, 2022 and scan for all the lows for all the stocks. We can monitor where are the lows each day. If the lows stay further in the past, then the market is trending up. If more new lows are forming, then the market is trending down. This can be done for sectors and industries.

 

[SunTrader]

Here is one suggestion. If we know where is the low of a particular stock e.g. Agilent(A) Close low on June 27th, 2022 and scan for all the lows for all the stocks. We can monitor where are the lows each day. If the lows stay further in the past, then the market is trending up. If more new lows are forming, then the market is trending down. This can be done for sectors and industries.

Or just look at a new 52 week high/low index like this one for Nasdaq stocks:-

 

[Sprout]

Yes, we are familiar with seasonal tendencies. A few of us in the office are very familiar with seasonal research and specifically the information from MRCI. Happy to help.

What's a reasonable way to approach the subject? There was a suggestion later in the thread to look at the Ag thread. Is this a good start or is there more of a higher level perspective to approach the subject matter with?

 

[Sprout]

I definitively factor in seasonal influences with my trading - using price action to confirm before entering. I consider this a bit of an edge with swing & day trades.

Info alone is not an edge without the right mindset , good risk trade mgmt, & identifying potential trades with asymmetrical reward-to-risk.

This is one examples, there are many more for those that are willing to learn:

The S&P 500 with dividends from 1960 onward returned on average 1.92% for the six-month periods May through October, the “bad-period.” For the other six months, the “good-period,” from November through April, the average return was 8.47%.

So your approach was bottom-up through observing PA? As an intraday/swing trader, do you have any data on Time of Day and Day of Week tendencies?

 

[Sprout]

Check out the agtrade ideas thread. SeasonAlgo is another popular service which is more advanced.

Dang, 232 page thread, let's see what gems are in there!

 

[Gambit]

Dang, 232 page thread, let's see what gems are in there!

It’s a good one. Real live trades with p/l. Lots to learn.

 

[volpri]

Anyone have experience with seasonal tendency data?

Look up Jake Bernstein. I don’t know if he still does but years ago he had piles of seasonal patterns he wrote about.

 

[comagnum]

So your approach was bottom-up through observing PA? As an intraday/swing trader, do you have any data on Time of Day and Day of Week tendencies?

Most all of it you can get from the Traders Almanac.

 

[TrAndy2022]

Do not dive deep into the Almanac, because it is not worth the effort. Most of it does not work out-of-sample, except the few things I already mentioned here. If you want to read more about it, I would look into academic papers. There are plenty of studies here about this topic. E.g. 'Are Monthly Seasonals Real? A Three Century Perspective', etc...and many more.