Seasonality

The Seasonality Maps are accessible by clicking on Seasonality in the Indicator panel:

The Weekly Seasonal Map shows a summary of the daily percentage change of that stock for the last 52 weeks.

It works for stocks from the DJIA, OEX, SP500, NDX, and select Canadian, European, Asian and Australian stocks.

The table is divided into the following fields:

min: shows the biggest % decline for each day of the week over the last 52 weeks;

max: shows the biggest % advance for each day of the week over the last 52 weeks;

Gain/Loss: shows the cumulative % daily gain/loss;

Average: shows the average % gain/loss; and

% Positive: shows the percentage of days with positive returns for each weekday.

If we select GOOG for example, the table tells us that Mondays tend to be the weakest day of the week for that stock. The maximum percentage loss for a Monday was -4.19%, while the biggest gain was only 2.11%.

The cumulative gain/loss was -2.35%. That means that had you bought GOOG at the close of every Friday for the last 52 weeks, and sold at the close the next Monday, you would have lost 2.35%. On the flip side, had you shorted the stock on Friday, and covered on Monday, the gain would have been 2.35%. The same strategy executed on Monday and Tuesday (i.e. buy on Monday, sell on Tuesday) would have resulted in a gain of 20.09%. If the trade was held for one more day, and closed on Wednesday, the cumulative result would have been > 29%.

The average % loss for Mondays is -.06%, while the average gain for Tuesdays is .39%.

Only 41% of Mondays during the last 52 weeks showed positive returns, compared to 61% of Tuesdays:

The Seasonal Forecast shows the average % gain/loss for the current month for the last 7 years.

For example, from a seasonal point of view, QQQ has had a strong seasonal performance between June 13th and June 19th. June 2014 was no different in that regard. Which goes to show that these statistics could be very helpful in planning your trades:

Warning: the above results are hypothetical, and are provided for informational and educational purposes only. They should not be construed as trading advice nor an invitation to buy or sell securities. Trading is a risky business and can result in substantial losses.

Additional weekly and monthly seasonality studies are available from OT Seasonal