Seasonality Calendar
Min tier PRO98K+ statistically validated seasonal patterns — find stocks in their historically strong window this week
Database of 98,000+ seasonal patterns (window start/end, win rate, avg return, p-value, sample size 10-20 years). Filter: this week / this month / custom day range. Per-stock view: monthly heatmap, earnings gap analysis, volatility window. Statistical validation: only patterns with p-value < 0.05 and min 10 years of data.
1️⃣ Open "This Week" tab — see stocks ENTERING their historically strong window now · 2️⃣ Sort by win rate desc — top 20 with ≥ 70% historical success · 3️⃣ Filter min 12 years of data (sample > 12) — kills statistical noise
📊 Find timing edge: stock that's "decent" all year BUT statistically gives +6.2% in 18 days during this specific window. ⏱️ Skip stocks outside their window — saves mental capital. 🎯 When seasonal window + smart money + composite align, you have a "triple confluence" setup with 75-85% historical success rate.
Jak tato strategie funguje
Sezónní vzorce — využíváme statisticky validovaná opakující se cenová okna (např. historicky silný květen pro určité akcie), kdy historicky 8 z 10 let akcie roste.
Vstup v začátku statisticky významného sezónního okna (win rate ≥ 75 % za 10+ let, p < 0.05). Filtrováno multi-signal confluence (insider, earnings, technická struktura).
98 000+ sezónních patternů. Pouze ty s minimálně 10 lety historie a p-value < 0.05 (kills random noise).
Doba okna (cca 20-40 dnů) — exit na konci historicky silné fáze.
Stop -8 %, target +15 %, hold 25d. Max 30 souběžných pozic. **3 validované varianty 5y (2020-2025 včetně 2022 bear)**: (a) Base OK Verdikt +101 % / Sharpe 1.11 / MaxDD -8.1 % / WR 60.8 % / n=1018. (b) V-A (score≥80) +116 % / Sharpe 1.36 / MaxDD -6.6 % / WR 57.9 % / n=922 — **nejvyšší alpha +18.6 pp**. (c) **W2 (V-A + SPY 200d regime) +105.7 % / Sharpe 1.65 / MaxDD jen -4.6 % / WR 63.6 % / n=667 — nejlepší risk-adjusted**, sedí v cash když SPY < 200d MA (bear regime). Realistic forward expectation × 0.5-0.7.
🎯 Tři validované varianty (5y backtest 2020-2025)
| Varianta | Cum | α vs SPY | Sharpe | MaxDD | WR | Best for |
|---|---|---|---|---|---|---|
| Base (deployed) | +101 % | +3.5 pp | 1.11 | -8.1 % | 60.8 % | baseline |
| V-A (score≥80) | +116 % | +18.6 pp | 1.36 | -6.6 % | 57.9 % | 🥇 max alpha |
| W2 (V-A + SPY regime) | +105.7 % | +8.2 pp | 1.65 | -4.6 % | 63.6 % | 🛡️ best risk-adjusted |
Stop -8 %, target +15 %, hold 25d. W2 přidává filter: vstupy jen když SPY ≥ 200d SMA (skip 22.8 % bear days). Bear 2022 byl skutečný test — W2 sedí v cash, V-A bere ztráty.
Why seasonality works and how to use it
Stock markets have repeating patterns — December tax-loss selling, January effect, Santa rally, Sell-in-May. Every stock also has its own cycle driven by earnings, institutional window dressing, and fiscal year-end.
- 📈 Monthly History — avg return per calendar month over 10-20 years
- 🎯 Current Week — what historically happens THIS week (which stocks are in their statistically strong window)
- ⚡ Earnings gaps — pre-drift, post-gap fill rate around earnings
- 📊 Volume / Volatility — when stocks are active vs dormant
Your action: Start with "Current Week" — shows stocks in historically strong window right now. Combine with Smart Money confluence for maximum edge.
Seasonality Calendar
⚡ Earnings gap seasonality — pre-drift, post-gap, fill rate
KILLER FEATURE: Stocks/ETFs entering a strong seasonal window
Statistically validated seasonal patterns (p < 0.05, ≥ 10 yrs) combined with Smart Money confluence + entry-timing signals (52w zone, earnings, momentum, volume surge, insider net, dark pool, news). Competitors have history; we have confluence.
QMA is an analytical tool for informed decision-making. It does not provide investment advice, buy/sell recommendations, or any form of investment counseling. QMA is not a registered investment advisor (SEC / FINRA / MiFID II / ČNB). Consult a licensed financial advisor before making investments. Past performance does not guarantee future results. All investments carry risk of capital loss.
⚠️ Dulezite upozorneni / Important Notice: QMA je analyticky nastroj pro informovane rozhodovani. Neposkytuje investicni poradenstvi, doporuceni k nakupu ci prodeji cennych papiru, ani zadnou formu investicniho poradenstvi. QMA neni registrovany investicni poradce (SEC/FINRA/MiFID II/CNB). Pred jakoukoli investici se poradte s licencovanym financnim poradcem. Minula vykonnost nezarucuje budouci vynosy. Vsechny investice nesou riziko.|QMA is an analytical tool for informed decision-making only. It does not provide investment advice or recommendations to buy or sell securities. QMA is not a registered investment advisor. Always consult a licensed financial advisor.|Contact: quantummarketanalyzer@gmail.com