Market Seasonality Chart Generator

[ Home ] [ Background ] [ Calculation ] [ The Code and How to Use ] [ Examples ]

Generating "Market Seasonality" Chart for any market listed on Yahoo Finance

Background

For effective analysis and the development of seasonal trading strategies, it is often necessary to have a historical average return for the month. By independently generating this data, we gain a deeper understanding of the underlying mechanics, which allows us to customize the historical period to suit our specific analytical or strategic requirements.

How The Chart is Calculated

This is a cumulative average return chart. It's calculated by first finding the average daily return for each specific day of the year over the last decade. These daily averages are then accumulated to create the plotted line. That's it! That's simple!