In this page, you can discover the results of our market seasonality trading experiment.
I select 5 stocks every 17th of the month analyzing the historical seasonality and I equally dividing the available capital among these chosen stocks.
Track the historical transactions and analyze the performance influenced by seasonal trends.
This detailed documentation provides valuable insights for traders and investors interested in understanding and leveraging market seasonality.
This is an experiment in order to know if we can earn with a simple trading based on market seasonality.
NOTE:
Trades starting from July 17 have been chosen by an algorithm I created.
Given a start date and a time window in days (in this case 30), it returns the top-performing companies that have historically performed well during that time window in previous years.
This experiment aims to test (and potentially improve) this algorithm.
First trade with the algorithm