Seasonality Scanner by thedatalayers.com

14 déc. 2025

The Seasonality Scanner automatically detects seasonal patterns by scanning a user-defined number of past years (e.g., the last 10 years).

Based on this historical window, the indicator identifies the strongest seasonal tendency for the currently selected date range.

The scanner evaluates all valid seasonal windows using two filters:
• Hit Rate - the percentage of profitable years
• Average Return - the highest mean performance across the analyzed period

The best-scoring seasonal setup is displayed directly on the chart, including the exact start and end dates of the identified pattern for the chosen time range.
Users can define the period they want to analyze, and the indicator will automatically determine which seasonal window performed best over the selected history.
Recommended Settings (Standard Use)

For optimal and consistent results, the following settings are recommended:
• Search Window: 20-30
• Minimum Length: 5
• Time Period: from 2015 onward
• US Election Cycle: All Years

These settings provide a balanced and reliable baseline to detect meaningful seasonal tendencies across markets.

This indicator helps traders understand when recurring seasonal patterns typically occur and how they may align with ongoing market conditions.

This indicator is intended to be used exclusively on the daily timeframe, as all calculations are based on daily candles.
Using it on lower timeframes may result in inaccurate or misleading seasonal readings.

4 janv.

Notes de version

Updated for 2026

il y a 3 jours

Notes de version

Update Notes
• Added Sharpe Ratio and SQN (return-based, trade-level) metrics for better pattern quality assessment.
• Added Average Drawdown and Max Drawdown statistics.
• Added a new Year-by-Year History Table that lists past pattern trades (results + drawdown) for quick review.

Variante 2 (etwas ausführlicher, aber immer noch TV-tauglich)

Update Notes
This update improves both statistics and transparency:
• Integrated Sharpe Ratio and SQN (return-based, trade-level) to better evaluate the quality/stability of seasonal patterns.
• Added Average Drawdown and Maximum Drawdown metrics (risk-focused stats).
• Added a new Year-by-Year History Table that displays past trades from the detected pattern in a clear list, making it easy to review how each year performed.

avant-hier

Notes de version

Bug Fix

avant-hier

Notes de version

New update includes: Sharpe Ratio, SQN, a yearly performance table, and a Multi-Asset Scanner. A new tutorial is also available.