Seasonal analysis · TradersWeek

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Output: Market-regime classification
Input: Cross-market prices, volatility, carry and portfolio weights
Horizon: Weeks to months
Best use: Put a single trade into a diversified or regime-aware context.

Input: Cross-market prices, volatility, carry and portfolio weights.
Output: market-regime.
Use boundary: Put a single trade into a diversified or regime-aware context.

The graph6

How the method is built, and where it has been read

Depends on

Often reviewed together

Intermarket analysis4 readings

Often reviewed together

Commitment of Traders4 readings

Often reviewed together

Dominant cycle detection7 readings

Often reviewed together

Seasonality analysis7 readings

Often reviewed together

Market regime classification11 readings

Often reviewed together

Seasonal trading21 readings

Read in the archive24 of 93 readings

1982Critiquing Fourier, Elliott, and seasonal commodity modelsCycles and spectral analysis 1985Industry leadership carryover as a bull-regime testSeasonality and regimes 1986Two gates for setup and operator readinessDecision process 1986Calendar-locked averaging of price-change histogram categoriesStatistical tests 1987Evaluating weekly price cycles with autocorrelation cutoffsCycles and spectral analysis 1988Fourier cycles versus calendar seasonal regimesCycles and spectral analysis 1990Time-only cycle dates in a Treasury bond case studyCycles and spectral analysis 1990The January barometer as a rest-of-year scoring problemSeasonality and regimes 1990Constant-dollar regimes, the value line, and nested cyclesSeasonality and regimes 1991A thirty-name price-weighted average as a seasonal regime classroomSeasonality and regimes 1991Testing the July-August summer rally as an occurrence countSeasonality and regimes 1992The four-year election cycle as an equity regime mapSeasonality and regimes 1992Building a shared workbook for calendar seasonality testsSeasonality and regimes 1992Constructing detrended tests for calendar seasonalitySeasonality and regimes 1992A semiconductor seasonal-index before the relative-strength overlaySeasonality and regimes 1992Lock the holiday window as a regime, then veto resistanceSeasonality and regimes 1993A three-sleeve regime map for equities, rates, and futuresPortfolio construction 1994Quality screens and dividend-yield regime mapsPortfolio construction 1994Constructing seasonal slots from windows, analog years, and implied volatilitySeasonality and regimes 1994Evaluating eight-year election regimesSeasonality and regimes 1994Seasonal range regimes as a futures context overlaySeasonality and regimes 1995Seasonal and political cycle maps as tested abstention regimesSeasonality and regimes 1995Regime-aware stock screening with intermarket contextIntermarket and spreads 1996Sector rotation across economic cycle phasesSeasonality and regimes

This registry entry describes a research method. It is not investment advice and does not make a performance claim.