Research method
Seasonal chart pattern
Seasonal chart pattern is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Seasonality analysis4 readings
Read in the archive16 readings
1989Weekday price paths are regime-dependent1990Calendar windows as testable index-futures procedures1990The January barometer as a rest-of-year scoring problem1991Testing the July-August summer rally as an occurrence count1996Nested calendar clocks in long-bond futures2006Stacking one-session calendar filters on index regimes2008The January effect as a short window versus the month2012A seasonal window still needs regime and chart confirmation2013Calendar seasonality as a regime filter, not a standalone signal2016Payroll windows and settlement regimes2016A monthly seasonal heatmap as a three-gate regime filter2017Memorial Day seasonal windows across equity, rates, and euro2018Month-turn window, posture, and an open menu2019Monthly FX regimes as three-state stances2019Seasonal windows inside renewable cost regimes2020When a breakdown fails by one box, treat it as a regime filter
This registry entry describes a research method. It is not investment advice and does not make a performance claim.