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Affichage de 11 articles dans #seasonality
#seasonality
Stock Market Seasonality: Sell in May, Santa Rally
Calendar anomalies in equities have been documented for decades — none large enough to be a strategy on its own, but all useful as context for the seasonal backdrop.
Statistical Significance of Seasonal Patterns
A seasonal average that looks good on a chart can still be pure noise — only a proper significance test tells you whether the pattern has a real edge or is just a random cluster of lucky years.
Options Expiry and Quadruple Witching
Four times a year four classes of derivatives expire on the same Friday, volume surges, gamma exposure drives price toward strikes, and the market behaves oddly.
Month-End and Quarter-End Price Effects
On the last trading days of each month a wave of non-discretionary money moves through the market — pension funds rebalance, target-date funds adjust, and FX hedges are re-sized.
Market Cycle Theory: Kondratieff, Juglar, Kitchin
Economies pulse through nested waves of different lengths, and cycle theory names these waves to give traders a framework for where in the rhythm they stand.
Gold and Safe Haven Cycles
Gold pays no yield and produces nothing, so its price swings in long multi-year cycles tied to real rates, the dollar, and crisis fear — framing every move in the metal.
Forex Monthly and Weekly Seasonality
Forex has no earnings season, but it has seasonality — hiding in fiscal year-ends, repatriation flows, and month-end rebalancing rather than in corporate calendars.
Economic Cycles and Asset Rotation
The same economy that lifts stocks in expansion punishes them in recession, and asset rotation is the practice of holding the asset class and sector that leads each phase.
Cycle Overlap and Resonance Analysis
A single cycle is a breeze, two aligning is a gust, three turning at once is a storm — cycle resonance is where the largest market moves are born.
Crypto Halving Cycles and Seasonality
Bitcoin has a built-in supply clock that halves issuance every four years, producing the most regular cycle in any major asset class — a four-year pulse of boom, bust, and accumulation.
Commodity Seasonality: Oil, Gas, Agriculture
Commodity seasonality is the one form of seasonality with a physical cause — grains are harvested in autumn, gas is injected in summer and withdrawn in winter, and the calendar is the supply-demand curve.