Calendar rules, measured against holding

Separate seasonal patterns from market drift.

Most “seasonal winners” are just bull-market stocks going up. We test every weekday, month-end, holiday and calendar window across 1,456 US stocks and ETFs against holding the exact same asset for the exact same number of sessions, so market drift never fools you.

Explore seven published SPY strategies, their defined rules, and their post-cutoff trade ledgers.

  • Claude
  • ChatGPT
  • Gemini

Use Claude, ChatGPT or Gemini? Connect SeasonalEdge via MCP.

Membership required; client availability varies.

How the testing works

  • Compared with ordinary holding

    Each calendar window is compared with ordinary same-length returns for that asset. Excess measures the difference, adjusted for the rule’s direction: a short beats holding when the price rose less than usual, even if the short lost money.

  • Research and later results kept separate

    Rule discovery and rankings use prices through December 31, 2025. Results after that date appear separately.

  • Defined strategy rules

    Each named SPY strategy follows a documented rule based on published research. Its page names the study it comes from and the date its rule was registered.

  1. Research: through Dec 31, 2025
  2. Post-cutoff evaluation: Jan 1, 2026 onward

GlossaryFull methodologyHypothetical performance notice

Two calendar claims. Two different results.

A positive historical return does not tell the whole story. See what remains after comparing it with ordinary holding.

Entering in the next five sessions

Shortlisted rules whose next entry is near, strongest first. Each passed every filter:

  • At least 15 years of history
  • Beat holding in at least 80% of observed years
  • Beat holding in both final research years: 2024 and 2025
  • Average trade made money, gross

Excess / year is the average over the years of each year’s total excess over holding, gross. It is a sum, not compounded: not the growth of an account. Historical, hypothetical results before costs. These filters describe past consistency, not the probability of a future profit. Hypothetical performance notice.

Inside the platform

Discover an idea, test it, and understand the evidence. Follow a strategy, see its upcoming trades, and verify the result afterward.

  • Find calendar rules and compare their historical evidence.

    The Scan: a table of calendar rules on SPY with each one’s excess per year, years beating holding and next entry.
    Snapshot of Oct 20, 2026. Hypothetical results through the research cutoff; post-cutoff results shown apart.Explore the product

Ask your AI app

Connect SeasonalEdge to ChatGPT, Gemini, Claude or your coding tool, and ask in plain words. The app reads the same scan, rules, strategies and track record you see here, and cannot change anything. SeasonalEdge is a remote MCP server, the open standard these apps use for connectors.

  • Claude
  • ChatGPT
  • Gemini
  1. 1. Add the connector. In your app’s connector settings, paste https://seasonaledge.com/api/mcp
  2. 2. Sign in and allow it. The app opens SeasonalEdge; sign in with your account. There is no key to copy.
  3. 3. Ask. Disconnect it any time from your account page.
  • “Which calendar rules on SPY enter in the next five sessions, and in how many of their years did each beat holding?”
  • “Check AAPL, MSFT and NVDA: which rules enter in the next month, and how did each do after the research cutoff?”
  • “Did buying QQQ on the last session of the month beat holding it, year by year?”
  • Answers carry the same figures as the site: gross returns, computed on history through the research cutoff, with later results apart. Not a forecast and not advice.

Explore the rules behind the numbers.

Get the scanner, custom checks, symbol profiles, strategy ledgers, and AI connector access.

Get member access

Get the next study by email

One calendar claim, tested against ordinary holding. Free, no account needed.