# SeasonalEdge

> SeasonalEdge tests calendar rules on US stocks and ETFs (weekdays, the turn of the month, weeks of the month, date windows, weeks and months of the year, FOMC days and the sessions after market holidays) against holding the same symbol for the same number of sessions. A rule counts only when it beat that hold, not merely when it made money.

How to read every figure SeasonalEdge publishes:

- Returns are gross, before any trading cost or tax.
- Figures through the research cutoff are computed on history; results after the cutoff are out of sample and reported apart.
- "Excess" is a rule's return minus holding the same symbol for the same sessions. Rates are quoted with the years they cover.
- A calendar rule describes what happened in past years, not what a symbol will do. Nothing here is investment advice.
- Dates are New York exchange sessions; trades enter and exit at the open.

## Connect an AI app (MCP)

- [Connect an AI app](https://seasonaledge.com/agents): steps for ChatGPT, the Gemini app, Claude, Claude Code, Cursor, VS Code and Gemini CLI
- MCP server: https://seasonaledge.com/api/mcp (Streamable HTTP, read-only tools, OAuth 2.1 sign-in with dynamic client registration; members only)
- Protected resource metadata: https://seasonaledge.com/.well-known/oauth-protected-resource/api/mcp
- Replies: each tool answers under 40,000 characters; the equity chart and the list of every trade stay on the site's strategy and Check pages; scan_rules returns 15 rules a call (page with offset)

## Research

Public pages, each answering one question with every year of evidence, gross, against holding the same symbol for the same sessions. Quote a figure with the years it covers.

- [Research](https://seasonaledge.com/research): every research page
- [How the research pages are computed](https://seasonaledge.com/research/methodology): the same-duration hold comparison, gross returns, the research cutoff, what the figures do not claim, and the comparison worked through with real trades
- [The FOMC announcement day on SPY](https://seasonaledge.com/research/fomc-announcement-day-spy)
- [October 31 on SPY: 15 sessions from Halloween](https://seasonaledge.com/research/halloween-october-31-spy)
- [The turn of the month on SPY](https://seasonaledge.com/research/turn-of-the-month-spy)
- [November on SPY](https://seasonaledge.com/research/november-spy)
- [December on SPY](https://seasonaledge.com/research/december-spy)
- [January in small caps: IWM](https://seasonaledge.com/research/january-iwm)
- [Every month, side by side](https://seasonaledge.com/research/hubs): the twelve calendar months tested together on one ETF or a group of them
- [Every month on IWM, against holding: six ahead on average, three after every check](https://seasonaledge.com/research/hubs/iwm-seasonality)
- [Sector ETFs month by month: in six months, all nine land on the same side of holding](https://seasonaledge.com/research/hubs/sector-etf-seasonality)
- [Research guides](https://seasonaledge.com/research/guides): how to read a calendar-rule result, with the studies' own figures
- [Mean versus median seasonal returns: what the gap reveals](https://seasonaledge.com/research/guides/mean-versus-median-seasonal-returns)
- [Why a high seasonal win rate can still mean little advantage](https://seasonaledge.com/research/guides/win-rate-versus-edge)
- [Same rule, three ETFs: how one extra year reorders a November comparison](https://seasonaledge.com/research/guides/matching-history-in-etf-comparisons)
- [Before the cutoff, after it, after publication: three kinds of seasonal result](https://seasonaledge.com/research/guides/historical-post-cutoff-and-prospective)
- [How much can a round trip cost before a calendar rule stops paying?](https://seasonaledge.com/research/guides/break-even-round-trip-cost)
- [Average winners and losers: what a hit rate leaves out](https://seasonaledge.com/research/guides/average-winners-and-losers)

## Pages

- [Home](https://seasonaledge.com/): what SeasonalEdge measures, and the rules entering in the next sessions
- [Glossary](https://seasonaledge.com/glossary): every figure defined
- [Track record](https://seasonaledge.com/track-record): the registered strategies' trades since the research cutoff
- [Hypothetical performance](https://seasonaledge.com/legal#notice): the notice on figures computed on history