Seasonality Terminal
Calendar-effect analysis with monthly return distributions, stability metrics, and rolling regime overlays for any ticker. Surfaces persistent month-of-year anomalies across equities and ETFs.
Visualization preview
Seasonality · SPY monthly returns2016–2025 · 120 obs · avg %
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2016
+0.9
+1.7
+1.0
−0.3
−1.3
−0.0
+3.2
+1.2
−1.1
−0.1
+1.4
+0.9
2017
−0.5
−0.3
−0.1
+0.6
+1.0
+1.8
+2.9
−0.9
−3.2
−0.5
+2.8
+2.8
2018
−1.6
−0.1
+1.0
+1.7
+0.9
−0.1
+0.2
−2.7
−2.7
+1.4
+4.1
+1.9
2019
+1.0
+1.8
+1.4
+0.9
−0.2
−0.6
+1.0
−0.5
−0.2
+2.5
+3.0
−0.0
2020
−0.2
−1.4
−2.3
−1.6
−0.9
−0.4
+0.9
−1.6
−2.7
−0.8
+0.1
−1.4
2021
−1.0
−1.7
−0.4
+2.1
+2.7
+1.4
+0.9
−2.1
−2.2
+1.1
+3.0
+1.8
2022
−3.7
−2.7
−0.7
+0.8
−0.8
−3.5
−3.3
−4.1
−2.6
+0.5
+0.9
−1.9
2023
+0.4
+0.7
+1.4
+1.6
−0.2
−1.5
+0.8
+0.8
+1.0
+1.8
+1.0
−0.9
2024
−0.6
−1.1
+0.0
+1.4
+0.9
+0.3
+2.1
+0.5
−1.0
−0.4
+0.6
+0.9
2025
−2.6
−1.3
+1.6
+3.3
+1.7
−0.3
+0.6
−1.0
−1.6
+0.6
+2.6
+2.5
AVG
−0.8
−0.4
+0.3
+1.1
+0.4
−0.3
+1.0
−1.0
−1.6
+0.6
+2.0
+0.7
Hover any cell · best: Nov +2.4% · worst: Sep −1.1%
Indicative preview · the live dashboard fetches real-time data and exposes interactive controls.
Overview
Calendar-effect analysis with monthly return distributions, stability metrics, and rolling regime overlays for any ticker. Surfaces persistent month-of-year anomalies across equities and ETFs.
What’s inside
- Interactive Streamlit dashboard with real-time controls and parameters.
- Methodology documentation explaining inputs, transforms, and outputs.
- Ranked tables, distribution charts, and rolling-window diagnostics.
- Cross-asset comparisons against benchmarks where relevant.