Seasonality Analyzer — Seasonal Pattern Discovery

S&P 500 ETF Trust SPY 15y NYSE USD

Annual Seasonality

Enter a symbol and click Analyze

Cumulative profit

Pattern returns

Jan → Dec

Pattern Rest

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Annualized return ⓘ

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Winning trades ⓘ

Return

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Annualized return ⓘ

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Annualized(Rest) ⓘ

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Average return ⓘ

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Median return ⓘ

Profit

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Total profit ⓘ

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Average profit ⓘ

Gains

Losses

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Gains ⓘ

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Losses ⓘ

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Profit ⓘ

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Loss ⓘ

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Max. profit ⓘ

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Max. loss ⓘ

Miscellaneous

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Trades ⓘ

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Current streak ⓘ

Kelly Criterion

vs. — @ — ann.

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Full Kelly

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0.75 Kelly

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0.5 Kelly

Rf period-adj: —

🧬 Pattern Optimizer

Genetic Algorithm — runs locally in your browser

Discovered Patterns

0 selected

	#	Dir	Day Range	Period	% Return	G/P Ratio	Mod. Sortino	Score

Combined Equity Curve

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Avg Return %

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Gain-to-Pain

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Mod. Sortino

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Win Rate

📈 Walk-Forward Analysis

Rolling GA optimization with out-of-sample validation

In-Sample Window

years

Training period per fold

OOS Window / Step

year(s)

Test period & roll step

Patterns / Fold Top GA strategies to trade OOS

Gens / Fold GA generations per fold (keep low for speed)

Pop / Fold GA population size per fold

OOS Equity Curve

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Total OOS Return

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OOS Win Rate

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Positive Folds

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Avg OOS Return

Fold Results

#	In-Sample	Out-of-Sample	Best Pattern	IS Score	OOS Return	Equity

🌍 Multi-Market Scanner

Walk-forward analysis across the 40 most liquid global markets

Data History

years

Total history to fetch

In-Sample

years

Training window

OOS / Step

year(s)

Out-of-sample period

Patterns Top patterns per fold

Gens GA generations (lower = faster)

Pop GA population per fold

#	Market	OOS Return	Win Rate	Avg/Fold	Folds	Equity Curve