Nkakrankakra — Seasonal Trading

For informational purposes only. Seasonal patterns are derived from historical academic research and institutional flow studies. Past seasonals do not guarantee future results. This is not financial advice — always apply your own analysis and risk management.

Active now

Entering within the next 14 days

Total strategies

Active today

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≥ 65% win rate

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Positive expectancy

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YF data coverage

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Pair / Market	Direction	Entry	Exit	Days	YF Win Rate · Exp · Trend	Rationale	Detail

All strategies mapped by entry month. Current month highlighted in gold. Teal = Long · Coral = Short · Solid border = active today.

Seasonal Spread Strategies. Long one instrument, short a correlated one simultaneously. Return = %move(LongLeg) − %move(ShortLeg). Spreads are often more reliable than outrights because macro shocks tend to hit both legs — the seasonal captures the relative move between them, which is more structurally driven. Methodology inspired by MRCI seasonal spread research.

Total spreads

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Active today

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≥ 65% win rate

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Positive expectancy

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Long leg	Short leg	Entry	Exit	Days	YF Win Rate · Exp · Trend	Category	Rationale	Backtest

Level 1 — Raw Seasonal Backtest · Yahoo Finance data. Enter at the open on the seasonal entry date. Exit at the close on the exit date. No stop loss, no filtering — pure price history. Each year = one trade. Green = price moved in the seasonal direction. All data sourced from Yahoo Finance via the Cloudflare Worker KV cache. Results auto-computed on page load for all supported instruments.

Strategy

Years of history

Select a strategy above and click Run Backtest.