Seasonal / Calendar Effect Strategy

Purpose

Uses time-based regularities in financial markets (month effects, day-of-week effects, and similar patterns) to generate trading signals. Examples include the China A-share "spring rally" (January-March) and the "sell in May" effect.

Signal Logic

Month Effect (Default)

• Specified bullish months → go long
• Specified bearish months → go short / stay out
• All other months → stay flat

Day-of-Week Effect (Optional Overlay)

• Monday / Friday effects
• Start-of-month / end-of-month effects

Combined Mode