Seasonal Pattern Scripting & Backtesting


I appreciate the new work on the system to allow users to select month, days etc.

However is there a way to backtest a strategy, e.g. a moving average cross over or monthly momentum rank and only select stocks which have strong seasonal strength or are in their historical strongest periods.

E.g. My personal research shows that retail stocks tend to be better performers in the last quarter of the year due to Christmas seasonal patterns.