Seasonality Cycle Chart Possibility

[EricKal9 (Eric Kalamaras)]

Is it possible to create a line based seasonality chart like the below in Optuma?

The example scripts I have seen usually show a single year or monthly comparison on a bar chart, but not something quite like this. Would something similar be possible?

Thank in advance,

EK

[DarrenH-Optuma (Darren Hawkins)]

Hi Eric,

You can create this type of chart using the Signal Tester and creating a formula, although can’t combine the 3 cycles in the example.

For example, the average year in the S&P500 can be calculated using YEARNUM() IsUp as the trigger, and taking the close of the day before (ie the last day of the previous year) with 252 trading days after:

V1=YEARNUM() IsUp;
//Offset to the day before to get the previous year close;
V1[-1]

For the US Presidential cycle see here:

Presidential Cycle Signal Testing

Hi All, There is a lot of interest in the Presidential Cycle and also the ability to test the performance of different years in the cycle. I’ve created a script that you can use to identify the 1st trading day of year X in the presidential cycle. You can modify this for any cycle (partial years would involve working out total months etc). Here’s the script // day number only goes down on the first trading day of the month d1 = DAYNUM() IsDown; // month is Jan m1 = MONTHNUM() == 1; // 190…

[DarrenH-Optuma (Darren Hawkins)]

Another example for years ending in 5:

// Change in year
m1 = YEARNUM() IsUp ; 
//Use MOD, 10 to get the year, eg all years ending in 5;
y1 = Mod(YEARNUM() - 1900, VALUE=10) == 5; 
S1= m1 and y1;
//Previous year close;
S1[-1]

Average year ending in 5 for DJI (not including this year):

[EricKal9 (Eric Kalamaras)]

Thank you sir.

I did not see that post from Mathew. Very helpful as always.