reading 25 years of daily bars…

seasonality — which days of the year are reliably bullish, and which are bearish?

Every session of the last twenty-five years sorted into the slot of the year it fell in, so you can see which calendar dates have paid and which have cost. The measure is log basis points — 100 bp is 1 per cent — and every figure is gross of commission, spread and tax. Because roughly 250 buckets are being scanned at once, the number of readings and the number chance alone puts past the line are printed beside every answer. You pick the stretch of history; this page reports its arithmetic and never ranks one window against another.

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Instrument Bucket Measure Smooth ±0 Compared with Index feed Window
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Which days of the year go up, and which go down? each bucket’s average, in basis points per occurrence · below it, the same numbers added up across the year
Which instruments ran hot on which days of the year? one row an instrument, one column a bucket · red is hot for that row, blue is cold · click a column to sort by it, click a cell to jump to that instrument
The most bullish and the most bearish buckets — and what doing the obvious thing paid over the same stretch … …
Effects that already have a name … These are published calendar patterns with known mechanics. They are listed here so a bucket that lands on one is read as that effect rather than as a discovery — every bucket in the table above states which of these it carries.
Every instrument on the board — its own best and worst bucket … Depth differs enormously: the first four rows carry about 25 years, the rest about 5. A 25-year row and a 5-year row are not comparable, so every row prints its own dates and its own count. Sort any column.
Machine-readable text dump — every number on this page, as plain fixed-width text 
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