Seasonal Strategies V1
A rule-based futures seasonality framework using predefined MMDD seasonal windows per asset. Fully time-based execution — built for testing, structure and repeatability.
What it does
- Detects the current asset and loads its seasonal windows.
- Enters trades only when a seasonal window is active.
- Closes trades automatically when the window ends.
- Highlights active seasonal periods on the chart background.
What it is not
- No predictive signals, no indicator-based entries.
- No curve fitting or “magic” filters.
- No position sizing or portfolio allocation logic.
- No promise of future performance.
Best use cases
- Seasonality research on futures & commodities
- Calendar-driven, systematic approaches
- Portfolio-style seasonal baskets
- As a baseline framework for future upgrades (V2+)
How it works
Seasonal Strategies V1 uses predefined seasonal windows per asset. Each window is defined by a start date and end date in MMDD format (e.g., 0107 = January 7). If the current date falls inside a window, the strategy becomes active and can open a position.
Long windows
When at least one Long seasonal window is active, the script can open a long position (if no position is currently open). The position is closed automatically when the active window ends.
Short windows
When at least one Short seasonal window is active, the script can open a short position (if no position is currently open). The position is closed automatically when the active window ends.
If multiple windows overlap, the strategy remains active for the respective direction. Positions are not pyramided.
Chart visualization
V1 keeps the chart intentionally clean. Active seasonal periods are shown via subtle background shading:
- Green background: a Long seasonal window is active.
- Red background: a Short seasonal window is active.
Settings
Seasonal Strategies V1 is intentionally minimal. There are no filters or advanced UI elements in this version.
Strategy behavior
- One position at a time (no pyramiding)
- Time-based entry & exit based on seasonal windows
- Directional seasons (Long/Short) per asset
- Visual background shading for active periods
Version Notes
- Rule-based seasonal execution with predefined asset windows
- Automatic time-based entries and exits
- Clean chart: background shading only (no table)
- Designed as a stable baseline for future versions