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Products    May 23, 2013
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Universal Seasonal
Universal Seasonal calculates several of the walk forward seasonal measure, in a walk forward manner. While analyzing data up to 2008 we are only using data through to 2005, 2006, and up to 2007, etc.
List Price:US$ 179.95
Sale Price:US$ 149.95
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Universal Seasonal

 

The Universal Seasonal calculates several of the walk forward seasonal measure, in a walk forward manner. While analyzing data up to 2008 we are only using data through to 2005, 2006, and up to 2007, etc. This allows you to backtest seasonality while minimizing the effects of hindsight which most seasonal studies enjoy. This is a TradersStudio® version of the Universal Seasonal I released in the 1990’s for TradeStation®.

 seasonal pic.jpg

 

 

Ruggiero/Barna Seasonal Index on the S&P500.

 

This package also includes three new seasonal measures.

 

The Ruggiero-Barna Seasonal Index, which combines the percentage of the time the market, moves in a given direction with the size of the moves in an index ranging from -1 to 1.

 

This powerful seasonal indicator was invented in 1995 but is still effective today. In addition you can analyze walk forward seasonal returns and more; both for the complete series to that date as well as a moving window. If you have an interest in seasonal trading this addin for you.

 

Let’s take a look at the results of the Ruggiero Barna Seasonal on the S&P500 from 1982 to 3/11/08, without any deduction for slippage and commission and $250.00 per point throughout the period.

 

 

seasonalResults.jpg

 

This spreadsheet can be viewed HERE.

 

What is even more amazing in the above results is that the only two losing years were 1994 and 2004 and they both were very small losses under 3000.00 for a big S&P500 contract!

These results are amazing considering this systems logic was developed in the mid 1990's before the great bull market of the late 1990's and the bear market of 2000-2002!.

 

Therefore, you can see that the seasonal analysis works more on market than the soft market, like grains and orange juice, like you would expect. Most financial markets have strong seasonal tendencies.

 

 

We are introducing the Universal Seasonal for only $149.95.  

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