Seasonality in personal results: the month-by-month view
Posted: Tue Oct 27, 2026 8:52 pm
Markets have seasons: the quiet northern summer, the busy autumn, the thin holidays. Personal results often follow the same rhythm, but few people look.
Group trades by calendar month across a couple of years, if that much data exists, and compare net result, trade count and average spread. Patterns that appear might include a weak August, a strong September, and a messy December. Not necessarily because the strategy changes, but because the market environment does.
With limited data, caution is essential. Two Augusts is a tiny sample, and a pattern from two points is a coincidence waiting to happen. Treat findings as questions to investigate, not rules.
Another angle is tracking the effect on the trader: holidays, travel, work cycles and family events all shape attention. A pattern of poor results in a specific month may be about personal circumstances, not the market.
Is there a seasonal pattern in the personal journal, and does it match known market seasonality?
Group trades by calendar month across a couple of years, if that much data exists, and compare net result, trade count and average spread. Patterns that appear might include a weak August, a strong September, and a messy December. Not necessarily because the strategy changes, but because the market environment does.
With limited data, caution is essential. Two Augusts is a tiny sample, and a pattern from two points is a coincidence waiting to happen. Treat findings as questions to investigate, not rules.
Another angle is tracking the effect on the trader: holidays, travel, work cycles and family events all shape attention. A pattern of poor results in a specific month may be about personal circumstances, not the market.
Is there a seasonal pattern in the personal journal, and does it match known market seasonality?