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Seasonal CTA / Calendar-Event Sleeve
Trades that exist because of the calendar — harvest, driving season, tax dates, contract rolls — not because a 50-day MA said so.
12-Month Cycle in the Cross-Section of Stock Returns
Use same-calendar-month returns in prior years as a cross-sectional signal — annual seasonality in the stock sort.
Halloween / Sell in May
Hold equities November–April and step aside May–October — the two-season calendar, also called the Halloween indicator.
January Effect in Stocks
Overweight small or beaten-up names in early January — the tax-loss / window-dressing calendar, heavily mined.
Market Seasonality Effect in World Equity Indexes
Time global equity exposure with calendar rules (Halloween, first-half vs second-half year) rather than a fundamental forecast.
Overnight Seasonality in Bitcoin
Time BTC exposure to the clock — certain hours print more of the return than a 24/7 average would suggest.
Turn of the Month in Equity Indexes
Be long the index around month-end / month-start and lighter mid-month — a calendar clustering of returns.
Weekday / Weekend Effect
Time equity (or crypto) exposure by day of week — a calendar leftover that has been mined to death.
12-Month Cycle in the Cross-Section of Stock Returns
Use same-calendar-month returns in prior years as a cross-sectional signal — annual seasonality in the stock sort.
Market Seasonality Effect in World Equity Indexes
Time global equity exposure with calendar rules (Halloween, first-half vs second-half year) rather than a fundamental forecast.
Overnight Seasonality in Bitcoin
Time BTC exposure to the clock — certain hours print more of the return than a 24/7 average would suggest.