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seasonal

Seasonal/calendar-effect strategy. Generates trading signals from time-based patterns such as month-of-year effects and day-of-week effects. Suitable for any OHLCV data.

agent/src/skills/seasonal/SKILL.md

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# Seasonal / Calendar Effect Strategy

## Purpose

Uses time-based regularities in financial markets (month effects, day-of-week effects, and similar patterns) to generate trading signals. Examples include the China A-share "spring rally" (January-March) and the "sell in May" effect.

## Signal Logic

### Month Effect (Default)

- Specified bullish months → go long
- Specified bearish months → go short / stay out
- All other months → stay flat

### Day-of-Week Effect (Optional Overlay)