OPEN-SOURCE SCRIPT

Does your trading pass the seasonality test?

By DasanC
Are you consistently beating the standard "Buy and Hold" benchmark?

Check your performance against the next most common strategy:
Buy at the start of the holiday season and close in the new year.

By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade.
Commission is set to be 0.5% of each trade.

You can tweak the direction of trades by adjusting the first setting.
Tweak the holding period by changing the Entry and Exit months.

Red plot: Balance of account
Orange plot: Equity of account



benchmarkHistorical Volatilityholiday
DasanC
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Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.

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