About
Most "seasonal trading" material is folklore: the Santa Rally, the January Effect, Sell in May. The patterns are old, the evidence is anecdotal, and the rules — if they exist at all — are buried under decades of marketing copy.
This project starts from the other end. Hundreds of candidate seasonal market windows across twenty-six global assets were evaluated against a proprietary multi-factor screen that selects only the most historically reliable and recently consistent setups. The signals featured in this book and on this site are what remained after that filtering process — a disciplined working set rather than a list of folklore.
Each signal is presented with its full multi-decade history. You see exactly which years it worked, exactly which years it failed, and exactly how the trade is structured — entry close, exit close, holding period. The featured signals span every asset class we cover: U.S. and international equity indices, energy and agricultural commodities, gold and silver, Treasury yields, and the major currency pairs.
Traders who want to know which windows matter, organized by week, with the research already done. Risk-aware operators who appreciate that a pattern with a 21-of-25-year track record can still fail in 2026 — and want to size accordingly. Anyone tired of getting their seasonal calendar from market folklore.
Not advice. Not a recommendation. Not a service. This is a research reference. The historical patterns described here are derived from price data through 2025. Past performance does not predict future market behavior. Seasonal patterns can and do fail in any given year. You are responsible for your own trading decisions.
Questions, corrections, or guest commentary: hi@dejavutrade.com.
One email each week. The featured signal, its history, the other trades active that week, and what's about to fire next.