Equity SectorEnergy summer driving season
Crude/oil stocks rally May-July on driving demand
Source: quantpedia.com
Equity SectorNatural gas winter heating
Long Oct-Jan ahead of heating season demand
Source: quantpedia.com
Equity SectorRetail Q4 holiday season long
Long retail late-Oct cover early-Dec for Black Friday rally
Source: quantpedia.com
Equity SectorTech earnings season Apr/Jul/Oct/Jan
Increase exposure during earnings months; size to vol expansion
Source: quantpedia.com
Equity SectorHealthcare ASCO/AHA conference plays
Position into key medical conferences May/Nov for catalyst pops
Source: quantpedia.com
Equity SectorBank earnings July long financials
Big banks kick off Jul earnings season; long XLF mid-Jun
Source: quantpedia.com
Equity SectorTravel Memorial Day to Labor Day
Long travel/airlines from Memorial Day through Labor Day
Source: quantpedia.com
Equity SectorDefense fiscal year-end Sep
Defense contractors benefit from end-of-fiscal-year DoD spending
Source: quantpedia.com
IndexQ1 small-cap January effect
Long IWM Dec close cover Jan close to capture smallcap January bounce
Source: calendar-effects.behaviouralfinance.net
IndexQ4 large-cap rally
Best 3-month period historically Nov-Jan for large caps
Source: quantpedia.com
IndexAugust low-volume drift
Reduce size in August; range-bound on light volume
Source: quantpedia.com
IndexSeptember seasonal weakness
Worst calendar month historically; reduce or short
Source: quantpedia.com
CurrencyJPY repatriation March-end
Japanese fiscal year-end March 31; JPY repatriation flows strengthen JPY
Source: quantpedia.com
CurrencyEUR August holiday quiet
European August holiday season; expect range trading
Source: quantpedia.com
CurrencyUSD year-end strength
USD often firms into year-end on liquidity demand
Source: quantpedia.com
CommodityWheat harvest pressure July
Northern Hemisphere harvest pressure pushes wheat lower in July
Source: quantpedia.com
CommodityCorn weather rally June-Aug
Pollination weather risk drives corn higher June-Aug
Source: quantpedia.com
CommoditySoybean harvest October pressure
US soybean harvest pressure peaks October
Source: quantpedia.com
CommodityCocoa Christmas demand
Long cocoa August into November for chocolate season demand
Source: quantpedia.com
CommodityGasoline driving season Apr-May
Long gasoline futures Apr-May ahead of summer driving demand
Source: quantpedia.com
CommodityHeating oil winter Oct-Dec
Long distillate fuel ahead of winter heating demand
Source: quantpedia.com
CommodityGold January-February strength
Gold seasonally strong Jan-Feb on Asian wedding/Lunar New Year demand
Source: quantpedia.com
CommoditySilver July-September strength
Silver seasonally strong late summer ahead of industrial demand
Source: quantpedia.com
CommodityCopper Q1 strength
Copper benefits from China post-CNY restocking demand
Source: quantpedia.com
CommodityCattle summer rally
Grilling season demand drives summer cattle higher
Source: quantpedia.com
BondsTreasury auction concession
Yields back up before auction ; concession then snap back
Source: quantpedia.com
BondsYear-end Treasury demand
Long bonds year-end on liquidity/window-dressing demand
Source: quantpedia.com
BondsRefunding week Tue-Thu
Trade auction-week dynamics including 3y/10y/30y refunding cycles
Source: quantpedia.com
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.