Seasonal Trading Strategy – Based on 4-Year Seasonality Patterns

Trade with the rhythm of the seasons – logic-driven, emotion-free.

Overview:

The Seasonal Trading Strategy is a fully automated strategy for NinjaTrader, inspired by Perry J. Kaufman’s article “A Simple Way to Trade Seasonality” published in the September 2019 issue of Technical Analysis of Stocks & Commodities.

By analyzing four years of historical monthly data, this strategy identifies recurring seasonal patterns in the market. It evaluates frequency and price deviation to determine high-probability entry and exit months – whether to go long or short – and automates the entire trading process based on these statistical insights.

Key Features:

• Built for NinjaTrader 8

• Requires 1-month timeframe with at least 4 years of historical data

• Analyzes seasonal tendencies using normalized monthly returns

• Identifies the strongest and weakest months by frequency of gains

• Automatically opens and closes trades based on seasonal bias

• No indicators needed – pure price and seasonality logic

• Source code included – fully customizable

• Compatible with Strategy Analyzer for backtesting and optimization

How It Works:

1. The strategy computes monthly performance for each of the past 4 years.

2. It normalizes returns and calculates the frequency of positive months.

3. If strong seasonality is detected (≥75% win rate vs ≤25% loss rate), the strategy enters a trade:

   • Buy low, sell high if weakness precedes strength.

   • Sell high, buy back low if strength precedes weakness.

4. Positions are closed automatically in the statistically optimal exit month.

Why Use Seasonal Strategies?

Seasonal tendencies exist in many markets – from agricultural commodities to indices. This strategy gives traders a systematic edge based on proven statistical behavior over multiple years. No guesswork, no emotions, just structured logic.

Requirements:

• NinjaTrader 8

• Monthly chart (1-month bar)

• Minimum 4 years of historical data

• Works best on futures, ETFs, or indices with strong seasonality

What You Get:

• Full NinjaScript source code (.cs file)

Important Notice

This product is a tool designed to aid trading analysis, and as such, no responsibility is assumed for any trading losses incurred while using it. Additionally, this product is sold without any refund policy, so please ensure it meets your needs before purchase.

Lifetime License and Unlimited Installations

The Footprint Indicator for NinjaTrader 8 comes with a Lifetime License, allowing users to install it on an unlimited number of devices. This flexibility enables traders to access their customized order flow analysis across all their trading setups.