Seasonal Strategies V1 — Strategy by DerAndi72
By DerAndi72
Performance Metrics
- Author: DerAndi72
- Symbol: CME:LE1!
- Timeframe: 1 day
- Net P&L: +8,501,100.00 USX (+85,011.00%)
- Win Rate: 60.7%
- Profit Factor: 2.133
- Max Drawdown: 1,765,321.00 USX (3,838.15%)
- Total Trades: 150
Description
Seasonal Strategies V1 is a rule-based futures seasonality framework built around predefined calendar windows per asset.The strategy automatically detects the current symbol and activates long or short trading phases strictly based on historically observed seasonal tendencies. All entries and exits are fully time-based — no indicators, no predictions, no discretionary input.Key FeaturesAsset-specific seasonal windows (MMDD-based)Automatic long and short activationFully time-based entries and exitsOne position at a time (no pyramiding)Clean chart visualization using subtle background shadingNo indicators, no filters, no curve fittingPhilosophy:This strategy is designed as a structural trading tool, not a forecasting model.It focuses on when a market historically shows seasonal tendencies — not why or how far price might move.Seasonal Strategies V1 intentionally keeps the chart clean and minimal, making it suitable as a baseline framework for research, portfolio-style seasonal approaches, or further extensions in later versions.Intended Use:Futures and commodity marketsSeasonality research and testingSystematic, calendar-driven strategiesEducational and analytical purposesDisclaimerThis script is provided for educational and research purposes only.Past seasonal tendencies do not guarantee future performance.Risk management, position sizing, and portfolio decisions are the responsibility of the user.