COT-Trader Seasonality - Indexed Geometric PathCOT-Trader Seasonality is a visual research indicator designed to study seasonal tendencies in futures, commodities, indices and other markets.
The script focuses on one specific question:
How has a market typically behaved throughout the calendar year when historical years are compared on a normalized basis?
Instead of averaging raw historical prices, the indicator indexes each historical year to a base value of 100 at the first available trading day of that year. This makes different years comparable across changing price regimes.
This is especially useful for markets such as commodities and futures, where long-term price levels can change significantly over time.
Methodology
The indicator uses an Indexed Geometric Seasonal Path approach:
1. Each historical year is indexed to 100 at its first available trading day.
2. Each following trading day is converted into a relative factor versus that year’s starting value.
3. For each calendar day, the geometric mean of the indexed historical factors is calculated.
4. The resulting seasonal curves are plotted on a synthetic January-to-December seasonal scale.
The geometric approach is used because price development is multiplicative. A 10% gain followed by a 10% loss does not return a market to its original level. Working with relative factors is therefore more appropriate than directly averaging absolute historical prices.
Displayed Curves
The indicator can display:
• 10Y Main Seasonal Curve
• 5Y Seasonal Curve
• 15Y Seasonal Curve
• 20Y Seasonal Curve
• Current Year / YTD indexed path
• Previous Year indexed path
• Synthetic seasonal month scale
The 10Y curve is the main reference curve. The 5Y, 15Y and 20Y curves are included as comparison views to help evaluate whether shorter-term seasonal tendencies differ from longer-term historical behavior.
The current year line stops at the latest available data point. It is not extended into the future.
How to Use
This indicator can be used to:
• compare the current year against historical seasonal tendencies
• identify periods where several seasonal curves move in a similar direction
• compare shorter-term and longer-term seasonal behavior
• study whether the current year is behaving normally or as an outlier
• support broader market research together with positioning, fundamentals, volatility and risk analysis
The month labels shown in the indicator are a synthetic seasonal month scale. They are not the same as the chart’s real time axis.
What This Indicator Does Not Do
This script does not generate buy or sell signals.
It does not predict future prices.
It does not automatically identify the best seasonal trading window.
It does not include stop-loss, take-profit, position sizing or strategy backtesting logic.
It is intended as a visual research tool, not as a standalone trading system.
Limitations
Seasonality describes historical tendencies, not certainties. Markets can deviate significantly from historical seasonal patterns due to macroeconomic conditions, weather, supply-demand shocks, positioning, volatility, futures contract rolls or other market-specific factors.
For futures and continuous contracts, historical data quality and roll methodology can influence the visual result.
The indicator should be used as one part of a broader analytical process.
Initial public release.
Features:
• Indexed geometric seasonal path calculation
• Fixed 10Y main seasonal curve
• 5Y, 15Y and 20Y comparison curves
• Current year / YTD indexed path
• Previous year indexed path
• Synthetic January-to-December seasonal month scale
• Built-in legend and methodology table
This indicator is designed for visual seasonal research and does not generate trading signals. Indicator
Performance Comparison (Zeiierman)█ Overview
Performance Comparison (Zeiierman) is a period-mapping comparison engine that shows how the current month, quarter, or year is evolving relative to its historical structure.
It takes completed historical periods, compresses each into a normalized timeline, and overlays them on the active period so you can compare paths, pace, expansion, and finish. Instead of only asking where the price is now, the script asks how this period is behaving relative to past periods at the same stage of development.
The indicator displays all curves in Percentage Accumulated terms, meaning each period starts at the same zero point and then tracks total return from that period start. This makes it easier to compare period structure on an equal footing, regardless of the asset’s raw price level.
█ How It Works
⚪ 1) Period Segmentation
The script groups price into repeating time buckets based on the selected Period:
Monthly
Quarterly
Yearly
Each new month, quarter, or year starts a fresh period, while completed periods are stored for later comparison.
⚪ 2) Timeline Normalization
Because historical periods do not all contain the same number of bars, each is remapped to a shared normalized progress scale from start to end.
This allows the script to compare:
the beginning of one period to the beginning of another
the midpoint of one period to the midpoint of another
the final stage of one period to the final stage of another
So even if one quarter had more bars than another, both can still be compared on the same visual path.
⚪ 3) Value Mapping
The script uses Percentage Accumulated only.
Each period begins at 0% and then tracks cumulative return from that period’s starting price:
Percentage Accumulated = current price/period starting price − 1
This means all periods are anchored to the same starting point, making relative path comparison much cleaner than raw price comparison.
⚪ 4) Historical Curve Engine
Completed periods are collected into comparison buckets across the normalized timeline. From these buckets, the script can draw:
Historical paths
Median path
Average path
This creates a period-based structure model rather than a simple price overlay.
⚪ 5) Current Period Tracking
The active period is plotted on top of the historical framework, so you can see:
whether the current action is stronger or weaker than normal
whether it is tracking near the median path
whether it is diverging from the average or historical range
where the current period sits in time through the timeline bar
⚪ 6) Similarity Table
The table compares the current period against past visible periods using four path metrics:
MAE: Average distance from the current path. Lower is better.
Max Dev: Largest divergence at any point. Lower is better.
Dir Match %: How often did both paths move in the same direction? Higher is better.
End Diff: Difference at the latest comparable point. Closer to zero is better.
This helps identify which historical period most closely resembles the current one.
█ Why It Is Useful
⚪ Structural Context
The script does not just show whether the price is up or down. It shows whether the current period is unfolding in a way that is typical, weak, extended, delayed, or abnormal relative to history.
⚪ Period-Based Comparison
It is especially useful for traders and analysts who think in recurring cycles, such as:
monthly structure
quarterly seasonality
yearly progression
█ How to Use
⚪ Historical Comparison
Use the historical paths to see how prior periods behaved across the full normalized timeline.
⚪ Median Path
Use the median as the most typical historical path. This is often the cleanest benchmark for “normal” behavior.
⚪ Average Path
Use the average to measure the broad mean tendency of past periods.
⚪ Current Period
Use the current path to judge whether the live period is:
leading
lagging
tracking normally
diverging sharply from history
⚪ Similarity Table
Use the table to find the closest historical analog to the current period.
Low MAE and Max Dev suggest close path similarity.
High Dir Match % suggests similar movement behavior.
End Diff near zero suggests similar positioning at the current stage.
█ Settings
Period — groups data into Monthly, Quarterly, or Yearly periods.
Completed Periods to Compare — number of finished historical periods used in the comparison engine.
Chart Resolution — number of normalized steps used to draw each path.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Seasonal Strategies V1Seasonal 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 Features
Asset-specific seasonal windows (MMDD-based)
Automatic long and short activation
Fully time-based entries and exits
One position at a time (no pyramiding)
Clean chart visualization using subtle background shading
No indicators, no filters, no curve fitting
Philosophy:
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 markets
Seasonality research and testing
Systematic, calendar-driven strategies
Educational and analytical purposes
Disclaimer
This 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. Strategy
Indicator
Highs&Lows by HourHighs & Lows by Hour
Description:
Highs & Lows by Hour is a PulseWire indicator that helps traders identify the most frequent hours at which daily high and low price points occur. By analyzing historical price data directly from the PulseWire chart, this tool provides valuable insights into market timing, allowing traders to optimize their strategies around key price movements.
This indicator is specifically designed for the one-hour (H1) timeframe . It does not display any data on other timeframes , as it relies on analyzing daily highs and lows within hourly periods.
This indicator processes the available data based on the number of historical bars loaded in the PulseWire chart. The number of analyzed bars depends on the PulseWire subscription plan , which determines how much historical data is accessible.
Key Features:
Works exclusively on the H1 timeframe , ensuring accurate analysis of daily highs and lows
Hourly highs and lows analysis to identify the most frequent hours when the market reaches its daily high and low
Sorted by frequency, displaying the most significant trading hours in descending order based on their recurrence
Customizable table and colors to fit the chart theme and trading style
Useful for scalpers, day traders, and swing traders to anticipate potential price reversals and breakouts
How It Works:
The indicator scans historical price data directly from the PulseWire chart to detect the hour at which daily highs and daily lows occur.
It counts the frequency of highs and lows for each hour of the trading day based on the number of available bars in the PulseWire chart.
The recorded data is displayed in a structured table, sorted by frequency from highest to lowest.
Users can customize colors to enhance readability and seamlessly integrate the indicator into their analysis.
Why Use This Indicator?
Identify key market patterns by recognizing the most critical hours when price extremes tend to form
Improve timing for trades by aligning entries and exits with high-probability time windows
Enhance market awareness by understanding when market volatility is likely to peak based on historical trends
Important Notes:
This indicator works only on the one-hour (H1) timeframe . It will not display any data on other timeframes
Works well on Forex, stocks, crypto, and futures , especially for intraday traders
The indicator analyzes only the historical bars available on the PulseWire chart, which varies depending on the PulseWire subscription plan (Free, Pro, Pro+, Premium)
This indicator does not generate buy or sell signals but serves as a data-driven tool for market analysis
How to Use:
Apply the Highs & Lows by Hour indicator to a one-hour (H1) chart on PulseWire
Review the table displaying the most frequent hours for daily highs and lows
Adjust colors and settings for better visualization
Use the data to refine trading decisions and align strategy with historical price behavior
Indicator
