Same week of the year. Same day of the month. Same hour of the trading session. Markets repeat patterns more than most traders realize, and institutional desks have traded these calendar effects for decades. Seasonality Lab quantifies every recurring pattern across FX, equities, commodities, bonds, and crypto. Day-of-week effects. Time-of-month flows. Holiday and earnings-cycle anomalies. Statistical significance scoring so you know which patterns are real edge versus coincidence. The calendar lens institutional desks use, finally available to retail traders.
A retail trader sees a candlestick chart and asks "what's the setup right now?" An institutional desk asks: "what does the third week of October look like historically? What's the average S&P drift on Fed-decision Wednesdays? How does AAPL behave the 5 sessions before earnings? Which weekday is the GBP/USD reversal day?" Same chart. Two universes of awareness.
The market's biggest patterns aren't in the chart. They're in the calendar.
The textbook line "the market is efficient" assumes there are no persistent patterns. The data says otherwise. SPY has a documented +2.1% average November return over 20 years (p<0.001). DXY drifts up the 3 sessions before FOMC. Gold has a Tuesday-weakness anomaly. The "turn-of-month" effect adds 4% annualized to S&P returns over the last 30 years. These patterns are real, persistent, statistically significant, and institutional desks have traded them since the 1970s. Seasonality Lab quantifies 40+ documented patterns across asset classes with full statistical rigor: average returns, hit rates, p-values, drawdown profiles. So you stop trading them by accident and start trading them on purpose.
Month-by-month historical performance grids for every instrument (avg return, hit rate, p-value, max drawdown) across 5y, 10y, 20y lookbacks. Heat-mapped for fast scanning. Click any cell to drill into the year-by-year detail.
Every instrument analyzed by weekday. "Tuesday weakness" in gold. "Monday gap" in equity indices. "Friday squeeze" in shorts. Quantified with significance tests, not anecdotes. Filterable by month, regime, and volatility bucket.
Hourly drift patterns across the trading session. London open. NY lunch reversal. Late-NY drift. Tokyo gap. Quantified per instrument across years of intraday data. The kind of structural session analysis prop desks have always run.
FOMC drift (3 sessions before, 2 after). Earnings-week effects per stock. OPEX week behavior. NFP day patterns. Triple-witching effects. Every recurring event mapped to its historical price-action signature with statistical confidence.
Every pattern comes with a p-value, sample size, and confidence interval. Filter out the noise. Only trade patterns with p<0.05 and 10+ year track records. Real edge, real numbers, not "I noticed gold sometimes goes up in November."
if at.season("SPY", "November"): position(0.5). Build strategies that exploit documented calendar effects programmatically. Auto-size by historical pattern strength. Backtest against the exact same data the seasonality engine uses.
Daily and intraday price data going back 20+ years for major instruments, 10+ years across the expanded universe. Time-aligned, returns-normalized, outlier-cleaned. Event metadata (FOMC, earnings, OPEX, holidays) overlaid. The foundation for any honest pattern work.
Calendar-driven returns computed across every relevant window. Day-of-week, month-of-year, time-of-day, event-cycle. Significance tests run on every pattern (t-test, Mann-Whitney, bootstrap intervals). Active patterns surfaced when their setup window is approaching.
Annual pattern grid as the central view. Day-of-week breakdowns. Time-of-day session heatmaps. Event-cycle drift charts. Active pattern alerts when calendar trades enter their setup window. Strategy Lab SDK for systematic use.
Seasonality Lab ships in four stages through Q4 2026. Annual and monthly patterns first, then day-of-week and intraday effects, then event-cycle anomalies, then full Strategy Lab integration and custom pattern builder.
Closed beta to All-Access subscribers. ~40 major instruments across FX, equity indices, gold, oil, bonds, top crypto. Annual pattern grid (month-by-month). 20-year lookbacks. Significance scoring. Heat-mapped UI with drill-down on any cell to year-by-year history.
Public beta. Coverage expanded to 120+ instruments. Day-of-week effect analyzer. Time-of-day session heatmaps. Hour-by-hour drift profiles. London/NY/Tokyo session breakdowns. The intraday calendar lens prop desks have always run.
General availability. 200+ instruments. FOMC drift analysis. Earnings-week effects per stock. OPEX week behavior. Triple-witching anomalies. NFP day signatures. Every recurring event mapped to historical price-action with significance tests. Custom alert webhooks.
Strategy Lab Python SDK for programmatic seasonality strategies. Custom pattern builder. Define your own calendar windows and the platform tests significance against decades of data. Live alerts when your custom patterns enter their setup windows.
Market Scanner finds technical setups. Seasonality Lab tells you which ones are happening in a historically favorable calendar window. "Bullish flag on AAPL during the second week before earnings". When 14-year stats say that pattern wins 78% of the time.
See Market Scanner →Event Impact maps how events have historically moved markets after they happen. Seasonality Lab maps how the calendar drift around events plays out. Combined: full pre/event/post profile for FOMC, NFP, CPI, earnings, OPEX. Everything that recurs.
See Event Impact →Build strategies that activate only in historically favorable windows. if at.season("SPY","Nov") and at.dow("Mon"): enter(). Auto-size by pattern p-value. The systematic edge institutional desks have run for decades, finally available on retail rails.
See Strategy Lab →Closed beta opens October 2026 with ~40 major instruments and the annual pattern grid live. Beta access free for the first 2,000 waitlist members. Production pricing aligns with other Arizet apps ($8 / 7d · $29 / 30d · $269 / 365d).
Join the waitlist and we'll send you beta access in October when Stage 01 opens. Free through public beta in November. Priority given to systematic traders, quant teams, and discretionary traders who run calendar-aware setups.
The calendar-driven pattern lens institutional desks have run for fifty years, finally on a retail screen, with statistical rigor, not anecdote.