longbridge-seasonality

Original：🇺🇸 English

Translated

Seasonality and calendar-effect strategy via Longbridge Securities — uses historical OHLCV data to compute month-of-year returns (January Effect), day-of-week returns (Monday / Friday effect), pre/post-holiday drift, and earnings-season effect; identifies statistically significant patterns and generates trading signals. Triggers: "季节性", "日历效应", "月份效应", "周一效应", "年初效应", "节假日效应", "财报季效应", "时间模式", "季節性", "日曆效應", "月份效應", "周一效應", "年初效應", "節假日效應", "財報季效應", "seasonality", "calendar effect", "January effect", "day of week effect", "holiday effect", "earnings season effect", "seasonal pattern", "time series anomaly", "月度效应", "月度效應", "monthly seasonality".

2installs

Sourcelongbridge/skills

Added on2026-05-13

NPX Install

npx skill4agent add longbridge/skills longbridge-seasonality

SKILL.md Content

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longbridge-seasonality

Identifies calendar-driven return anomalies for a stock by analysing multi-year historical OHLCV data. Computes average returns grouped by month, day-of-week, and proximity to known events (holidays, earnings seasons) to surface statistically significant seasonal patterns.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

User asks "does AAPL tend to rise in January?", "周一买还是周五买", "节假日前后涨跌规律", "NVDA 财报季行情", "月份效应", "seasonality analysis".

Workflow

Fetch 5 years of daily candles (≈ 1260 trading days):

longbridge kline <SYMBOL> --period day --count 1260 --format json

Compute daily log-returns from
```
close
```
column.
Group by:
- Month effect: average return per calendar month (Jan–Dec); flag months with |avg| > 1 std of all monthly averages.
- Day-of-week effect: parse
```
time
```
  field for weekday; average return Mon–Fri; flag extremes.
- Holiday drift: identify the 3 trading days before/after major holidays (Christmas, Chinese New Year, Golden Week for HK/CN); compute average drift window.
- Earnings season: roughly Q1 (Jan–Feb), Q2 (Apr–May), Q3 (Jul–Aug), Q4 (Oct–Nov) for US stocks; compute average return in those windows vs non-earnings months.
Summarise each effect as: (a) average return, (b) win rate (% positive days), (c) signal direction (Bullish/Bearish/Neutral).
Output a summary table + top-3 actionable patterns.

Run

longbridge kline --help

to confirm flag names before calling.

CLI

bash

longbridge kline --help

# 5-year daily history
longbridge kline <SYMBOL> --period day --count 1260 --format json

JSON rows:

{time, open, high, low, close, volume}

. Parse

time

for year/month/weekday grouping.

Output

Effect	简体	繁體	English
Month effect	月份效应	月份效應	Month-of-year effect
Day-of-week	星期效应	星期效應	Day-of-week effect
Holiday drift	节假日效应	節假日效應	Holiday drift
Earnings season	财报季效应	財報季效應	Earnings season effect
Signal	信号	訊號	Signal

Output: one table per effect (Month / DOW / Holiday / Earnings), then a "Top Patterns" section with concrete entry/exit rules. Cite Longbridge Securities / 数据来源：长桥证券 / 數據來源：長橋證券.

Error handling

Situation	简体回复	繁體回復	English reply
`command not found: longbridge`	回退到 MCP 或提示安装 longbridge-terminal	回退到 MCP 或提示安裝 longbridge-terminal	Fall back to MCP or install longbridge-terminal
`not logged in` / `unauthorized`	请运行 `longbridge auth login`	請執行 `longbridge auth login`	Run `longbridge auth login`
Fewer than 250 candles returned	数据不足以计算季节性，建议选择历史更长的标的	數據不足，建議選擇歷史更長的標的	Insufficient data; choose a more liquid / longer-history symbol
Other stderr	直接显示原始错误	直接顯示原始錯誤	Surface verbatim

MCP fallback

Use

mcp__longbridge__candlesticks

with

period=Day

,

count=1260

when CLI is unavailable.

Related skills

```
longbridge-kline
```
— raw candle data
```
longbridge-calendar
```
— forward earnings dates and holidays
```
longbridge-volatility-strategy
```
— vol regime complement to seasonality

File layout

longbridge-seasonality/
└── SKILL.md

longbridge-seasonality

NPX Install

Tags

SKILL.md Content

longbridge-seasonality

When to use

Workflow

CLI

Output

Error handling

MCP fallback

Related skills

File layout