Pieters Seasonal Alpha

Strategy Overview

This signal trades seasonal market patterns derived from long-term statistical research.
Only trades with a clearly documented seasonal edge are executed, based on individually analyzed setups originally identified via historical price analysis and then manually filtered before execution.

This is not a fully automated system and not a high-frequency strategy.

The core idea is simple:

Markets repeat certain behaviors over time – but only a fraction of those patterns are tradable in real conditions.

How trades are selected

Every trade must pass following independent filters:

1. Seasonal statistics
   Only calendar-based patterns with sufficient historical depth, consistency, and stability are considered.

2. Rule-based filtering
   Each setup is validated using a pragmatic interpretation of well-known statistical filters to increase robustness of the signals.

Only if all conditions align, a position is allowed.

Risk management

• Fixed %-risk per trade

• No martingale

• No grid

• No recovery logic

• No averaging down

Each trade is independent.
Losses are accepted as part of the statistical process.

This signal prioritizes capital preservation and long-term robustness over short-term equity spikes.

Instruments & markets

The strategy is applied selectively across:

• FX

• Indices

• Commodities

• Selected equities

All seasonal windows, holding periods, and directions are predefined and limited in time.

Important note

Seasonality is not a guarantee.
Edges can weaken, disappear, or temporarily fail.

This signal documents a repeatable process, not a promise.