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Seasonal avg return

What it is

Seasonal avg return — registry key seasonal_avg_return.

Seasonality source 20yr SPY monthly average return; raw value.

Source

Source module: seasonality
Data source: back_fillable

Fetched directly from app/sources/seasonality.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Historical mean SPY return for the current calendar month across the trailing 20 years (per app/sources/seasonality.py). Lookup against monthly resampled closes, not a per-cycle computation.

Where it surfaces

• API field: signals.seasonal_avg_return on GET /api/v1/signals/latest
• Surface: daily_signals row (daily-cadence persistence)
• Surface: /signals/sparklines (UI sparklines)
• Surface: change markers in the rendered report

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

• Publishes: intraday

See also

• /kb/api/get-signals-latest — API endpoint that serves this field.