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Seasonal hit rate

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Seasonal hit rate

What it is

Seasonal hit rate — registry key seasonal_hit_rate.

Seasonality source 20yr SPY positive-return frequency for the current month; raw percentage.

Data-pyramid tier

T1 — Signal. This metric sits at the signal layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

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

Percentage of the trailing 20 instances of the current calendar month where SPY closed positive month-over-month. Drives the seasonal_signal categorical alongside seasonal_avg_return.

Where it surfaces

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

cadence corrected 2026-06-12 (PR-4/L1-10): current-month seasonality stat over 20y of monthly SPY returns — changes when the calendar month rolls; was mislabeled intraday.

See also