Skip to content

KB / signal

Seasonal median return

Last verified

Auto-generated. This article is rebuilt from app/signals/config/signal_definitions.json by scripts/build_signals_kb.py. Edit the registry entry and re-run the script — do not edit this file directly.

Seasonal median return

What it is

Seasonal median return — registry key seasonal_median_return.

Seasonality source 20yr SPY monthly median 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 median SPY return for the current calendar month across the trailing 20 years. Companion to seasonal_avg_return; resilient to outlier months.

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

See also