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Seasonal median return

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Seasonal median return

What it is

Seasonal median return — registry key seasonal_median_return.

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

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

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

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