Daily Seasonality & Behavior Analysis

Every asset has habits: days of the week that behave differently, months that repeat, gaps that tend to close. Most of them are noise, and the useful half of this tool is not that it finds them but that it says which ones are strong enough, statistically, to be worth anything.

• Day-of-week and monthly behavior reported with significance, not with averages on their own
• Calendar effects measured over the full history available for that asset
• Intraday range, gap and follow-through statistics, each with the sample size behind it