longbridge-seasonality

longbridge-seasonality

Identifies calendar-driven return anomalies for a stock by analysing multi-year historical OHLCV data. Computes average returns grouped by month, day-of-week, and proximity to known events (holidays, earnings seasons) to surface statistically significant seasonal patterns.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• User asks "does AAPL tend to rise in January?", "周一买还是周五买", "节假日前后涨跌规律", "NVDA 财报季行情", "月份效应", "seasonality analysis".

Workflow

1. Fetch 5 years of daily candles (≈ 1260 trading days):

longbridge kline <SYMBOL> --period day --count 1260 --format json

1. Compute daily log-returns from close column.
2. Group by:
3. Month effect: average return per calendar month (Jan–Dec); flag months with |avg| > 1 std of all monthly averages.
4. Day-of-week effect: parse time field for weekday; average return Mon–Fri; flag extremes.
5. Holiday drift: identify the 3 trading days before/after major holidays (Christmas, Chinese New Year, Golden Week for HK/CN); compute average drift window.
6. Earnings season: roughly Q1 (Jan–Feb), Q2 (Apr–May), Q3 (Jul–Aug), Q4 (Oct–Nov) for US stocks; compute average return in those windows vs non-earnings months.
7. Summarise each effect as: (a) average return, (b) win rate (% positive days), (c) signal direction (Bullish/Bearish/Neutral).
8. Output a summary table + top-3 actionable patterns.

Run longbridge kline --help to confirm flag names before calling.

CLI

longbridge kline --help

# 5-year daily history
longbridge kline <SYMBOL> --period day --count 1260 --format json

JSON rows: {time, open, high, low, close, volume}. Parse time for year/month/weekday grouping.

Output

| Effect | 简体 | 繁體 | English | |---|---|---|---| | Month effect | 月份效应 | 月份效應 | Month-of-year effect | | Day-of-week | 星期效应 | 星期效應 | Day-of-week effect | | Holiday drift | 节假日效应 | 節假日效應 | Holiday drift | | Earnings season | 财报季效应 | 財報季效應 | Earnings season effect | | Signal | 信号 | 訊號 | Signal |

Output: one table per effect (Month / DOW / Holiday / Earnings), then a "Top Patterns" section with concrete entry/exit rules. Cite Longbridge Securities / 数据来源：长桥证券 / 數據來源：長橋證券.

Error handling

| Situation | 简体回复 | 繁體回復 | English reply | |---|---|---|---| | command not found: longbridge | 回退到 MCP 或提示安装 longbridge-terminal | 回退到 MCP 或提示安裝 longbridge-terminal | Fall back to MCP or install longbridge-terminal | | not logged in / unauthorized | 请运行 longbridge auth login | 請執行 longbridge auth login | Run longbridge auth login | | Fewer than 250 candles returned | 数据不足以计算季节性，建议选择历史更长的标的 | 數據不足，建議選擇歷史更長的標的 | Insufficient data; choose a more liquid / longer-history symbol | | Other stderr | 直接显示原始错误 | 直接顯示原始錯誤 | Surface verbatim |

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime.

Related skills

• longbridge-kline — raw candle data
• longbridge-calendar — forward earnings dates and holidays
• longbridge-volatility-strategy — vol regime complement to seasonality

File layout

longbridge-seasonality/
└── SKILL.md