Andreas Neier

COT Trader

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Seasonal Strategies V1

A rule-based futures seasonality framework using predefined MMDD seasonal windows per asset. Fully time-based execution — built for testing, structure and repeatability.

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What it does

  • Detects the current asset and loads its seasonal windows.
  • Enters trades only when a seasonal window is active.
  • Closes trades automatically when the window ends.
  • Highlights active seasonal periods on the chart background.

What it is not

  • No predictive signals, no indicator-based entries.
  • No curve fitting or “magic” filters.
  • No position sizing or portfolio allocation logic.
  • No promise of future performance.

Best use cases

  • Seasonality research on futures & commodities
  • Calendar-driven, systematic approaches
  • Portfolio-style seasonal baskets
  • As a baseline framework for future upgrades (V2+)

How it works

Seasonal Strategies V1 uses predefined seasonal windows per asset. Each window is defined by a start date and end date in MMDD format (e.g., 0107 = January 7). If the current date falls inside a window, the strategy becomes active and can open a position.

Long windows

When at least one Long seasonal window is active, the script can open a long position (if no position is currently open). The position is closed automatically when the active window ends.

Short windows

When at least one Short seasonal window is active, the script can open a short position (if no position is currently open). The position is closed automatically when the active window ends.

If multiple windows overlap, the strategy remains active for the respective direction. Positions are not pyramided.

Chart visualization

V1 keeps the chart intentionally clean. Active seasonal periods are shown via subtle background shading:

  • Green background: a Long seasonal window is active.
  • Red background: a Short seasonal window is active.
Screenshot placeholder: Insert a TradingView screenshot showing background shading during an active seasonal window.

Settings

Seasonal Strategies V1 is intentionally minimal. There are no filters or advanced UI elements in this version.

Strategy behavior

  • One position at a time (no pyramiding)
  • Time-based entry & exit based on seasonal windows
  • Directional seasons (Long/Short) per asset
  • Visual background shading for active periods

Version Notes

V1 — Public baseline release
  • Rule-based seasonal execution with predefined asset windows
  • Automatic time-based entries and exits
  • Clean chart: background shading only (no table)
  • Designed as a stable baseline for future versions
Note: The on-chart season table is part of Seasonal Strategies V2 (not included in V1).
Disclaimer: Educational and research purposes only. This strategy is not investment advice. Past seasonal tendencies do not guarantee future results. Always test carefully and apply your own risk management.
Arcadiastraße 13, 40472 Düsseldorf +49 (0) 171 8108310 This email address is being protected from spambots. You need JavaScript enabled to view it.
© Andreas Neier COT-Trader 2026
  • Home
  • About Me
  • Knowledge
    • CoT Data
    • Seasonality
    • Stock Holidays
    • Rare Earth Metals
    • My Trading Framework
    • Intramarket Spreads
  • Market Analysis
    • WASDE & USDA Reports
    • Featured Analysis
  • Strategies
    • Seasonal Strategies
    • VWAP Strategy
  • Tools
  • Broker & Execution
  • Contact
  • Datenschutzerklaerung
  • Impress
  • Featured / Latest Analysis
  • WASDE & USDA Reports