Agent skill

Seasonal Calendar-Effect Strategy

by HKUDS in HKUDS/Vibe-Trading

Generates long, short or flat trading signals from calendar patterns such as month-of-year and day-of-week effects, for any OHLCV price data.

MITAuto-check passedBusiness, Finance & HR

Install Seasonal Calendar-Effect Strategy

skills CLI
$ npx skills add HKUDS/Vibe-Trading --skill seasonal -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install HKUDS/Vibe-Trading seasonal --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/HKUDS/Vibe-Trading.git skills-src && mkdir -p .claude/skills && cp -r skills-src/agent/src/skills/seasonal .claude/skills/seasonal && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
seasonal
GitHub stars
35k
Token cost
~573 tokens
SKILL.md length
229 words
Files
2
Skills in repo
89
Repo updated
First seen
Licence
MIT

At a glance

Generates long, short or flat trading signals from calendar patterns such as month-of-year and day-of-week effects, for any OHLCV price data.

  • Backtesting a month-of-year rule such as selling in May
  • SKILL.md covers Purpose, Signal Logic, Common Calendar Effects… and Parameters, plus 3 more sections
  • Runs Python scripts from its folder; calls pip
  • Testing whether a weekday effect shows up in a price history

What it does

This skill produces trading signals from the calendar rather than from price action. The default month mode goes long in chosen bullish months, goes short or stays out in bearish months and stays flat in all others. An optional day-of-week overlay adds Monday, Friday and start- or end-of-month effects, and a combined mode only opens a position when the month and weekday signals agree.

Parameters are lists of bullish and bearish months, a switch for weekday effects and lists of bullish and bearish weekdays, all with defaults. A reference table lists well-known effects such as the China A-share spring rally, sell in May and the year-end effect. Signals use 1 for long, -1 for short and 0 for standing aside. An `example_signal_engine.py` is included, and the notes warn about pandas month and weekday numbering and about small samples in backtests.

When your agent uses it

  • Backtesting a month-of-year rule such as selling in May
  • Testing whether a weekday effect shows up in a price history
  • Building a signal engine that combines month and weekday filters

Example prompts

  • “Backtest a sell-in-May strategy on the daily OHLCV file data/spy.csv.”
  • “Generate signals that go long from January to March and stay flat in other months.”
  • “Add a Monday-short, Friday-long overlay to my month-based seasonal signal and compare the results.”

Requirements

  • Python with `pandas` and `numpy`

What it can do on your machine

Read from SKILL.md and the folder at commit 8e43007. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    Ships script files (Python), which the agent can run.

    Shell commands in SKILL.md call:

    • pip

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md. Its commands use pip, which can reach the network depending on how they are called.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Seasonal Calendar-Effect Strategy loads about 573 tokens when it runs. Until then it costs about 45 tokens; SKILL.md has 229 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~45
When it runs · the whole SKILL.md, loaded when a task matches
~573

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from HKUDS/Vibe-Trading at commit 8e43007, republished under its MIT licence (© HKUDS). 229 words, ~573 tokens.

Download SKILL.mdSave it as .claude/skills/seasonal/SKILL.md (or your agent's skills folder). This skill also uses 1 other file; get the full folder from GitHub.
name
seasonal
description
Seasonal/calendar-effect strategy. Generates trading signals from time-based patterns such as month-of-year effects and day-of-week effects. Suitable for any OHLCV data.
category
strategy

Seasonal / Calendar Effect Strategy

Purpose

Uses time-based regularities in financial markets (month effects, day-of-week effects, and similar patterns) to generate trading signals. Examples include the China A-share "spring rally" (January-March) and the "sell in May" effect.

Signal Logic

Month Effect (Default)
  • Specified bullish months → go long
  • Specified bearish months → go short / stay out
  • All other months → stay flat
Day-of-Week Effect (Optional Overlay)
  • Monday / Friday effects
  • Start-of-month / end-of-month effects
Combined Mode

Month signal × weekday signal; open a position only when both confirm.

Common Calendar Effects Reference

EffectDescriptionReference Configuration
Spring rallyHigher probability of gains in China A-shares from January to Marchbullish_months=[1,2,3]
Sell in MayWeaker performance from May to Octoberbearish_months=[5,6,7,8,9,10]
Year-end effectInstitutional rebalancing in Decemberbullish_months=[11,12]
Monday effectLower returns on Mondaysbearish_weekdays=[0]
Friday effectHigher returns on Fridaysbullish_weekdays=[4]

Parameters

ParameterDefaultDescription
bullish_months[1, 2, 3, 11, 12]Bullish months
bearish_months[5, 6, 7, 8, 9]Bearish months
use_weekdayFalseWhether to enable weekday effects
bullish_weekdays[4]Bullish weekdays (0=Monday, 4=Friday)
bearish_weekdays[0]Bearish weekdays

Common Pitfalls

  • pd.DatetimeIndex.month starts from 1 (1=January)
  • pd.DatetimeIndex.weekday starts from 0 (0=Monday, 4=Friday)
  • Seasonal strategies are statistical regularities, not deterministic signals, so pay attention to sample size in backtests
  • Neutral months (neither in bullish nor bearish) should output 0 and must not be skipped

Dependencies

bash
pip install pandas numpy

Signal Convention

  • 1 = long (bullish window), -1 = short (bearish window), 0 = stand aside

© HKUDS, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 1 other file in agent/src/skills/seasonal of HKUDS/Vibe-Trading.

  • SKILL.md
  • example_signal_engine.py

Open the folder on GitHubat commit 8e43007

Compare with similar skills

Seasonal Calendar-Effect Strategy next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Seasonal Calendar-Effect Strategy compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Seasonal Calendar-Effect Strategy this skillHKUDS/Vibe-Trading35k—~573Automated safety check: PassMIT
Tushare Datazillionare/zillionare3222 repos~2.3kAutomated safety check: PassNone
Quant Blog Writingzillionare/zillionare322—~895Automated safety check: PassNone
Vectorbtagiprolabs/claude-trading-skills410—~2.6kAutomated safety check: PassMIT
Backtestinggauss314/skills248—~2.4kAutomated safety check: PassMIT
Option Pricinggauss314/skills248—~4.7kAutomated safety check: PassMIT

Similar skills

  • Tushare Data

    zillionare/zillionare

    面向中文自然语言的 Tushare 数据研究技能。用于把“看看这只股票最近怎么样”“帮我查财报趋势”“最近哪个板块最强”“北向资金在买什么”“给我导出一份行情数据”这类请求,转成可执行的数据获取、清洗、对比、筛选、导出与简要分析流程。适用于 A 股、指数、ETF/基金、财务、估值、资金流、公告新闻、板块概念与宏观数据等研究场景。

    322 GitHub starsUsed in 2 repos~2.3k tokens
    Business, Finance & HRAuto-check passed
  • Quant Blog Writing

    zillionare/zillionare

    撰写文笔精炼、富有深度的量化交易博文,论点清晰、证据确凿、叙事层次更加丰富。适用于量化交易博文、因子研究、回测复盘、数据源排查、市场微观结构、策略原理、风险控制、职业观察、量化人物故事等选题。文章将聚焦具体角度,提供详实的大纲、证据规划及成稿,力求内容兼具思想深度与诚实性,而非单纯口号式宣传;同时,通过人物经历、引言、贡献及行业背景的融入,让文章更具可读性和吸引力。

    322 GitHub stars~895 tokensUpdated today
    Business, Finance & HRAuto-check passed
  • Vectorbt

    agiprolabs/claude-trading-skills

    High-performance vectorized backtesting with parameter optimization, portfolio simulation, and rich performance metrics

    410 GitHub stars~2.6k tokensUpdated 1 mo ago
    Business, Finance & HRAuto-check passed
  • Backtesting

    gauss314/skills

    Academic backtesting framework for quantitative research. An agent skill from gauss314/skills.

    248 GitHub stars~2.4k tokensUpdated 3 mo ago
    Business, Finance & HRAuto-check passed
  • Option Pricing

    gauss314/skills

    Pricing completo de opciones europeas y americanas. An agent skill from gauss314/skills.

    248 GitHub stars~4.7k tokensUpdated 3 mo ago
    Business, Finance & HRAuto-check passed
  • Python Executor

    cortega26/chile-hub

    Execute Python code in a safe sandboxed environment via [inference.sh](https://inference.sh).

    113 GitHub starsUsed in 2 repos~1.5k tokens
    Data & AnalyticsAuto-check passed

More from HKUDS/Vibe-Trading

All 89 skills in this repo
  • Eastmoney Market Data

    HKUDS/Vibe-Trading

    Index of Eastmoney's free, no-token market data interfaces for China A-shares and Hong Kong stocks: fund flows, dragon-tiger lists, margin trading, reports and news.

    35k GitHub stars~1k tokensUpdated today
    Auto-check passed
  • OKX Market Data

    HKUDS/Vibe-Trading

    Retrieves public OKX cryptocurrency market data such as spot prices, candlesticks, funding rates and open interest through the OKX V5 REST API, with no authentication.

    35k GitHub stars~1.3k tokensUpdated today
    Auto-check passed
  • SEC EDGAR Filings Fetcher

    HKUDS/Vibe-Trading

    Fetches U.S. SEC EDGAR data: resolves tickers to CIK numbers, lists recent 10-K, 10-Q and 8-K filings with document URLs, and pulls XBRL financial series.

    35k GitHub stars~1.4k tokensUpdated today
    Auto-check passed
  • A-Share ST Risk Screener

    HKUDS/Vibe-Trading

    Predicts whether a mainland China A-share company risks an ST or *ST warning after its next annual report, using financial thresholds and Sina penalty records.

    35k GitHub stars~4.9k tokensUpdated today
    Auto-check passed
  • Breaks a structural trend such as AI infrastructure into its physical supply chain and ranks lesser-known listed companies sitting on each bottleneck.

    35k GitHub stars~2.7k tokensUpdated today
    Auto-check passed
  • Plans and drafts an eight-part, roughly 120k-word investigative series on one company, built around a strict fact-check pass rather than fast drafting.

    35k GitHub stars~2.4k tokensUpdated today
    Auto-check passed

Works with

Questions about Seasonal Calendar-Effect Strategy

What does Seasonal Calendar-Effect Strategy do?

Generates long, short or flat trading signals from calendar patterns such as month-of-year and day-of-week effects, for any OHLCV price data. This skill produces trading signals from the calendar rather than from price action. The default month mode goes long in chosen bullish months, goes short or stays out in bearish months and stays flat in all others.

When should I use Seasonal Calendar-Effect Strategy?

Seasonal Calendar-Effect Strategy fits situations like: backtesting a month-of-year rule such as selling in May; testing whether a weekday effect shows up in a price history; building a signal engine that combines month and weekday filters.

How do I install Seasonal Calendar-Effect Strategy in Claude Code?

Run `npx skills add HKUDS/Vibe-Trading --skill seasonal -a claude-code`. Or copy the skill folder (agent/src/skills/seasonal in HKUDS/Vibe-Trading) into .claude/skills/seasonal in your project. Claude Code loads it when a task matches its description.

How do I install Seasonal Calendar-Effect Strategy in Codex?

Run `npx skills add HKUDS/Vibe-Trading --skill seasonal -a codex`. Or copy the skill folder (agent/src/skills/seasonal in HKUDS/Vibe-Trading) into .agents/skills/seasonal in your project. Codex loads it when a task matches its description.

Can I use Seasonal Calendar-Effect Strategy in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add HKUDS/Vibe-Trading --skill seasonal -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/seasonal, .gemini/skills/seasonal, .github/skills/seasonal and .opencode/skills/seasonal in your project.

What does Seasonal Calendar-Effect Strategy need to run?

Going by SKILL.md and its folder, Seasonal Calendar-Effect Strategy needs Python for the scripts in its folder and the command-line tools its instructions call (pip). Our summary lists: Python with `pandas` and `numpy`.

Does Seasonal Calendar-Effect Strategy access the network?

SKILL.md contains no URLs. Its commands use pip, which can reach the network depending on how they are called. This is read from the text; nothing was executed.

Is Seasonal Calendar-Effect Strategy safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Seasonal Calendar-Effect Strategy use?

Seasonal Calendar-Effect Strategy is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Seasonal Calendar-Effect Strategy use?

About 573 tokens (SKILL.md is roughly 2.3k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Seasonal Calendar-Effect Strategy?

Skills that share tags, products or a category with Seasonal Calendar-Effect Strategy: Tushare Data (zillionare/zillionare, 322 stars), Quant Blog Writing (zillionare/zillionare, 322 stars), Vectorbt (agiprolabs/claude-trading-skills, 410 stars) and Backtesting (gauss314/skills, 248 stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Seasonal Calendar-Effect Strategy?

HKUDS (a GitHub organization) maintains it in HKUDS/Vibe-Trading, which has 35,163 GitHub stars. The repository holds 89 skills in this directory. The repository was last updated on October 10, 2026.

Source: HKUDS/Vibe-Trading on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.