Seasonality Screener

Filter by month, look-back, volatility, etc.

Period Switch between monthly and quarterly seasonality.

Month Choose the calendar month to analyse. Defaults to the upcoming month.

Look-back (years) How many years of history to include. Tickers without at least this many years are excluded.

Market Cap Filter by company size using current market capitalization.

Min Consistency (%) How often the selected month’s return had the same direction as the average return.

Volatility (σ of returns) Standard deviation of monthly returns for the chosen period across the look-back window.

Relative Volatility σ / |avg|. Lower is ‘steadier’ monthly seasonality.

Max Drawdown (%) Worst single-month return for this period across the look-back window.

Avg Return Filter by the sign of the average monthly return.

Recent Trend Bias Average of the last N complete months (excludes current month) to reflect recent momentum.

Moving Average Filter by where the latest close sits on the selected daily EMA.

Seasonality Score How well the stock follows monthly seasonality. Higher scores reflect stronger seasonality.

Ticker –	Name –	Market Cap –	Avg Returns ▲	Consistency –	Std Dev –	Rel. Vol –	Max DD –	Seasonality Score –
WMB	Williams Companies Inc	69,082,153,000	-2.35%	60%	7.08%	3.02	-14.75%	-54.1
TJX	The TJX Companies Inc	150,184,755,000	-2.34%	60%	3.91%	1.67	-9.27%	-84.3
AES	The AES Corporation	9,470,265,000	-2.34%	60%	11.36%	4.86	-15.21%	-37.7
POOL	Pool Corporation	12,120,140,000	-2.34%	60%	6.63%	2.84	-12.12%	-56.5
RVTY	Revvity Inc.	10,611,394,000	-2.34%	60%	6.66%	2.85	-10.91%	-56.2
BX	Blackstone Group Inc	205,462,225,000	-2.30%	60%	6.44%	2.80	-10.89%	-56.0
COR	Cencora Inc.	57,137,783,000	-2.30%	60%	3.92%	1.70	-7.66%	-81.7
ADM	Archer-Daniels-Midland Company	28,808,620,000	-2.30%	60%	4.20%	1.82	-8.47%	-77.5
EXPD	Expeditors International of Washington, Inc.	16,476,288,000	-2.30%	60%	7.00%	3.05	-14.16%	-52.6
INTC	Intel Corporation	110,781,866,000	-2.29%	40%	8.86%	3.87	-19.26%	-26.4
AIG	American International Group Inc	45,034,983,000	-2.27%	60%	4.31%	1.90	-7.72%	-74.1
IEX	IDEX Corporation	12,490,162,000	-2.26%	60%	4.80%	2.12	-8.12%	-67.9
CI	Cigna Corp	80,641,614,000	-2.22%	80%	3.31%	1.49	-4.99%	-124.3
AIZ	Assurant Inc	10,785,150,000	-2.22%	60%	4.68%	2.11	-8.34%	-67.1
CHRW	CH Robinson Worldwide Inc	14,622,028,000	-2.21%	60%	7.89%	3.57	-15.23%	-45.0
CTAS	Cintas Corporation	87,216,521,000	-2.17%	80%	2.77%	1.28	-4.59%	-136.1
PNR	Pentair PLC	17,553,734,000	-2.15%	60%	7.15%	3.32	-8.70%	-46.2
HPE	Hewlett Packard Enterprise Co	28,002,775,000	-2.14%	60%	6.37%	2.98	-11.08%	-49.7
BMY	Bristol-Myers Squibb Company	98,393,170,000	-2.13%	60%	5.99%	2.81	-10.76%	-51.9
PFG	Principal Financial Group Inc	17,509,564,000	-2.13%	80%	4.47%	2.10	-6.47%	-92.6
CFG	Citizens Financial Group, Inc.	20,872,978,000	-2.12%	80%	4.89%	2.30	-6.33%	-85.9
FFIV	F5 Networks Inc	18,123,444,000	-2.11%	80%	5.83%	2.76	-7.85%	-74.8
VZ	Verizon Communications Inc	189,481,419,000	-2.10%	60%	5.93%	2.83	-9.17%	-50.8
AVY	Avery Dennison Corp	13,669,394,000	-2.09%	80%	7.75%	3.70	-11.03%	-59.2
PAYC	Paycom Soft	12,822,567,000	-2.09%	40%	6.06%	2.90	-12.06%	-29.8

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