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 –
TMUS	T-Mobile US Inc	290,605,957,000	-1.78%	60%	4.53%	2.54	-6.81%	-46.7
TT	Trane Technologies plc	95,412,216,000	-1.78%	60%	7.05%	3.96	-12.77%	-33.4
MLM	Martin Marietta Materials Inc	36,651,573,000	-1.77%	60%	9.68%	5.46	-10.38%	-26.2
AMP	Ameriprise Financial Inc	47,725,941,000	-1.75%	80%	3.46%	1.98	-5.99%	-79.2
NOC	Northrop Grumman Corporation	83,938,173,000	-1.72%	60%	3.44%	2.00	-7.92%	-54.1
CAT	Caterpillar Inc	194,929,426,000	-1.68%	60%	7.99%	4.77	-11.17%	-27.4
PODD	Insulet Corporation	23,052,134,000	-1.68%	60%	11.68%	6.97	-16.81%	-20.6
ED	Consolidated Edison Inc	36,461,916,000	-1.66%	60%	7.13%	4.29	-12.26%	-29.4
ULTA	Ulta Beauty Inc	23,216,648,000	-1.65%	80%	6.08%	3.68	-6.81%	-47.1
HUM	Humana Inc	34,668,405,000	-1.59%	60%	5.33%	3.36	-10.39%	-33.8
HIG	Hartford Financial Services Group	37,061,280,000	-1.52%	60%	4.60%	3.02	-8.88%	-35.0
SBUX	Starbucks Corporation	103,360,135,000	-1.48%	40%	3.97%	2.69	-6.32%	-22.4
APO	Apollo Global Management LLC Class A	78,413,464,000	-1.43%	40%	8.45%	5.91	-16.33%	-12.0
IT	Gartner Inc	18,394,712,000	-1.42%	80%	2.36%	1.66	-3.75%	-73.1
CSGP	CoStar Group Inc	37,683,663,000	-1.41%	60%	2.72%	1.92	-6.22%	-45.7
USO	United States Oil Fund	0	-1.40%	60%	8.30%	5.92	-10.71%	-19.5
ORCL	Oracle Corporation	659,007,668,000	-1.40%	60%	13.37%	9.57	-17.64%	-13.6
URI	United Rentals Inc	58,913,378,000	-1.38%	80%	5.99%	4.34	-7.51%	-34.8
PGR	Progressive Corp	146,927,436,000	-1.37%	60%	3.90%	2.85	-6.18%	-32.8
MAR	Marriott International Inc	72,419,557,000	-1.36%	60%	7.86%	5.79	-10.04%	-19.2
HOLX	Hologic Inc	15,084,457,000	-1.36%	60%	6.86%	5.03	-7.14%	-21.4
HBAN	Huntington Bancshares Incorporated	24,247,085,000	-1.35%	80%	1.83%	1.36	-4.84%	-81.1
MU	Micron Technology Inc	136,589,820,000	-1.34%	60%	6.50%	4.85	-11.38%	-21.7
VMC	Vulcan Materials Company	38,691,193,000	-1.33%	60%	8.10%	6.09	-9.02%	-18.1
J	Jacobs Solutions Inc.	17,662,638,000	-1.33%	40%	6.01%	4.50	-12.74%	-13.7

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