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 –
SYF	Synchrony Financial	26,635,631,000	-3.26%	80%	6.36%	1.95	-13.92%	-149.4
MDLZ	Mondelez International Inc	81,078,903,000	-3.27%	80%	4.71%	1.44	-10.76%	-187.7
MDT	Medtronic PLC	115,185,279,000	-3.28%	80%	3.33%	1.02	-7.41%	-245.0
TFC	Truist Financial Corp	56,967,459,000	-3.28%	80%	3.53%	1.08	-7.04%	-234.1
MPC	Marathon Petroleum Corp	49,974,809,000	-3.28%	60%	8.54%	2.61	-17.24%	-84.3
SYY	Sysco Corporation	37,956,157,000	-3.29%	60%	6.02%	1.83	-13.99%	-110.2
WAB	Westinghouse Air Brake Technologies Corp	32,939,221,000	-3.31%	80%	5.38%	1.62	-7.19%	-174.3
IP	International Paper	24,984,109,000	-3.31%	40%	11.86%	3.58	-23.84%	-40.4
JPM	JPMorgan Chase & Co	799,242,322,000	-3.36%	80%	3.73%	1.11	-8.11%	-234.6
USB	U.S. Bancorp	71,911,539,000	-3.37%	80%	5.39%	1.60	-10.56%	-179.2
TRGP	Targa Resources Inc	34,596,418,000	-3.37%	60%	10.27%	3.05	-17.47%	-77.2
CDW	CDW Corp	21,963,203,000	-3.37%	60%	5.46%	1.62	-9.27%	-123.6
AEE	Ameren Corp	27,543,962,000	-3.39%	60%	6.62%	1.95	-12.48%	-108.3
MTCH	Match Group Inc	9,107,542,000	-3.39%	60%	11.48%	3.39	-16.42%	-71.7
ON	ON Semiconductor Corporation	20,354,638,000	-3.41%	60%	4.88%	1.43	-9.36%	-137.5
PRU	Prudential Financial Inc	37,393,945,000	-3.43%	80%	4.23%	1.23	-10.42%	-221.5
DPZ	Domino's Pizza Inc Common Stock	15,296,016,000	-3.47%	60%	7.77%	2.24	-16.31%	-100.1
ABBV	AbbVie Inc	364,247,024,000	-3.48%	60%	5.08%	1.46	-10.69%	-138.1
PH	Parker-Hannifin Corporation	95,096,218,000	-3.48%	80%	4.90%	1.41	-8.56%	-203.6
ETR	Entergy Corporation	39,645,581,000	-3.48%	80%	7.70%	2.21	-12.73%	-145.0
CPB	Campbell Soup Company Common Stock	9,745,869,000	-3.49%	80%	3.19%	0.91	-8.06%	-282.3
ANET	Arista Networks	166,887,195,000	-3.50%	80%	6.09%	1.74	-7.44%	-174.5
TDG	Transdigm Group Incorporated	78,765,326,000	-3.50%	60%	6.16%	1.76	-12.59%	-120.6
CINF	Cincinnati Financial Corporation	23,828,576,000	-3.53%	100%	2.92%	0.83	-6.98%	-407.1
CMG	Chipotle Mexican Grill Inc	57,993,060,000	-3.54%	80%	3.17%	0.90	-5.89%	-290.1

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