About seasonalityI was looking at Fortinet (FTNT) seasonality and noticed something interesting when comparing two different approaches.
TradingView’s seasonality view is great to visually inspect how individual years behaved. You can clearly see the dispersion between strong and weak years.
In parallel I ran the same data through my own seasonality research tool which aggregates historical windows and scores them based on win rate, average move and sample size.
What stood out is that both methods point to a strong seasonal bias in roughly the same period, but they answer slightly different questions:
– TradingView shows how each year behaved
– Aggregated seasonality shows how reliable the bias is statistically
I find the combination of both perspectives very useful: first spotting structure visually, then validating it with historical probabilities.
