INVITE-ONLY SCRIPT
Updated

Multi-Period Performance Table

2 254
Hello friends,
I'm returning to the fascinating world of TradingView publications. Over time, I've accumulated many unpublished ideas — both open- and closed-source — that I now plan to share, alternating between the two. It felt like a shame to let so much valuable work remain unseen. The story isn't over yet — so today, we kick off a new series of invite-only scripts, starting with this indicator.

🛠️ How It Works
  • The script analyzes your selected number of years of price data, calculating returns for each month, quarter, and season
  • Advanced algorithms compute comprehensive statistics, including the mean, median, standard deviation, and extremes for each period
  • Data is presented in an intuitive table with optional heatmap coloring that makes patterns immediately stand out
  • Sorting of any column allows you to quickly identify the best and worst performing periods
🔥 Key Features
  • Pine Script V6 – leverages the latest version for better performance
  • Custom number of years to aggregate statistics
  • Complete breakdown for all 12 months (Jan-Dec)
  • Quarter (Q1, Q2, Q3, Q4) statistics
  • Season (Winter, Spring, Summer, Fall) statistics
  • Year/Year-to-Date (YTD) statistics
  • Enable/disable Right-side statistics for each row
  • Enable/disable Bottom statistics for each column
  • Heatmap mode with 10 palettes
  • Sortable columns
  • Customizable table
  • Optimized performance - efficient calculations for smooth operation
  • Universal compatibility – runs smoothly across all assets, timeframes, and market conditions — from euphoric peaks to capitulation lows

📸 Visual Examples

Monthly view
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Quarterly view
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Seasonal view
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Clean table mode - without heatmaps
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Default heatmap palette
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June column sorted in descending order to quickly identify best/worst years
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Turbo palette - high contrast
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Spectral palette - professional look
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Red/Yellow/Blue palette - classic style
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My similar indicators that are also worth paying attention to
Combo Month-to-Month % Return

Month-to-Month % Return


Still here? Unlock the full potential of multi-period market analysis — and take your trading to the next level today! 🚀

👋Good luck!
Release Notes
  • Added palette tooltips to settings
  • Code cleanup

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.