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In 1996, I released my first version of the Universal Seasonal for TradeStation. This was done of my most popular products. This product had open code but the engine of it was done in C DLL’s. This meant that when TradeStation changed the API, this product needed to be totally reworked. Now 21 years later I have redone this product and it’s now in 100% easy language and will work in both TradeStation and Multi-charts. The key of the universal seasonal was it was a walk forward seasonal. You can’t use results in a backtest from the period where you are trying to discover the seasonal. Almost everyone who does seasonal analysis back in the 1990’s made this mistake.
The problem with this type of seasonal study is the assumptions that need to be made in the analysis. Say a market rises in price in the selected time frame in 21 of the 23 years from 1980 through 2002. Would a trader have known to make these seasonal trades based on the information that he had at the time when a trade had to be made? Say, for example, in 1985, five years into the carefully selected period, that the market had appreciated during this particular time frame in just six of the 10 years from 1975 through 1984. Few traders would have taken the trade then, although in the original analysis 1985 may have been the most profitable year.
Even assuming that the same trades would have been made, using a static seasonal relationship in a walk-forward simulation is a flawed approach. The proper way to study seasonality is with a pure walk-forward dynamic seasonal. It is necessary to use either all the previous years or a window of previous years to trade the current year and then to shift the window forward. It is also important to use the same rules for defining the seasonal and making trading decisions for every market.
This package contains multiple types of seasonal calculations from the simplest average return over next N bars to my Ruggiero/Barna Seasonal which I developed in 1996. This amazing indicator still works well today.
Two unique measures in this package are seasonal for both trend and volatility, I originally studied this back in 1996 and it was very powerful, market trend about the same time each year.

Murray Ruggiero Charter membership to the Optimum System.

This tool uses the concepts of intermarket divergence and adds a memory to it by looking at the previous state which we came from.
This methodology is a new methodology in intermarket analysis which greatly improves the performance.