Daily Seasonality Strength + Prediction Table

Daily Seasonality Strength + Prediction Table

Return Estimates:
This indicator uses historical price data to calculate average returns for each day (of the week or month) and uses these to predict the next day’s return.

Seasonality Strength:
It measures seasonality strength by comparing predicted returns with actual returns, using the inverse of MSE (higher values mean stronger seasonality).


supports up to 10 assets


This script is for informational and educational purposes only. It does not constitute financial, investment, or trading advice. I am not a financial advisor. Any decisions you make based on this indicator are your own responsibility. Always do your own research and consult with a qualified financial professional before making any investment decisions.
Past performance is no guarantee of future results. The value of the instruments may fluctuate and is not guaranteed