New: QL Seasonality Map
"How does this name usually trade in July?" now has a one-page answer. The QL Seasonality Map turns up to 15 years of adjusted history into a calendar-month profile for any stock or ETF — the average and median return, the win rate, and the best and worst year for every month, with the strongest and weakest months called out on top.
What you get
- A 12-month map — a diverging bar chart plus a full stats table: average, median, win rate, years observed, and the best/worst year for each calendar month.
- Honest math — the in-progress month is excluded from every statistic and shown separately as a partial-month read, so a half-finished month never drags its own average. Listing gaps produce holes, not fabricated multi-month "returns".
- Deep links —
/seasonality?ticker=NVDAjumps straight to a name; stock pages link to it from the Next Actions card, and ETF pages link from the Seasonality Heatmap.
For developers and AI agents
The same data ships in the public REST API — GET /api/v1/seasonality?ticker=NVDA, available on every key tier including Free (docs) — and as a seasonality tool on the QuantLogix MCP server, so Claude, Cursor, or any MCP client can pull a seasonality profile mid-conversation (setup).
Where to start
- Open /seasonality — SPY loads by default; try your own tickers.
- From any stock page, use Check seasonality in the Next actions card.
- Find it any time in the Free Tools hub under Signals & Screening.
Educational product announcement, not investment advice. Seasonality statistics are measured past performance; past seasonal patterns do not predict future returns.