Seasonality by month for 9 markets, S&P 500 day by day this month, and US economic release dates.
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How an asset has done on a calendar date across all years: average return, share of years up, rank among all days. Free for the S&P 500 in the current month; other assets/months return that month's free numbers and a Pro link (pro_required).
MM-DD or YYYY-MM-DD
How an asset has done on a calendar date across all years: average return, share of years up, rank among all days. Free for the S&P 500 in the current month; other assets/months return that month's free numbers and a Pro link (pro_required).
| Argument | Type | Description |
|---|---|---|
| date* | string | MM-DD or YYYY-MM-DD |
| asset* | string |
{
"type": "object",
"required": [
"asset",
"date"
],
"properties": {
"date": {
"type": "string",
"description": "MM-DD or YYYY-MM-DD"
},
"asset": {
"enum": [
"sp500",
"nasdaq",
"nasdaq-100",
"dow",
"russell-2000",
"bitcoin",
"ethereum",
"crude-oil",
"gold"
],
"type": "string"
}
}
}Scheduled US economic releases (FOMC, CPI, jobs, PCE, GDP, PPI, retail sales, ISM, JOLTS) in a date range, with US Eastern times.
| Argument | Type | Description |
|---|---|---|
| days | integer | |
| start | string | YYYY-MM-DD (default today) |
{
"type": "object",
"properties": {
"days": {
"type": "integer",
"maximum": 60,
"minimum": 1
},
"start": {
"type": "string",
"description": "YYYY-MM-DD (default today)"
}
}
}List the markets covered (S&P 500, Nasdaq, Nasdaq-100, Dow, Russell 2000, Bitcoin, Ethereum, Crude Oil, Gold) with their data start dates.
No arguments.
{
"type": "object",
"properties": {}
}Deep dive on one month for one asset: average, median, % of years up, rank among the 12 months, recent years, the cumulative seasonal path through the month, and its strongest/weakest days.
| Argument | Type | Description |
|---|---|---|
| asset* | string | |
| month* | string | 1-12 or month name |
{
"type": "object",
"required": [
"asset",
"month"
],
"properties": {
"asset": {
"enum": [
"sp500",
"nasdaq",
"nasdaq-100",
"dow",
"russell-2000",
"bitcoin",
"ethereum",
"crude-oil",
"gold"
],
"type": "string"
},
"month": {
"type": "string",
"description": "1-12 or month name"
}
}
}Average and median return, share of years up, best and worst year for each calendar month of an asset. Use for 'what's the best month for X', 'is September bad for stocks'.
| Argument | Type | Description |
|---|---|---|
| asset* | string |
{
"type": "object",
"required": [
"asset"
],
"properties": {
"asset": {
"enum": [
"sp500",
"nasdaq",
"nasdaq-100",
"dow",
"russell-2000",
"bitcoin",
"ethereum",
"crude-oil",
"gold"
],
"type": "string"
}
}
}Statistics for well-known S&P 500 calendar effects: santa-claus-rally, sell-in-may, september-effect, best-days-of-the-year, worst-days-of-the-year, turn-of-the-month, presidential-cycle, january-barometer, options-expiration, pre-holiday, day-of-the-week, midterm-year.
| Argument | Type | Description |
|---|---|---|
| pattern* | string |
{
"type": "object",
"required": [
"pattern"
],
"properties": {
"pattern": {
"enum": [
"santa-claus-rally",
"sell-in-may",
"september-effect",
"best-days-of-the-year",
"worst-days-of-the-year",
"turn-of-the-month",
"presidential-cycle",
"january-barometer",
"options-expiration",
"pre-holiday",
"day-of-the-week",
"midterm-year"
],
"type": "string"
}
}
}Bullish and bearish seasonal stretches as shown on The Market Calendar. Free: the S&P 500's trends touching the current month; the full year and other assets are Pro (link included).
| Argument | Type | Description |
|---|---|---|
| year | integer | |
| asset* | string |
{
"type": "object",
"required": [
"asset"
],
"properties": {
"year": {
"type": "integer"
},
"asset": {
"enum": [
"sp500",
"nasdaq",
"nasdaq-100",
"dow",
"russell-2000",
"bitcoin",
"ethereum",
"crude-oil",
"gold"
],
"type": "string"
}
}
}Every past year's return over a calendar window (start and end MM-DD), with average, median, % of years up, best and worst years. Free for S&P 500 windows inside the current month; otherwise returns the covered months' free numbers and a Pro link (pro_required).
| Argument | Type | Description |
|---|---|---|
| end* | string | MM-DD, on or after start |
| asset* | string | |
| start* | string | MM-DD |
{
"type": "object",
"required": [
"asset",
"start",
"end"
],
"properties": {
"end": {
"type": "string",
"description": "MM-DD, on or after start"
},
"asset": {
"enum": [
"sp500",
"nasdaq",
"nasdaq-100",
"dow",
"russell-2000",
"bitcoin",
"ethereum",
"crude-oil",
"gold"
],
"type": "string"
},
"start": {
"type": "string",
"description": "MM-DD"
}
}
}