released on 2/20/2020
The Seasonality Extension contains components that help analyze how historical data responds to calendar based seasonality. It currently contains two indicators. Each indicator lets you analyze monthly seasonality based on a historical window of data that can either be a fixed number of years, or an expanding window that covers all prior history.
- SeasMonthlyPctProfitable - Returns the percentage of months that were profitable over the historical analysis window.
- SeasMonthlyAvgProfitPct - Returns the average percentage profit of the month over the historical analysis window.