Longbridge Seasonality | Agent Skills Atlas

About this skill

Seasonality and calendar-effect strategy via Longbridge Securities — uses historical OHLCV data to compute month-of-year returns (January Effect), day-of-week returns (Monday / Friday effect), pre/post-holiday drift, and earnings-season effect; identifies statistically significant patterns and generates trading signals. Triggers: "季节性", "日历效应", "月份效应", "周一效应", "年初效应", "节假日效应", "财报季效应", "时间模式", "季節性", "日曆效應", "月份效應", "周一效應", "年初效應", "節假日效應", "財報季效應", "seasonality", "calendar effect", "January effect", "day of week effect", "holiday effect", "earnings season effect", "seasonal pattern", "time series anomaly", "月度效应", "月度效應", "monthly seasonality".

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Automated security scan: Partial

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0 potential findings · Scanned 11/4/2026 · Scanner 0.2.1

Content SHA-256: 06fc1bb69b8228c1a6ac27923a6f2a622c84aef1ffece9d92810c21917af05db

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Original listing metadata

Original name

longbridge-seasonality

Original description

About this listing

Category: Science & research
Reported license: MIT
Listing language (estimated): English
Review status: Not individually reviewed
Agent compatibility: Atlas installation supports Claude Code, Codex, and Cursor. Skill-specific dependencies and features are checked during setup.