No. of Years: indicates the number of historical observations considered for the period shown in the screener.
For example, in the Monthly screener, if the September row shows No. of Years as 10, the September performance from 10 historical years is considered.
Positive Year %: indicates how often the instrument delivered a positive return during the period across the historical years considered.
For example, if No. of Years is 10 and Positive Year % is 70%, the instrument delivered a positive return in 7 out of those 10 years for that period.
Avg. Sep Chg %: indicates the average return generated by the instrument during the period across all the historical years considered.
For example, if the September row shows:
It means September ended with a positive return in 7 out of 10 historical years, while the average return across all 10 September observations was 2.5%.
Reading these metrics together provides a clearer view of both the consistency and historical average performance of the seasonal pattern.
| Scenario | Interpretation |
|---|---|
| Positive Year % is high but Avg. Return is low | The period has ended positively frequently, but the average historical return has been relatively small. |
| Positive Year % is low but Avg. Return is positive | Fewer observations were positive, but stronger gains in some years may have resulted in a positive average return. |
| Positive Year % is 100% | All historical observations considered for that period were positive. This does not guarantee that the pattern will repeat. |
| Two instruments have the same Positive Year % | Compare their Avg. Return and No. of Years for additional historical context. |
Last updated: 24 Sep 2026