Strategies / Pattern / Winter Only

Winter Only Seasonal Strategy

Winter Only buys at the start of the November to April season and holds. It sells on the first bar in May and waits for the next November. There are no indicators, stops or targets.

PatternLong onlySwingWalmartDaily

14.53Profit factor

73,757Net profit USD

75.51%Win rate

49Trades

-11,588Max drawdown

1,505Avg trade

Best run of 31. Walmart, Daily, from run stock2-queue:2026-09-15-Walmart.tsv:1.

Entry rules, long

Members only
No long is open

Exit rules

Members only
No stop loss or target

Test conditions

Period	Up to 2026-09-15
Instrument	Walmart, Daily
Capital per trade	10,000
Costs	Not recorded for this run.
Bars	Daily bars, full available history
Last tested	2026-09-15

Parameters

capitalPerTrade Money committed to each trade	10000
startMonth First month held (November)	11
endMonth Last month held (April)	4

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
WalmartBest run	Daily	14.53	49	75.51	73,757 USD	-11,588
Visa	Daily	55.95	19	89.47	26,481 USD	-4,348
AbbVie	Daily	28.63	14	78.57	17,180 USD	-4,222
Mastercard	Daily	27.55	20	85.00	34,616 USD	-5,035
Broadcom	Daily	20.33	17	82.35	39,899 USD	-5,977
Nvidia	Daily	8.10	28	67.86	90,089 USD	-34,235
Microsoft	Daily	7.55	41	65.85	77,861 USD	-12,039
Caterpillar	Daily	7.37	56	75.00	83,713 USD	-6,417
Meta	Daily	7.30	14	78.57	30,056 USD	-5,133
Applied Materials	Daily	6.94	29	65.52	61,849 USD	-7,875
Lam Research	Daily	6.93	37	64.86	87,460 USD	-9,396
AMD	Daily	6.41	47	68.09	153,379 USD	-19,034
Intel	Daily	6.25	55	65.45	93,427 USD	-13,333
Berkshire Hathaway	Daily	6.20	30	83.33	26,207 USD	-5,089
Apple	Daily	5.99	37	70.27	59,602 USD	-10,246
Chevron	Daily	5.78	31	74.19	28,436 USD	-5,762
ExxonMobil	Daily	5.61	56	75.00	49,925 USD	-6,816
Amazon	Daily	5.23	30	63.33	72,058 USD	-22,002
JPMorgan	Daily	4.68	56	73.21	66,782 USD	-6,311
Micron	Daily	4.59	42	66.67	118,424 USD	-22,209
Eli Lilly	Daily	4.59	56	69.64	52,200 USD	-6,238
Cisco	Daily	4.30	37	70.27	62,220 USD	-11,029
Alphabet	Daily	4.26	13	53.85	12,053 USD	-3,725
Johnson & Johnson	Daily	4.02	56	67.86	46,161 USD	-5,624
Tesla	Daily	3.75	16	56.25	34,130 USD	-17,650
Coca-Cola	Daily	3.64	56	66.07	40,458 USD	-6,719
Palantir	Daily	3.39	6	50.00	24,913 USD	-24,525
Oracle	Daily	3.37	41	60.98	64,311 USD	-12,377
Costco	Daily	3.04	37	70.27	31,210 USD	-12,422
Bank of America	Daily	2.23	31	67.74	24,275 USD	-10,730
S&P 500	Daily	n/a	57	73.68	34,796 EUR	-4,190

Charts

Results by run

Profit factor by run

Above 1.0 made money, below 1.0 lost money.

Net profit against max drawdown

Net profitMax drawdown

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// Winter Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: Daily
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
capitalPerTrade = 10000   // money committed to each trade
startMonth = 11           // first month of the holding season (November)
endMonth = 4              // last month of the holding season (April)

// --- Indicators ---
positionSize = capitalPerTrade / close
inWinter = Month >= startMonth OR Month <= endMonth

14 more lines: the entry and exit rules.

Read this first

Known weaknesses

Trade counts are very low. Walmart Daily had 49 trades, and Visa Daily only 19, so high profit factors like 55.95 rest on few data points.
There is no stop loss. A crash during the winter months is taken in full, as the 34,235.31 USD drawdown on Nvidia Daily shows.
All tests are on large US stocks and the S&P 500 in a period when many of them rose strongly. The seasonal effect may be smaller in other periods.

How to load it

Copy the code with the copy button above the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Questions

About this strategy

Can it run in ProOrder?

Yes. It is a simple calendar system sized from 10000 of capital divided by the close.

Which stocks were tested?

Every tested row was positive. AMD made 153,378.87 USD, and S&P 500 Daily made 34,795.86 EUR over 57 trades.

How much risk is there?

Each position uses about 10000 of capital. On Walmart Daily the worst drawdown was 11,587.8 USD.

Why daily bars?

The rule only checks the month, so daily bars are enough to catch the first day of November and May.

Bollinger Squeeze

A similar profit factor.

14.30 PF · 86 trades

Turn Of The Month

Also a pattern strategy.

4.86 PF · 47 trades

Negated Hammer