Quant Scanner
Screen monthly seasonal patterns across a fixed universe. Every cell reports its sample size, its effect size with a confidence interval, and a verdict corrected for the number of tests run — including the patterns that fail.
| Symbol | Month | n | Difference | 95% interval | p | q | Years against | Verdict |
|---|---|---|---|---|---|---|---|---|
| AAPL | September | 36 | -6.13 pp | [-11.24, -1.47] | 0.0033 | 0.198 | 12/36 | Weak |
| JPM | September | 36 | -3.91 pp | [-7.54, -0.59] | 0.0117 | 0.336 | 20/36 | Weak |
| KO | September | 36 | -2.02 pp | [-4.14, -0.04] | 0.0379 | 0.336 | 15/36 | Weak |
| SPY | September | 33 | -1.55 pp | [-3.27, 0.13] | 0.0453 | 0.341 | 18/33 | Weak |
| MSFT | September | 36 | -2.38 pp | [-4.55, -0.25] | 0.1172 | 0.541 | 20/36 | Folklore |
| WMT | September | 36 | -1.38 pp | [-2.88, 0.15] | 0.1995 | 0.579 | 21/36 | Folklore |
| JNJ | September | 36 | -0.88 pp | [-2.40, 0.74] | 0.3501 | 0.737 | 18/36 | Folklore |
| PEP | September | 36 | -0.56 pp | [-2.40, 1.33] | 0.5447 | 0.860 | 21/36 | Folklore |
| CVX | September | 36 | -0.43 pp | [-2.50, 1.63] | 0.7049 | 0.877 | 22/36 | Folklore |
| XOM | September | 36 | -0.33 pp | [-2.15, 1.51] | 0.7422 | 0.879 | 18/36 | Folklore |
How to read this
Read the q column, not the p column. A p-value below 0.05 looks convincing on its own, but 120 tests were run together here. The q-value corrects for that. At a false-discovery threshold of 10%, roughly one in ten entries that cleared it would still be expected to be a false positive — which is why we state the threshold rather than just the winners.
Years against counts the years in which that month moved opposite to the overall effect. A pattern with a decent average and a third of its years against it is a weaker claim than the average alone suggests, so both are shown.
A cell needs 20 observations to be graded at all and 25 to be eligible for Robust. Cells below the first threshold are reported, never quietly dropped.
Universe: 10 symbols (AAPL, CVX, JNJ, JPM, KO, MSFT, PEP, SPY, WMT, XOM). Data: fmp adjusted end-of-day, 1990-01-02 to 2026-08-20. Methodology version 0.4, generated 2026-08-20T23:31:57+00:00. Survivorship is not corrected for in this universe; that limitation applies to every figure above.
We compute and display. We never recommend. Nothing here is a forecast, and no verdict is advice to buy or sell anything — see the disclaimer.