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.
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add longbridge/skills