Can we use Seasonality Effect in portfolio123?

Research
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Like Christmas rally for an example

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Yes .. it depends on how you define seasonality.
I have two ideas
1 month return, 1 year ago: close(231)/close(252) (higher is better)
To favour high volatility in december, and low volatility in other months, you could use a factor like : Eval(month=12,1/ Atrn(180,20), Atrn(180,20)) (lower is better)

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