the performance trends report on edgeful analyzes average monthly performance over the last 5 years to identify long-running directional patterns.

tracks expected returns by calendar month using a longer historical window than the seasonality report. generates statistics on average performance per month to surface durable bullish or bearish tendencies.

this is one of the 150+ reports available on the edgeful platform. here's how it works, what the data shows, and how traders use it.

table of contents

• what the performance trends report measures
• how the calculation works
• how traders use performance trends data
• combining performance trends with other reports
• key takeaways

what the performance trends report measures

analyzes average monthly performance across a 5-year lookback. similar to seasonality but uses a longer historical window to smooth shorter-term noise. surfaces durable monthly tendencies that persist across multiple market regimes.

the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker and view the monthly trend across the full 5-year window.

how the calculation works

the performance trends report aggregates monthly performance over a 5-year lookback.

• the report calculates monthly returns for each of the past 5 years
• it averages returns across years to produce a per-month historical expectation
• months with consistent multi-year direction stand out as durable trends
• the longer lookback smooths anomalies from any single year
• this gives you a statistical view of which months have leaned bullish or bearish over the long term

how traders use performance trends data

• building directional bias for the upcoming month based on multi-year tendencies
• comparing 5-year trends to 3-year seasonality to identify regime changes
• timing portfolio rotations to align with historically strong months
• pairing with seasonality for a layered historical view
• risk management by recognizing months with weak or inconsistent edge

the data doesn't tell you to trade. the performance trends report tells you the historical performance of the setup in front of you. what you do with that information is your decision.

results require customization, time, and effort. the numbers change depending on your ticker, session, and lookback period. always check the data for your specific conditions.

combining performance trends with other reports

the performance trends report works best when combined with other edgeful reports for confluence:

• use the what's in play dashboard to see performance trends data alongside your other favorite reports in one view
• the screener lets you scan up to 49 tickers for performance trends setups across 4 reports simultaneously
• edgeful AI can analyze performance trends data alongside other reports and find patterns you'd never spot manually

key takeaways

• the edgeful performance trends report measures average monthly performance over the last 5 years
• available for futures, stocks, ETFs, forex, and crypto with ticker filtering
• complements the seasonality report with a longer historical window
• part of the 150+ reports included in the edgeful essential plan ($49/month or $39/month annual)
• works best when combined with other reports using what's in play, the screener, or edgeful AI

trading involves risk. past performance and historical data do not guarantee future results. the statistics referenced in this post are based on historical data and may not reflect future market conditions. always trade with proper risk management.