Seasonal ****ysis unveils the cyclical nature of market behavior, shedding light on recurring patterns and rhythms over specific timeframes. For instance, while October may be commonly associated with market turbulence, historical data often paints September as the true harbinger of market weakness. Understanding the underlying reasons behind such fluctuations—whether it’s post-summer lulls, profit-taking maneuvers ahead of fiscal year-ends, or geopolitical uncertainties—empowers investors to anticipate shifts and adjust their strategies accordingly.

https://andrewbaxterspeaker.wo....rdpress.com/2024/06/