For this purpose, seasonal patterns in different markets were examined by us and evaluated with historical data (back-tested).
Backtesting is a key component for the effective development of trading systems. This is achieved by reconstructing trades with historical data that would have occurred in the past, using rules defined by a particular strategy. The result provides statistics to assess the effectiveness of the strategy.
The underlying theory is that any strategy that has worked well in the past is likely to work well in the future, and conversely, any strategy that has worked poorly in the past is likely to work poorly in the future. This article explains which applications are used for backtesting, what kind of data is retrieved, and how it is used.