Our story

Built because
September kept
costing us money.

TimingAX exists because one pattern was hiding in plain sight for decades, and almost nobody was making it easy to see.

The origin

It started with a
terrible September.

September 2022. The S&P 500 fell 9.3%. Portfolio down. In pain. And the same thing had happened, to varying degrees, the September before, and the one before that. So the question became: is this just bad luck, or is there something structural here?

Three hours of research later, the answer was unambiguous. September is statistically the worst month in market history — the only month to average a net loss across every measured decade, in the US, UK, Germany and Japan simultaneously. Not a coincidence. Not a 2022 anomaly. A structural pattern that has held for over 70 years.

Then the next question: what are the good months? November — +1.7% average, 70% win rate over 15 years. The entire "Best Six Months" from November through April. Bitcoin in October, up in 9 of 12 years. January for small caps. The data was everywhere once you knew where to look.

"The edge wasn't secret. It was just fragmented, scattered across academic papers and institutional research that most investors never see."

The existing tools were either priced for hedge funds (£40k+/year Bloomberg terminals) or too simplistic to be useful. There was no professional-grade seasonal analysis tool built for self-directed investors who take their portfolios seriously. So we built one.

The data

What 15 years
actually shows.

These aren't theories. They're the averages from 15 years of monthly return data across every major asset class:

-0.7%
S&P 500 avg
September
+1.7%
S&P 500 avg
November
+21.4%
Bitcoin avg
October

The gap between September (-0.7%) and November (+1.7%) is 2.4 percentage points per month. Over a 15-year period, an investor who simply avoided September and was overweight November would have materially outperformed one who held constant positions all year — with less risk, not more. That's the entire premise of TimingAX.

The build

From frustration
to nine tools.

The problem
September 2022 — The question that started everything
After a painful month in the market, I started asking: is September always like this? Three hours of research confirmed it had been for 70 years. The idea for TimingAX was born.
The data
2023 — Building the pattern library
15 years of monthly return data for 460+ assets compiled. US, UK, German and Asian markets. Twelve distinct seasonal patterns mapped: broad index, tech growth, crypto, gold, energy, healthcare and regional variants for UK mining, German auto, Japan export, China internet and Korean tech.
The platform
2024 — The first version ships
The Seasonal Analyzer goes live with 100+ assets. Strategy Backtest follows. Supabase authentication, free tier gating, and the core visual language — the calendar wheel, heatmap and bar charts — are established.
The expansion
2025 — From one tool to nine
460 global assets added across US, UK, Germany and Asia Pacific. Event Studies library built (19 events including the 2025 Tariff Shock and SVB). Earnings Analysis tracker launched. Screener, Watchlist, This Month in History, Correlations and Economic Calendar complete the platform.
What's next
2026 — Real prices + mobile app
Real-time historical price integration (replacing the seasonal model with actual price data), mobile app, email alerts when your watchlist assets enter historically strong windows, and API access for developers.
Methodology

What's under the hood.

TimingAX's seasonal patterns are derived from historical monthly return data and cross-referenced against academic finance research on market seasonality. We're transparent about how it works because transparency is non-negotiable for a financial data product.

📈
Monthly return data
15-year average monthly returns compiled from major financial data sources. Observation counts shown for every data point.
📚
Academic research
Seasonal patterns cross-referenced against peer-reviewed finance literature including the Halloween Indicator, January Effect and pre-FOMC drift studies.
🌐
Regional modelling
UK, German and Asian seasonal patterns modelled with region-specific adjustments: Japanese fiscal year-end, Chinese New Year effect, German auto cycle, UK mining and resource seasonality.
Backtest simulation
Strategy backtests use a deterministic simulation engine seeded from the seasonal model. Results are clearly labelled as model-based, not real historical price data.
Explicit caveats
Every analysis output includes explicit limitations. Seasonal patterns are statistical tendencies, not guarantees. We say this loudly, not in tiny print.
🔄
Regular updates
Event Studies and Earnings Analysis data is updated as new events occur. The patterns themselves are reviewed annually. Last updated: June 2026.
How we work

The principles we
won't compromise on.

01
No fake testimonials. Ever.
We're a new product. We don't have 500 verified reviews yet. We will not invent them. Our data is the proof of concept — not fabricated quotes from made-up users. When we have real users who choose to share their experience, we'll show them.
02
Explicit limitations on every output.
Seasonal patterns are tendencies, not predictions. Every analysis, backtest and event study on the platform carries an explicit caveat saying exactly that. We designed the product to be useful, not to make you feel more certain than the data justifies.
03
Simulated data is labelled as simulated.
Our backtests are generated from the seasonal model, not real historical price data. This is disclosed prominently on every backtest result. When real price data is integrated (on the roadmap), it will be clearly distinguished from modelled data.
04
Simple, honest pricing.
Free tier, Pro at £19.99/month (or £149/year), Lifetime at £299. One-click cancellation, no retention friction. We will never introduce dark patterns, manipulative upgrade prompts or misleading annual-versus-monthly pricing sleight of hand.
The founder

One person, obsessed
with the calendar.

HT

TimingAX is built and run by a single founder — a self-directed investor who got tired of losing money to the same seasonal patterns every year and decided to build the tool he wished existed. No VC, no team of twenty, no marketing department writing things that aren’t true.

That’s deliberate. A small, independent operation has no incentive to over-promise, upsell, or bury you in dark patterns. The goal is simple: build the most honest, genuinely useful seasonal-analysis tool for retail investors that exists — and charge a fair price for it.

If you have feedback, criticism, or just want to talk markets, it reaches a real person. Get in touch — every message is read and answered personally.

Clarity

What TimingAX is
and is not.

TimingAX is
  • A historical data and pattern analysis tool
  • An educational resource on seasonal market tendencies
  • One useful input among many for investment decisions
  • Transparent about its methodology and limitations
  • Built by investors who use it themselves
TimingAX is not
  • Financial advice or investment recommendations
  • A guarantee of future returns
  • A replacement for your own research
  • A licensed investment advisory service
  • Suitable as your only decision-making tool
Ready to see your
assets' calendars?

Free forever tier. No credit card. Three analyses per month, all Event Studies and the full Economic Calendar — yours immediately.