Pick one calendar rule and see its history against holding the same symbol for the same number of sessions, year by year, through the research cutoff. The figures come from the same evaluator as the Scan. Returns are gross: your round-trip cost is yours to apply.
Enters at the open of the first session on or after the date, every year, and holds for that many sessions.
Try: SPY, Santa Claus rally · SPY, The Halloween effect
The examples are fixed-length stand-ins for the claims they are named after. The Strategies page tests the registered session-relative rules.