KTI-G: A New Indicator for Gold Seasonality
The Known Trends Index-Gold (KTI-G) is an indicator developed by BY_Tse that plots a daily integer score based on calendar patterns in force on each trading day of a gold chart. The thesis behind KTI-G is that gold's seasonal tendencies are better tested by letting the chart's own history define its profile rather than relying on hardcoded windows from published sources.
The index design follows the Known Trends Index for the US equity market, where each known seasonal trend contributes one point while it is active. The script applies this summation structure to gold and changes what the components are.
A 2013 academic study of London gold prices found that September and November were the only months with positive and statistically significant returns, but a 2024 replication reported a structural break around December 2010 after which those two months turned negative and January became the significant month. Practitioner windows for gold describe the same broad second-half and winter tendency with dates that differ by source.
The script keeps three fixed components with a stated rationale: physical demand with lunar dates, turn of month, and September as a contested pattern. It also gives the largest role to an empirical profile learned from the chart with no lookahead.