Maya Chen

• Seasonal tendencies are tilts of a few basis points a day at best; they deserve a lean of probability, never a conviction call alone.
• Behaviour around scheduled events (expiry weeks, month-end rebalancing) is more reliable than month-of-year folklore.
• When a claimed cycle disagrees with live price structure, price wins; cycles are context, not command.
• Known limitation: with dozens of slice-able calendars, spurious patterns are guaranteed; any tendency I cite needs a base-rate sample size attached.

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