The traditional seasonality patterns that traders have relied on for years—summer slumps, year-end rallies, Q1 corrections—might not be as predictable as they once were. Or do they still hold sway over crypto markets?

With institutional adoption reshaping trading volumes, algorithmic trading executing faster than human patterns, and global macro events creating unpredictable shocks, the seasonal playbook feels increasingly outdated. Yet every cycle, we see uncanny correlations: certain months still show weak performance, others deliver surges.

Have the old rules simply evolved into something harder to spot? Are we just better at ignoring signals that don't fit the current narrative? The real question isn't whether seasonality exists—it's whether you can still profit from it when everyone's trying to arbitrage it away.

What's your take? Do seasonal trends still move your strategy, or have you abandoned them entirely?