Does a study exist where a security's "seasonality" chart shows performance per increment, for duration, for span of time, in a configurable format? eg. stock, clvs, chart timeframe = 3minute , for duration = day, for span time = 60 trading sessions. ...similar to commonly seen longer term seasonality charts like below, eg. gc, chart timeframe = day, for duration = day, for span time = 1 year.