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Gitanshu:

When you say a sector has a particular best month, am I correct in
presuming
you had  data columns of just Januarys, Februarys, Marchs etc.etc. from
that sector's inception date to present?

I remember years ago I did the above to the S&P 500 using Ibbottson's
software which contained data of stocks, bonds, bills, and inflation.

I also was able to do rolling periods. eg. quarterly, January to March,
February to April, etc. etc.   The rolling periods helped me pick the
best quarter or best six months to be in the market.   Hopefully you may
want to analyze rolling periods.

Thank you and the others for sharing the great projects you undertake.

Dominick