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Create a custom factor based on time of year and/or sector?

Hi,

I am wondering if it's possible to create a custom factor based on the time of year and/or sector.

I have a hypothesis of which sectors do well during

  • winter
  • summer
  • economic expansion
  • economic contraction

and I'd like to create an alpha that looks at the time of year + sector. It's going to be a factor that is independent of the security price. Is this possible?