Seasonality COFFEE 15 years

calculation: arith
plot_real_quotes: False
pad: 120
calculation_segments: zigzag_rdp
use_calculation_segments: rdp
use_sg: False
history seasonal curves

window_years	season_year	plot_year	corr	hit_rate_returns	hit_rate_segments	avg_real	ratio_total	ratio_segments
15	2004	2005	-0.251568	0.452000	0.857143	0.013163	0.24	0.63
15	2005	2006	0.169501	0.570281	0.428571	0.018153	1.02	0.70
15	2006	2007	0.352426	0.500000	0.571429	0.018435	0.45	0.56
15	2007	2008	-0.580183	0.494024	0.428571	-0.023401	-0.80	-0.79
15	2008	2009	0.632574	0.533865	0.428571	0.025377	1.15	0.87
15	2009	2010	-0.056191	0.486056	0.428571	0.094667	5.12	4.41
15	2010	2011	-0.353450	0.548000	0.285714	0.001216	-0.14	0.04
15	2011	2012	-0.503655	0.536000	0.222222	-0.042718	-1.78	-1.80
15	2012	2013	0.080305	0.482072	0.571429	-0.036240	-2.59	-2.49
15	2013	2014	-0.134457	0.474104	0.444444	0.043038	4.71	3.44
15	2014	2015	-0.609234	0.422311	0.285714	-0.031401	-1.29	-1.46
15	2015	2016	0.392092	0.524000	0.428571	0.011934	0.58	0.42
15	2016	2017	-0.614325	0.512000	0.857143	-0.010761	-0.36	-0.41
15	2017	2018	-0.616451	0.504000	0.571429	-0.035550	-1.17	-1.36
15	2018	2019	0.322709	0.505976	0.714286	0.046231	2.10	2.39
15	2019	2020	0.306017	0.527778	0.428571	0.001293	0.07	0.07
15	2020	2021	0.847144	0.509960	0.428571	0.109733	6.82	7.53
15	2021	2022	-0.687126	0.460000	0.444444	-0.023536	-1.66	-1.48
15	2022	2023	-0.407207	0.489960	0.363636	0.013530	1.27	1.44
15	2023	2024	0.860628	0.444000	0.777778	0.076752	4.68	5.47
15	2024	2025	0.135608	0.530120	0.714286	0.001989	0.36	0.07
15	2025	2026	-0.890146	0.500000	0.333333	-0.050648	-1.16	-8.89

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: -0.2516

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.8571

Avg Real: 0.0132

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.135	0.325	✔
H	03-12	04-15	-0.078	-0.194	✔
L	04-15	05-21	0.150	0.043	✔
H	05-21	06-25	-0.163	-0.123	✔
L	06-25	07-18	0.118	-0.025	✘
H	07-18	08-20	-0.095	-0.039	✔
L	08-20	09-09	0.120	-0.009	✘
H	09-09	10-10	-0.078	0.033	✘
L	10-10	12-31	0.181	0.080	✔

2005

2006

Corr: 0.1695

Hit Rate Returns: 0.5703

Hit Rate Segments: 0.4286

Avg Real: 0.0182

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.170	-0.027	✘
H	03-12	04-15	-0.099	0.008	✘
L	04-15	05-21	0.155	-0.055	✘
H	05-21	06-25	-0.165	-0.040	✔
L	06-25	07-18	0.107	0.014	✔
H	07-18	08-20	-0.106	0.066	✘
L	08-20	09-09	0.113	-0.008	✘
H	09-09	10-03	-0.079	0.005	✘
L	10-03	12-31	0.217	0.202	✔

2006

2007

Corr: 0.3524

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5714

Avg Real: 0.0184

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.210	-0.102	✘
H	03-12	04-15	-0.098	0.006	✘
L	04-15	05-21	0.161	0.029	✔
H	05-21	06-25	-0.169	-0.016	✔
L	06-25	07-18	0.118	0.030	✔
H	07-18	08-20	-0.096	0.009	✘
L	08-20	09-06	0.107	-0.011	✘
H	09-06	10-02	-0.072	0.168	✘
L	10-02	12-31	0.281	0.015	✔

2007

2008

Corr: -0.5802

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4286

Avg Real: -0.0234

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.180	0.133	✔
H	03-12	04-15	-0.089	-0.132	✔
L	04-15	05-29	0.166	-0.013	✘
H	05-29	06-26	-0.157	0.140	✘
L	06-26	09-09	0.138	-0.114	✘
H	09-09	11-27	-0.049	-0.163	✔
L	11-27	12-31	0.216	-0.015	✘

2008

2009

Corr: 0.6326

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.4286

Avg Real: 0.0254

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.215	-0.022	✘
H	03-12	04-15	-0.086	0.065	✘
L	04-15	05-21	0.152	0.181	✔
H	05-21	06-25	-0.140	-0.165	✔
L	06-25	11-23	0.038	0.169	✔
L	11-23	12-31	0.260	-0.003	✘

2009

2010

Corr: -0.0562

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.4286

Avg Real: 0.0947

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.233	-0.082	✘
H	03-12	04-14	-0.088	0.012	✘
L	04-14	05-29	0.118	0.017	✔
H	05-29	07-10	-0.175	0.186	✘
L	07-10	10-30	0.034	0.285	✔
L	10-30	12-31	0.264	0.302	✔

2010

2011

Corr: -0.3535

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.2857

Avg Real: 0.0012

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.213	0.169	✔
H	03-12	04-14	-0.075	0.035	✘
L	04-14	05-29	0.122	-0.080	✘
H	05-29	07-10	-0.155	-0.006	✔
L	07-10	09-09	0.100	0.057	✔
H	09-09	10-04	-0.059	-0.190	✔
L	10-04	12-31	0.297	0.001	✔

2011

2012

Corr: -0.5037

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.2222

Avg Real: -0.0427

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.234	-0.196	✘
H	03-12	04-14	-0.067	-0.015	✔
L	04-14	05-29	0.119	-0.041	✘
H	05-29	06-21	-0.145	-0.034	✔
H	06-21	08-20	-0.013	0.015	✘
L	08-20	09-09	0.096	-0.017	✘
H	09-09	10-04	-0.067	0.041	✘
L	10-04	12-31	0.238	-0.138	✘

2012

2013

Corr: 0.0803

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.5714

Avg Real: -0.0362

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.131	-0.005	✘
H	01-22	04-16	-0.077	-0.085	✔
L	04-16	05-26	0.062	-0.058	✘
H	05-26	06-21	-0.099	-0.052	✔
H	06-21	08-16	-0.004	0.012	✘
L	08-16	09-14	0.087	-0.038	✘
H	09-14	11-27	-0.010	-0.048	✔
L	11-27	12-31	0.142	0.021	✔

2013

2014

Corr: -0.1345

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.4444

Avg Real: 0.0430

Type	Start	End	Season	Real	OK
L	01-01	01-17	0.129	0.052	✔
H	01-17	04-16	-0.082	0.618	✘
L	04-16	05-26	0.076	-0.036	✘
H	05-26	06-21	-0.093	-0.055	✔
L	06-21	07-17	0.055	-0.120	✘
H	07-17	08-20	-0.054	0.201	✘
L	08-20	09-14	0.091	-0.068	✘
H	09-14	11-27	-0.025	0.101	✘
L	11-27	12-31	0.142	-0.180	✘

2014

2015

Corr: -0.6092

Hit Rate Returns: 0.4223

Hit Rate Segments: 0.2857

Avg Real: -0.0314

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.085	0.013	✔
L	02-16	03-12	0.096	-0.173	✘
H	03-12	06-21	-0.094	-0.004	✔
L	06-21	08-25	0.024	-0.061	✘
L	08-25	09-14	0.101	-0.002	✘
H	09-14	11-01	-0.063	0.005	✘
L	11-01	12-31	0.103	0.049	✔

2015

2016

Corr: 0.3921

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.4286

Avg Real: 0.0119

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.184	0.015	✔
H	03-12	06-20	-0.078	0.099	✘
L	06-20	08-25	0.026	0.032	✔
L	08-25	09-14	0.088	0.044	✔
H	09-14	11-01	-0.052	0.101	✘
L	11-01	12-14	0.051	-0.171	✘
L	12-14	12-31	0.124	-0.026	✘

2016

2017

Corr: -0.6143

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.8571

Avg Real: -0.0108

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.098	0.075	✔
L	01-10	04-22	0.073	-0.130	✘
H	04-22	06-19	-0.077	-0.039	✔
L	06-19	08-25	0.038	0.042	✔
L	08-25	09-14	0.095	0.053	✔
H	09-14	12-09	-0.013	-0.121	✔
L	12-09	12-31	0.120	0.038	✔

2017

2018

Corr: -0.6165

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.5714

Avg Real: -0.0355

Type	Start	End	Season	Real	OK
L	01-01	01-12	0.108	-0.061	✘
L	01-12	03-05	0.037	-0.023	✘
H	03-05	06-22	-0.056	-0.041	✔
L	06-22	10-14	0.128	0.021	✔
H	10-14	11-01	-0.070	-0.012	✔
L	11-01	12-09	0.027	-0.146	✘
L	12-09	12-31	0.129	0.011	✔

2018

2019

Corr: 0.3227

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.7143

Avg Real: 0.0462

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.138	-0.026	✘
H	03-01	06-22	-0.048	0.029	✘
L	06-22	08-11	0.069	-0.047	✘
H	08-11	09-11	-0.037	0.064	✘
L	09-11	10-14	0.077	-0.053	✘
H	10-14	12-09	-0.063	0.326	✘
L	12-09	12-31	0.112	0.024	✔

2019

2020

Corr: 0.3060

Hit Rate Returns: 0.5278

Hit Rate Segments: 0.4286

Avg Real: 0.0013

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.113	-0.144	✘
H	02-23	06-18	-0.048	-0.089	✔
L	06-18	08-11	0.085	0.132	✔
H	08-11	08-25	-0.057	0.093	✘
L	08-25	10-14	0.087	-0.107	✘
H	10-14	12-09	-0.060	0.043	✘
L	12-09	12-31	0.092	0.103	✔

2020

2021

Corr: 0.8471

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.4286

Avg Real: 0.1097

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.082	-0.037	✘
H	01-11	06-22	-0.055	0.236	✘
L	06-22	07-31	0.090	0.224	✔
H	07-31	08-24	-0.035	0.083	✘
L	08-24	10-14	0.073	0.206	✔
H	10-14	12-09	-0.045	0.247	✘
L	12-09	12-31	0.092	-0.113	✘

2021

2022

Corr: -0.6871

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.4444

Avg Real: -0.0235

Type	Start	End	Season	Real	OK
L	01-01	03-03	0.071	0.004	✔
H	03-03	06-18	-0.033	0.016	✘
L	06-18	07-31	0.108	-0.071	✘
H	07-31	08-24	-0.043	0.131	✘
L	08-24	10-14	0.090	-0.204	✘
H	10-14	11-13	-0.061	-0.119	✔
L	11-13	12-31	0.078	0.005	✔

2022

2023

Corr: -0.4072

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.3636

Avg Real: 0.0135

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.086	0.164	✔
H	02-23	06-18	-0.039	-0.053	✔
L	06-18	09-01	0.119	-0.158	✘
H	09-01	12-09	-0.067	0.217	✘
L	12-09	12-31	0.080	0.025	✔

2023

2024

Corr: 0.8606

Hit Rate Returns: 0.4440

Hit Rate Segments: 0.7778

Avg Real: 0.0768

Type	Start	End	Season	Real	OK
L	01-01	04-24	0.103	0.208	✔
H	04-24	06-20	-0.052	-0.002	✔
L	06-20	07-31	0.099	-0.005	✘
H	07-31	08-20	-0.051	0.094	✘
L	08-20	10-14	0.079	0.078	✔
H	10-14	12-09	-0.038	0.383	✘
L	12-09	12-21	0.057	-0.057	✘
L	12-21	12-31	0.043	-0.028	✘

2024

2025

Corr: 0.1356

Hit Rate Returns: 0.5301

Hit Rate Segments: 0.7143

Avg Real: 0.0020

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.128	0.218	✔
H	02-22	03-16	-0.053	-0.028	✔
L	03-16	04-22	0.080	-0.030	✘
H	04-22	06-22	-0.047	-0.186	✔
L	06-22	07-31	0.096	-0.102	✘
H	07-31	11-01	-0.016	0.300	✘
L	11-01	11-28	0.081	0.013	✔
H	11-28	12-31	-0.002	-0.199	✔

2025

2026

Corr: -0.8901

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.3333

Avg Real: -0.0506

Type	Start	End	Season	Real	OK
L	01-01	01-24	0.019	-0.018	✘
L	01-24	02-22	0.081	-0.200	✘
H	02-22	03-16	-0.057	0.041	✘
L	03-16	04-24	0.083	0.007	✔