Seasonality COFFEE 20 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
20	2009	2010	0.697175	0.486056	0.428571	0.097135	3.90	3.73
20	2010	2011	-0.496853	0.520000	0.285714	-0.001976	-0.16	-0.08
20	2011	2012	-0.763904	0.508000	0.555556	-0.044919	-1.64	-1.72
20	2012	2013	-0.781084	0.517928	0.285714	-0.037722	-1.44	-1.43
20	2013	2014	0.434970	0.490040	0.571429	0.071557	2.91	2.95
20	2014	2015	-0.378968	0.462151	0.000000	-0.033353	-1.44	-1.53
20	2015	2016	-0.068339	0.548000	0.428571	0.007610	0.66	0.36
20	2016	2017	-0.329451	0.516000	0.777778	-0.007885	-0.58	-0.43
20	2017	2018	0.036188	0.552000	0.636364	-0.025625	-2.14	-5.61
20	2018	2019	0.469715	0.525896	0.428571	0.043360	2.69	2.78
20	2019	2020	0.271925	0.523810	0.428571	0.001293	0.07	0.08
20	2020	2021	0.820976	0.486056	0.727273	0.066263	4.76	4.56
20	2021	2022	-0.831924	0.440000	0.428571	-0.046190	-1.05	-1.39
20	2022	2023	-0.089713	0.514056	0.571429	0.025857	0.72	0.85
20	2023	2024	0.881909	0.452000	0.857143	0.091206	3.92	3.65
20	2024	2025	0.175131	0.526104	0.714286	0.001466	0.38	0.06
20	2025	2026	-0.783813	0.516129	0.333333	-0.050648	-0.90	117.13

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.6972

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.4286

Avg Real: 0.0971

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.163	-0.082	✘
H	03-12	04-16	-0.074	-0.007	✔
L	04-16	05-21	0.130	0.023	✔
H	05-21	06-25	-0.139	0.244	✘
L	06-25	08-07	0.096	0.003	✔
H	08-07	08-20	-0.077	0.084	✘
L	08-20	09-06	0.093	0.025	✔
L	09-06	12-31	0.133	0.351	✔

2010

2011

Corr: -0.4969

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.2857

Avg Real: -0.0020

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.169	0.169	✔
H	03-12	04-16	-0.076	0.059	✘
L	04-16	05-21	0.128	-0.108	✘
H	05-21	06-23	-0.113	-0.063	✔
L	06-23	08-07	0.090	-0.041	✘
H	08-07	08-20	-0.072	0.136	✘
L	08-20	09-09	0.097	0.028	✔
H	09-09	10-04	-0.057	-0.190	✔
L	10-04	12-31	0.182	0.001	✔

2011

2012

Corr: -0.7639

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.5556

Avg Real: -0.0449

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.168	-0.196	✘
H	03-12	04-16	-0.074	-0.035	✔
L	04-16	05-21	0.130	0.002	✔
H	05-21	06-25	-0.120	-0.072	✔
L	06-25	09-06	0.124	-0.004	✘
H	09-06	10-07	-0.062	0.045	✘
L	10-07	12-31	0.246	-0.111	✘

2012

2013

Corr: -0.7811

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.2857

Avg Real: -0.0377

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.145	-0.079	✘
H	03-12	04-16	-0.067	-0.012	✔
L	04-16	05-21	0.129	-0.021	✘
H	05-21	06-23	-0.113	-0.094	✔
L	06-23	09-09	0.128	-0.045	✘
H	09-09	11-27	-0.054	-0.035	✔
L	11-27	12-31	0.172	0.021	✔

2013

2014

Corr: 0.4350

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.5714

Avg Real: 0.0716

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.164	0.782	✔
H	03-12	04-16	-0.058	-0.113	✔
L	04-16	05-21	0.114	-0.041	✘
H	05-21	06-23	-0.115	-0.057	✔
L	06-23	09-06	0.103	0.136	✔
H	09-06	11-27	-0.049	0.035	✘
L	11-27	12-31	0.143	-0.180	✘

2014

2015

Corr: -0.3790

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.0000

Avg Real: -0.0334

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.197	-0.206	✘
H	03-12	04-16	-0.070	0.073	✘
L	04-16	05-29	0.079	-0.084	✘
H	05-29	07-10	-0.129	0.001	✘
L	07-10	10-31	0.041	-0.033	✘
L	10-31	12-31	0.248	0.049	✔

2015

2016

Corr: -0.0683

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.4286

Avg Real: 0.0076

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.177	0.015	✔
H	03-12	04-16	-0.052	-0.034	✔
L	04-16	05-29	0.070	-0.022	✘
H	05-29	07-10	-0.122	0.182	✘
L	07-10	10-14	0.100	0.060	✔
H	10-14	10-31	-0.055	0.071	✘
L	10-31	12-31	0.221	-0.219	✘

2016

2017

Corr: -0.3295

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.7778

Avg Real: -0.0079

Type	Start	End	Season	Real	OK
L	01-01	05-29	0.190	-0.045	✘
H	05-29	06-19	-0.104	-0.057	✔
L	06-19	08-07	0.052	0.130	✔
H	08-07	08-20	-0.057	-0.102	✔
L	08-20	10-14	0.098	0.000	✔
H	10-14	10-31	-0.053	0.010	✘
L	10-31	12-31	0.133	0.008	✔

2017

2018

Corr: 0.0362

Hit Rate Returns: 0.5520

Hit Rate Segments: 0.6364

Avg Real: -0.0256

Type	Start	End	Season	Real	OK
L	01-01	01-13	0.085	-0.061	✘
L	01-13	05-20	0.007	-0.050	✘
H	05-20	06-22	-0.085	-0.049	✔
L	06-22	08-07	0.061	-0.037	✘
H	08-07	08-20	-0.050	-0.091	✔
L	08-20	10-14	0.090	0.148	✔
H	10-14	12-14	-0.010	-0.172	✔
L	12-14	12-31	0.094	0.038	✔

2018

2019

Corr: 0.4697

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.4286

Avg Real: 0.0434

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.136	-0.055	✘
H	03-11	08-20	-0.066	-0.026	✔
L	08-20	10-14	0.111	0.034	✔
H	10-14	10-31	-0.051	0.071	✘
L	10-31	12-14	0.015	0.276	✔
L	12-14	12-31	0.095	-0.061	✘

2019

2020

Corr: 0.2719

Hit Rate Returns: 0.5238

Hit Rate Segments: 0.4286

Avg Real: 0.0013

Type	Start	End	Season	Real	OK
L	01-01	01-12	0.079	-0.064	✘
L	01-12	06-04	0.013	-0.129	✘
H	06-04	06-22	-0.059	-0.017	✔
L	06-22	08-07	0.054	0.153	✔
H	08-07	08-20	-0.045	0.024	✘
L	08-20	09-14	0.082	0.026	✔
H	09-14	12-14	-0.009	0.013	✘
L	12-14	12-31	0.088	0.037	✔

2020

2021

Corr: 0.8210

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.7273

Avg Real: 0.0663

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.142	0.046	✔
H	03-11	06-03	-0.007	0.204	✘
H	06-03	06-21	-0.055	-0.042	✔
L	06-21	08-03	0.066	0.178	✔
H	08-03	08-20	-0.037	0.027	✘
L	08-20	09-14	0.081	0.038	✔
L	09-14	12-09	0.004	0.455	✔
L	12-09	12-31	0.102	-0.113	✘

2021

2022

Corr: -0.8319

Hit Rate Returns: 0.4400

Hit Rate Segments: 0.4286

Avg Real: -0.0462

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.165	-0.002	✘
L	03-11	06-03	0.012	0.042	✔
H	06-03	06-21	-0.059	0.003	✘
L	06-21	08-03	0.085	-0.083	✘
H	08-03	08-20	-0.038	0.006	✘
L	08-20	09-14	0.086	-0.030	✘
L	09-14	12-09	0.031	-0.268	✘
L	12-09	12-31	0.102	0.043	✔

2022

2023

Corr: -0.0897

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.5714

Avg Real: 0.0259

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.140	0.164	✔
L	02-23	06-03	0.013	-0.080	✘
H	06-03	06-19	-0.053	0.011	✘
L	06-19	10-14	0.121	-0.136	✘
H	10-14	11-01	-0.055	0.034	✘
L	11-01	12-31	0.141	0.171	✔

2023

2024

Corr: 0.8819

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.8571

Avg Real: 0.0912

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.151	0.004	✔
H	02-23	07-12	-0.040	0.306	✘
L	07-12	07-31	0.062	-0.108	✘
H	07-31	08-20	-0.041	0.094	✘
L	08-20	10-14	0.077	0.078	✔
H	10-14	11-01	-0.049	-0.098	✔
L	11-01	12-31	0.177	0.410	✔

2024

2025

Corr: 0.1751

Hit Rate Returns: 0.5261

Hit Rate Segments: 0.7143

Avg Real: 0.0015

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.145	0.218	✔
H	02-23	06-21	-0.032	-0.220	✔
L	06-21	10-14	0.117	0.222	✔
H	10-14	11-01	-0.056	-0.024	✔
L	11-01	12-21	0.104	-0.209	✘
L	12-21	12-31	0.011	0.001	✔

2025

2026

Corr: -0.7838

Hit Rate Returns: 0.5161

Hit Rate Segments: 0.3333

Avg Real: -0.0506

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.136	-0.200	✘
H	02-22	03-16	-0.053	0.041	✘
L	03-16	04-24	0.060	0.007	✔