Seasonality COFFEE 30 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
30	2019	2020	0.288251	0.555556	0.428571	0.001293	0.06	0.06
30	2020	2021	0.857006	0.486056	0.857143	0.109394	5.39	5.11
30	2021	2022	-0.835800	0.452000	0.000000	-0.040464	-1.32	-1.46
30	2022	2023	-0.077924	0.526104	0.571429	0.015334	0.79	0.59
30	2023	2024	0.836164	0.424000	0.714286	0.088757	3.70	3.34
30	2024	2025	0.357729	0.514056	0.714286	0.010501	0.44	0.43
30	2025	2026	-0.897272	0.548387	0.000000	-0.173244	-0.86	-2.70

seasonal

compare

key_figures

Segmente

Plot

2019

2020

Corr: 0.2883

Hit Rate Returns: 0.5556

Hit Rate Segments: 0.4286

Avg Real: 0.0013

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.123	-0.136	✘
H	03-05	04-16	-0.050	0.069	✘
L	04-16	05-21	0.082	-0.109	✘
H	05-21	06-23	-0.089	-0.067	✔
L	06-23	08-07	0.081	0.151	✔
H	08-07	08-20	-0.061	0.024	✘
L	08-20	09-06	0.068	0.128	✔
L	09-06	12-31	0.124	-0.022	✘

2020

2021

Corr: 0.8570

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.8571

Avg Real: 0.1094

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.118	0.046	✔
H	03-11	04-16	-0.047	-0.022	✔
L	04-16	05-21	0.073	0.166	✔
H	05-21	06-21	-0.086	0.018	✘
L	06-21	08-07	0.083	0.187	✔
H	08-07	08-20	-0.059	-0.009	✔
L	08-20	09-06	0.070	0.100	✔
H	09-06	10-04	-0.034	0.070	✘
L	10-04	12-31	0.119	0.204	✔

2021

2022

Corr: -0.8358

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.0000

Avg Real: -0.0405

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.131	-0.002	✘
H	03-11	04-16	-0.049	0.003	✘
L	04-16	05-21	0.084	-0.034	✘
H	05-21	06-23	-0.086	0.075	✘
L	06-23	08-07	0.096	-0.103	✘
H	08-07	08-20	-0.059	0.018	✘
L	08-20	09-04	0.069	0.037	✔
H	09-04	10-04	-0.028	-0.065	✔
L	10-04	12-31	0.131	-0.233	✘

2022

2023

Corr: -0.0779

Hit Rate Returns: 0.5261

Hit Rate Segments: 0.5714

Avg Real: 0.0153

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.122	0.096	✔
H	03-11	04-16	-0.041	0.061	✘
L	04-16	05-21	0.083	-0.054	✘
H	05-21	06-23	-0.075	-0.127	✔
L	06-23	08-07	0.091	-0.025	✘
H	08-07	08-20	-0.053	-0.099	✔
L	08-20	09-04	0.070	0.021	✔
H	09-04	10-30	-0.039	0.046	✘
L	10-30	12-31	0.148	0.176	✔

2023

2024

Corr: 0.8362

Hit Rate Returns: 0.4240

Hit Rate Segments: 0.7143

Avg Real: 0.0888

Type	Start	End	Season	Real	OK
L	01-01	05-21	0.198	0.147	✔
H	05-21	06-23	-0.080	0.035	✘
L	06-23	08-07	0.079	0.042	✔
H	08-07	08-20	-0.056	0.008	✘
L	08-20	09-04	0.070	-0.012	✘
H	09-04	10-30	-0.040	0.027	✘
L	10-30	12-31	0.176	0.374	✔

2024

2025

Corr: 0.3577

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.7143

Avg Real: 0.0105

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.162	0.218	✔
L	02-23	05-29	0.033	-0.129	✘
H	05-29	06-21	-0.081	-0.091	✔
L	06-21	10-14	0.081	0.222	✔
H	10-14	10-30	-0.044	-0.025	✔
L	10-30	12-31	0.189	-0.134	✘

2025

2026

Corr: -0.8973

Hit Rate Returns: 0.5484

Hit Rate Segments: 0.0000

Avg Real: -0.1732

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.178	-0.222	✘
L	02-23	05-29	0.029	0.048	✔