Seasonality COPPER 10 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
10	1999	2000	0.246873	0.522267	0.571429	-0.000938	0.43	-0.15
10	2000	2001	0.138449	0.518367	0.571429	-0.028030	17.07	11.38
10	2001	2002	0.297790	0.445783	0.428571	0.009987	-1.78	-6.22
10	2002	2003	-0.470600	0.497992	0.571429	0.066827	-14.56	-44.59
10	2003	2004	0.391256	0.471774	0.500000	0.071637	5.14	4.70
10	2004	2005	-0.124423	0.496000	0.571429	0.054152	9.48	9.84
10	2005	2006	0.065625	0.512000	0.428571	0.056174	3.02	2.92
10	2006	2007	0.588230	0.464000	0.666667	0.030231	0.68	0.81
10	2007	2008	-0.635023	0.556000	0.714286	-0.080760	-1.71	-1.90
10	2008	2009	0.761542	0.549801	0.666667	0.150354	6.19	6.65
10	2009	2010	0.231864	0.468000	0.571429	0.044337	0.94	0.95
10	2010	2011	-0.617920	0.450199	0.428571	-0.032734	-0.61	-0.65
10	2011	2012	-0.490148	0.544000	0.142857	0.003931	0.08	0.08
10	2012	2013	-0.840117	0.446215	0.333333	-0.009725	-0.22	-0.25
10	2013	2014	-0.517955	0.478088	0.571429	-0.024250	-0.54	-0.61
10	2014	2015	-0.299962	0.533865	0.428571	-0.037218	-1.35	-1.55
10	2015	2016	-0.192071	0.460000	0.636364	0.022634	2.33	4.10
10	2016	2017	-0.152478	0.480000	0.428571	0.048396	4.69	14.14
10	2017	2018	-0.357095	0.484000	0.000000	-0.027334	-2.16	-2.30
10	2018	2019	-0.189813	0.525896	0.857143	0.009301	0.41	0.45
10	2019	2020	-0.227895	0.472222	0.571429	0.032069	14.17	272.34
10	2020	2021	-0.433329	0.418327	0.428571	0.042743	21.31	8.09
10	2021	2022	-0.239133	0.516000	0.428571	-0.012003	-1.80	-0.88
10	2022	2023	0.223246	0.477912	0.666667	0.001194	0.74	0.15
10	2023	2024	-0.093027	0.524000	0.142857	0.005350	0.62	0.78
10	2024	2025	0.434909	0.493976	0.333333	0.052848	4.86	5.54
10	2025	2026	-0.517124	0.403226	1.000000	-0.011289	-0.11	-0.31

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: 0.2469

Hit Rate Returns: 0.5223

Hit Rate Segments: 0.5714

Avg Real: -0.0009

Type	Start	End	Season	Real	OK
H	01-01	01-30	-0.063	-0.010	✔
L	01-30	03-23	0.089	-0.039	✘
H	03-23	04-07	-0.058	-0.055	✔
L	04-07	04-25	0.047	0.029	✔
H	04-25	06-06	-0.061	0.013	✘
L	06-06	07-25	0.076	0.084	✔
H	07-25	12-31	-0.069	-0.028	✔

2000

2001

Corr: 0.1384

Hit Rate Returns: 0.5184

Hit Rate Segments: 0.5714

Avg Real: -0.0280

Type	Start	End	Season	Real	OK
L	01-01	03-23	0.042	-0.046	✘
H	03-23	04-07	-0.058	-0.042	✔
L	04-07	07-25	0.066	-0.090	✘
H	07-25	08-18	-0.044	0.005	✘
L	08-18	09-26	0.036	-0.026	✘
H	09-26	10-02	-0.052	-0.012	✔
L	10-02	11-28	0.050	0.073	✔
H	11-28	12-31	-0.031	-0.054	✔

2001

2002

Corr: 0.2978

Hit Rate Returns: 0.4458

Hit Rate Segments: 0.4286

Avg Real: 0.0100

Type	Start	End	Season	Real	OK
H	01-01	03-23	-0.012	0.138	✘
H	03-23	04-07	-0.063	-0.019	✔
L	04-07	05-24	0.069	0.028	✔
H	05-24	10-18	-0.093	-0.078	✔
L	10-18	11-28	0.061	0.106	✔
H	11-28	12-31	-0.012	-0.082	✔

2002

2003

Corr: -0.4706

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5714

Avg Real: 0.0668

Type	Start	End	Season	Real	OK
H	01-01	01-04	-0.058	0.025	✘
L	01-04	03-23	0.043	0.062	✔
H	03-23	04-07	-0.072	-0.052	✔
L	04-07	05-24	0.069	0.050	✔
H	05-24	10-09	-0.093	0.106	✘
L	10-09	12-01	0.078	0.147	✔
H	12-01	12-31	-0.039	0.126	✘

2003

2004

Corr: 0.3913

Hit Rate Returns: 0.4718

Hit Rate Segments: 0.5000

Avg Real: 0.0716

Type	Start	End	Season	Real	OK
L	01-01	03-23	0.086	0.256	✔
H	03-23	04-06	-0.078	-0.031	✔
L	04-06	05-16	0.091	-0.139	✘
H	05-16	10-09	-0.065	0.304	✘
L	10-09	12-01	0.104	-0.006	✘
H	12-01	12-31	-0.053	0.018	✘

2004

2005

Corr: -0.1244

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0542

Type	Start	End	Season	Real	OK
H	01-01	01-04	-0.053	-0.084	✔
L	01-04	03-23	0.093	0.032	✔
H	03-23	04-06	-0.071	0.042	✘
L	04-06	05-28	0.049	-0.015	✘
H	05-28	08-28	-0.073	0.174	✘
L	08-28	11-28	0.093	0.308	✔
H	11-28	12-31	-0.055	-0.091	✔

2005

2006

Corr: 0.0656

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.4286

Avg Real: 0.0562

Type	Start	End	Season	Real	OK
H	01-01	01-04	-0.052	0.082	✘
L	01-04	03-23	0.088	0.094	✔
H	03-23	04-06	-0.060	0.131	✘
L	04-06	04-19	0.055	0.186	✔
H	04-19	08-21	-0.053	0.227	✘
L	08-21	11-08	0.053	-0.142	✘
L	11-08	11-28	0.102	-0.047	✘
H	11-28	12-31	-0.058	-0.137	✔

2006

2007

Corr: 0.5882

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.6667

Avg Real: 0.0302

Type	Start	End	Season	Real	OK
L	01-01	04-06	0.096	0.281	✔
L	04-06	05-28	0.126	-0.068	✘
H	05-28	06-14	-0.063	0.027	✘
L	06-14	07-15	0.077	0.083	✔
H	07-15	10-28	-0.029	-0.022	✔
L	10-28	11-28	0.090	-0.182	✘
H	11-28	12-31	-0.051	-0.001	✔

2007

2008

Corr: -0.6350

Hit Rate Returns: 0.5560

Hit Rate Segments: 0.7143

Avg Real: -0.0808

Type	Start	End	Season	Real	OK
L	01-01	01-05	0.033	0.030	✔
L	01-05	04-06	0.101	0.280	✔
L	04-06	05-05	0.123	-0.005	✘
H	05-05	06-14	-0.063	-0.126	✔
L	06-14	07-15	0.116	0.014	✔
H	07-15	11-10	-0.001	-0.646	✔
L	11-10	12-01	0.104	-0.049	✘
H	12-01	12-31	-0.069	-0.068	✔

2008

2009

Corr: 0.7615

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.6667

Avg Real: 0.1504

Type	Start	End	Season	Real	OK
H	01-01	01-05	-0.049	-0.013	✔
L	01-05	05-05	0.237	0.440	✔
H	05-05	06-14	-0.070	0.194	✘
L	06-14	07-15	0.121	0.069	✔
L	07-15	09-22	0.003	0.322	✔
H	09-22	10-25	-0.123	0.117	✘
L	10-25	12-01	0.097	0.140	✔
H	12-01	12-31	-0.061	0.085	✘

2009

2010

Corr: 0.2319

Hit Rate Returns: 0.4680

Hit Rate Segments: 0.5714

Avg Real: 0.0443

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.276	0.031	✔
L	04-19	07-31	0.112	-0.055	✘
L	07-31	09-22	0.013	0.051	✔
H	09-22	10-25	-0.122	0.088	✘
L	10-25	11-22	0.020	-0.032	✘
L	11-22	12-01	0.098	0.058	✔
H	12-01	12-30	-0.068	0.121	✘
L	12-30	12-31	0.345	0.024	✔

2010

2011

Corr: -0.6179

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.4286

Avg Real: -0.0327

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.041	0.027	✔
L	02-05	04-19	0.271	-0.077	✘
H	04-19	06-13	-0.039	-0.044	✔
L	06-13	09-22	0.130	-0.124	✘
H	09-22	11-08	-0.088	0.012	✘
L	11-08	12-01	0.103	-0.002	✘
H	12-01	12-20	-0.063	-0.036	✔
L	12-20	12-31	0.107	0.015	✔

2011

2012

Corr: -0.4901

Hit Rate Returns: 0.5440

Hit Rate Segments: 0.1429

Avg Real: 0.0039

Type	Start	End	Season	Real	OK
L	01-01	04-17	0.372	0.034	✔
H	04-17	06-13	-0.035	-0.086	✔
L	06-13	07-31	0.145	0.022	✔
H	07-31	12-19	-0.106	0.050	✘
L	12-19	12-31	0.130	0.013	✔

2012

2013

Corr: -0.8401

Hit Rate Returns: 0.4462

Hit Rate Segments: 0.3333

Avg Real: -0.0097

Type	Start	End	Season	Real	OK
L	01-01	04-17	0.377	-0.147	✘
H	04-17	06-13	-0.058	0.002	✘
L	06-13	07-31	0.170	-0.018	✘
H	07-31	12-19	-0.105	0.060	✘
L	12-19	12-31	0.140	0.016	✔

2013

2014

Corr: -0.5180

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.5714

Avg Real: -0.0243

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.181	-0.117	✘
L	03-11	04-09	0.150	0.010	✔
H	04-09	06-13	-0.059	-0.010	✔
L	06-13	07-31	0.150	0.056	✔
H	07-31	12-19	-0.115	-0.092	✔
L	12-19	12-31	0.239	-0.020	✘

2014

2015

Corr: -0.3000

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.4286

Avg Real: -0.0372

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.090	-0.076	✘
L	03-11	04-11	0.150	0.045	✔
H	04-11	06-13	-0.048	-0.013	✔
L	06-13	07-31	0.134	-0.103	✘
H	07-31	12-20	-0.144	-0.093	✔
L	12-20	12-31	0.106	-0.001	✘

2015

2016

Corr: -0.1921

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.6364

Avg Real: 0.0226

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.092	0.081	✔
L	03-11	04-25	0.163	0.008	✔
H	04-25	06-13	-0.073	-0.095	✔
L	06-13	07-31	0.102	0.079	✔
H	07-31	12-20	-0.198	0.148	✘
L	12-20	12-31	0.100	-0.002	✘

2016

2017

Corr: -0.1525

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.4286

Avg Real: 0.0484

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.032	0.079	✔
L	02-02	04-09	0.177	-0.013	✘
H	04-09	06-08	-0.092	0.002	✘
L	06-08	07-31	0.092	0.113	✔
H	07-31	12-19	-0.143	0.097	✘
L	12-19	12-31	0.061	0.061	✔

2017

2018

Corr: -0.3571

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.0000

Avg Real: -0.0273

Type	Start	End	Season	Real	OK
L	01-01	04-09	0.191	-0.057	✘
H	04-09	06-08	-0.087	0.068	✘
L	06-08	09-08	0.101	-0.212	✘
H	09-08	10-23	-0.106	0.042	✘
H	10-23	12-19	-0.014	-0.008	✔
L	12-19	12-31	0.178	-0.029	✘

2018

2019

Corr: -0.1898

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.8571

Avg Real: 0.0093

Type	Start	End	Season	Real	OK
L	01-01	04-09	0.160	0.117	✔
H	04-09	06-20	-0.068	-0.082	✔
L	06-20	09-08	0.099	-0.038	✘
H	09-08	10-04	-0.047	-0.021	✔
L	10-04	12-31	0.120	0.092	✔

2019

2020

Corr: -0.2279

Hit Rate Returns: 0.4722

Hit Rate Segments: 0.5714

Avg Real: 0.0321

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.091	-0.086	✘
H	03-05	06-20	-0.104	0.012	✘
L	06-20	07-29	0.043	0.096	✔
H	07-29	08-15	-0.037	-0.023	✔
L	08-15	09-08	0.043	0.040	✔
H	09-08	11-18	-0.020	0.071	✘
L	11-18	12-31	0.092	0.109	✔

2020

2021

Corr: -0.4333

Hit Rate Returns: 0.4183

Hit Rate Segments: 0.4286

Avg Real: 0.0427

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.061	0.123	✔
H	03-04	03-18	-0.048	0.035	✘
H	03-18	06-20	-0.025	0.002	✘
L	06-20	07-03	0.042	0.027	✔
H	07-03	08-15	-0.040	0.036	✘
L	08-15	09-18	0.046	-0.022	✘
H	09-18	10-04	-0.045	0.036	✘
L	10-04	12-11	0.071	0.010	✔
H	12-11	12-31	-0.025	0.052	✘

2021

2022

Corr: -0.2391

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.4286

Avg Real: -0.0120

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.066	0.017	✔
L	02-02	02-24	0.053	-0.009	✘
H	02-24	03-23	-0.058	0.072	✘
L	03-23	05-07	0.034	-0.116	✘
H	05-07	06-20	-0.049	-0.038	✔
L	06-20	12-31	0.095	-0.053	✘

2022

2023

Corr: 0.2232

Hit Rate Returns: 0.4779

Hit Rate Segments: 0.6667

Avg Real: 0.0012

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.051	0.120	✔
L	01-29	03-05	0.065	-0.035	✘
H	03-05	03-23	-0.051	0.009	✘
H	03-23	09-01	-0.035	-0.079	✔
L	09-01	12-30	0.091	0.014	✔

2023

2024

Corr: -0.0930

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.1429

Avg Real: 0.0054

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.054	-0.012	✘
L	02-02	03-05	0.072	0.005	✔
H	03-05	03-18	-0.052	0.072	✘
L	03-18	06-10	0.021	0.109	✔
H	06-10	08-15	-0.064	-0.101	✔
L	08-15	12-31	0.069	-0.044	✘

2024

2025

Corr: 0.4349

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.3333

Avg Real: 0.0528

Type	Start	End	Season	Real	OK
H	01-01	02-11	-0.023	0.151	✘
L	02-11	02-22	0.064	-0.015	✘
H	02-22	03-27	-0.026	0.150	✘
L	03-27	04-19	0.044	-0.101	✘
H	04-19	09-04	-0.077	-0.059	✔
L	09-04	12-27	0.104	0.317	✔
H	12-27	12-31	-0.025	0.030	✘

2025

2026

Corr: -0.5171

Hit Rate Returns: 0.4032

Hit Rate Segments: 1.0000

Avg Real: -0.0113

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.235	0.011	✔
L	03-05	07-29	0.013	-0.033	✘