Seasonality COPPER 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	0.365379	0.464286	0.428571	0.037698	2.27	2.27
30	2020	2021	0.729846	0.482072	0.571429	0.033961	2.30	2.16
30	2021	2022	-0.700268	0.456000	0.285714	-0.018723	-1.04	-0.98
30	2022	2023	-0.595245	0.538153	0.571429	0.004986	0.24	0.27
30	2023	2024	0.532835	0.508000	0.571429	0.002112	0.21	0.11
30	2024	2025	0.517507	0.469880	0.428571	0.060162	3.60	3.91
30	2025	2026	-0.625971	0.435484	0.000000	-0.022578	-0.16	-0.29

seasonal

compare

key_figures

Segmente

Plot

2019

2020

Corr: 0.3654

Hit Rate Returns: 0.4643

Hit Rate Segments: 0.4286

Avg Real: 0.0377

Type	Start	End	Season	Real	OK
L	01-01	04-25	0.130	-0.162	✘
H	04-25	06-14	-0.042	0.095	✘
L	06-14	07-31	0.057	0.094	✔
H	07-31	11-23	-0.039	0.152	✘
L	11-23	12-01	0.036	0.073	✔
H	12-01	12-31	-0.003	0.012	✘

2020

2021

Corr: 0.7298

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.5714

Avg Real: 0.0340

Type	Start	End	Season	Real	OK
H	01-01	01-30	-0.005	0.000	✘
L	01-30	04-25	0.078	0.223	✔
H	04-25	06-14	-0.027	0.022	✘
L	06-14	07-31	0.053	-0.013	✘
H	07-31	11-23	-0.029	-0.002	✔
L	11-23	12-01	0.042	-0.050	✘
H	12-01	12-31	-0.006	0.061	✘

2021

2022

Corr: -0.7003

Hit Rate Returns: 0.4560

Hit Rate Segments: 0.2857

Avg Real: -0.0187

Type	Start	End	Season	Real	OK
L	01-01	04-26	0.132	0.007	✔
H	04-26	06-14	-0.021	-0.065	✔
L	06-14	07-31	0.052	-0.132	✘
H	07-31	08-18	-0.037	0.018	✘
L	08-18	09-22	0.028	-0.034	✘
H	09-22	10-04	-0.037	0.006	✘
L	10-04	11-13	0.008	0.092	✔
L	11-13	12-31	0.148	-0.005	✘

2022

2023

Corr: -0.5952

Hit Rate Returns: 0.5382

Hit Rate Segments: 0.5714

Avg Real: 0.0050

Type	Start	End	Season	Real	OK
L	01-01	01-30	0.001	0.116	✔
L	01-30	04-26	0.095	-0.093	✘
H	04-26	11-23	-0.013	-0.024	✔
L	11-23	12-01	0.042	0.032	✔
L	12-01	12-31	0.001	-0.008	✘

2023

2024

Corr: 0.5328

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.5714

Avg Real: 0.0021

Type	Start	End	Season	Real	OK
H	01-01	01-04	-0.014	-0.010	✔
L	01-04	04-26	0.116	0.192	✔
H	04-26	11-23	-0.004	-0.129	✔
L	11-23	12-01	0.043	0.007	✔
L	12-01	12-31	0.001	-0.030	✘

2024

2025

Corr: 0.5175

Hit Rate Returns: 0.4699

Hit Rate Segments: 0.4286

Avg Real: 0.0602

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.025	0.067	✔
L	02-02	04-26	0.104	0.132	✔
H	04-26	06-24	-0.038	0.009	✘
L	06-24	07-31	0.039	-0.122	✘
H	07-31	08-18	-0.037	0.014	✘
L	08-18	11-23	0.010	0.133	✔
L	11-23	12-01	0.039	0.045	✔
H	12-01	12-31	-0.001	0.117	✘

2025

2026

Corr: -0.6260

Hit Rate Returns: 0.4355

Hit Rate Segments: 0.0000

Avg Real: -0.0226

Type	Start	End	Season	Real	OK
L	01-01	04-26	0.164	-0.023	✘