Seasonality COPPER 5 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
5	1994	1995	-0.105990	0.489960	0.571429	-0.010008	-0.50	-0.51
5	1995	1996	-0.474462	0.441767	0.285714	-0.023790	-7.24	-6.98
5	1996	1997	0.224104	0.513944	0.700000	-0.028824	-17.94	-8.53
5	1997	1998	0.327294	0.504000	0.285714	-0.017154	3.02	1.44
5	1998	1999	-0.570432	0.473896	0.111111	0.036290	-17.22	-76.26
5	1999	2000	-0.647371	0.526316	0.444444	0.001790	-0.12	-0.28
5	2000	2001	0.453806	0.481633	0.428571	-0.023751	3.80	2.93
5	2001	2002	0.081018	0.441767	0.142857	0.009770	-0.59	-0.65
5	2002	2003	0.043735	0.469880	0.285714	0.063826	-228.05	35.73
5	2003	2004	0.567877	0.500000	0.555556	0.044937	1.99	2.26
5	2004	2005	0.686728	0.548000	0.714286	0.048572	1.78	1.80
5	2005	2006	-0.029245	0.472000	0.555556	0.036287	1.16	0.97
5	2006	2007	0.404719	0.480000	0.428571	0.019807	0.23	0.21
5	2007	2008	-0.653270	0.512000	0.363636	-0.056936	-0.73	-0.80
5	2008	2009	0.450130	0.549801	0.428571	0.190916	5.93	7.08
5	2009	2010	-0.105367	0.468000	0.666667	0.031926	0.99	1.00
5	2010	2011	-0.285512	0.490040	0.285714	-0.030375	-0.69	-0.93
5	2011	2012	-0.359330	0.500000	0.428571	0.006383	0.24	0.55
5	2012	2013	-0.504698	0.438247	0.285714	-0.011929	-0.61	-0.90
5	2013	2014	-0.718508	0.498008	0.285714	-0.023480	-0.46	-0.54
5	2014	2015	0.196285	0.494024	0.571429	-0.033645	9.24	3.05
5	2015	2016	-0.687559	0.496000	0.285714	0.030255	-1.40	-1.55
5	2016	2017	-0.425706	0.416000	0.571429	0.047245	-10.44	-6.65
5	2017	2018	0.326463	0.520000	0.333333	-0.033042	12.04	14.21
5	2018	2019	0.652728	0.494024	0.555556	0.007234	-1.03	-1.02
5	2019	2020	-0.375829	0.476190	0.571429	0.033540	8.12	6.90
5	2020	2021	0.175592	0.454183	0.714286	0.036835	1.49	1.49
5	2021	2022	-0.632848	0.512000	0.363636	-0.013035	-0.71	-0.68
5	2022	2023	0.149627	0.473896	0.428571	0.005042	0.33	0.36
5	2023	2024	-0.197858	0.496000	0.000000	0.002581	0.17	0.09
5	2024	2025	0.475250	0.461847	0.571429	0.059937	3.33	3.71
5	2025	2026	-0.692236	0.419355	0.000000	-0.011289	-0.12	-0.13

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: -0.1060

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.5714

Avg Real: -0.0100

Type	Start	End	Season	Real	OK
L	01-01	03-21	0.150	0.026	✔
H	03-21	05-30	-0.091	-0.058	✔
L	05-30	09-07	0.187	0.014	✔
H	09-07	11-09	-0.117	0.039	✘
L	11-09	12-31	0.097	-0.090	✘

1995

1996

Corr: -0.4745

Hit Rate Returns: 0.4418

Hit Rate Segments: 0.2857

Avg Real: -0.0238

Type	Start	End	Season	Real	OK
L	01-01	03-13	0.098	-0.027	✘
H	03-13	05-06	-0.099	0.036	✘
L	05-06	07-02	0.113	-0.288	✘
L	07-02	09-06	0.006	0.012	✔
H	09-06	10-18	-0.096	0.030	✘
L	10-18	12-30	0.094	0.054	✔
L	12-30	12-31	0.005	0.017	✔

1996

1997

Corr: 0.2241

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7000

Avg Real: -0.0288

Type	Start	End	Season	Real	OK
H	01-01	04-20	-0.083	0.026	✘
L	04-20	09-02	0.053	-0.113	✘
H	09-02	10-18	-0.103	-0.008	✔
L	10-18	12-31	0.148	-0.182	✘

1997

1998

Corr: 0.3273

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.2857

Avg Real: -0.0172

Type	Start	End	Season	Real	OK
L	01-01	03-25	0.127	0.027	✔
H	03-25	04-20	-0.115	0.064	✘
L	04-20	06-22	0.089	-0.100	✘
H	06-22	06-28	-0.070	-0.024	✔
H	06-28	10-02	-0.071	-0.013	✔
L	10-02	12-31	0.122	-0.075	✘

1998

1999

Corr: -0.5704

Hit Rate Returns: 0.4739

Hit Rate Segments: 0.1111

Avg Real: 0.0363

Type	Start	End	Season	Real	OK
H	01-01	01-12	-0.107	0.028	✘
L	01-12	06-10	0.135	-0.039	✘
H	06-10	07-01	-0.114	0.178	✘
H	07-01	10-02	-0.043	0.085	✘
L	10-02	11-20	0.109	-0.023	✘
H	11-20	12-31	-0.105	0.099	✘

1999

2000

Corr: -0.6474

Hit Rate Returns: 0.5263

Hit Rate Segments: 0.4444

Avg Real: 0.0018

Type	Start	End	Season	Real	OK
H	01-01	02-18	-0.109	-0.010	✔
L	02-18	05-03	0.109	-0.017	✘
H	05-03	06-06	-0.099	-0.018	✔
L	06-06	06-22	0.050	0.018	✔
H	06-22	06-27	-0.067	0.001	✘
L	06-27	11-27	0.026	0.036	✔
H	11-27	12-31	-0.094	0.000	✘

2000

2001

Corr: 0.4538

Hit Rate Returns: 0.4816

Hit Rate Segments: 0.4286

Avg Real: -0.0238

Type	Start	End	Season	Real	OK
H	01-01	04-06	-0.089	-0.088	✔
L	04-06	05-16	0.137	0.003	✔
H	05-16	06-27	-0.149	-0.031	✔
L	06-27	07-25	0.075	-0.050	✘
H	07-25	08-18	-0.093	0.005	✘
L	08-18	09-01	0.080	0.005	✔
H	09-01	11-28	-0.008	0.037	✘
H	11-28	12-31	-0.091	-0.054	✔

2001

2002

Corr: 0.0810

Hit Rate Returns: 0.4418

Hit Rate Segments: 0.1429

Avg Real: 0.0098

Type	Start	End	Season	Real	OK
H	01-01	01-04	-0.139	0.018	✘
L	01-04	03-23	0.028	0.119	✔
H	03-23	04-06	-0.077	-0.019	✔
L	04-06	05-03	0.129	-0.002	✘
H	05-03	06-02	-0.092	0.065	✘
L	06-02	09-12	0.034	-0.119	✘
H	09-12	11-07	-0.104	0.025	✘
H	11-07	12-31	-0.005	-0.017	✔

2002

2003

Corr: 0.0437

Hit Rate Returns: 0.4699

Hit Rate Segments: 0.2857

Avg Real: 0.0638

Type	Start	End	Season	Real	OK
L	01-01	02-13	0.026	0.049	✔
H	02-13	04-06	-0.102	-0.046	✔
L	04-06	05-02	0.126	-0.019	✘
H	05-02	06-02	-0.098	0.102	✘
L	06-02	07-17	0.066	-0.013	✘
H	07-17	08-21	-0.062	0.034	✘
L	08-21	09-12	0.078	0.011	✔
H	09-12	11-07	-0.066	0.186	✘
L	11-07	12-01	0.068	0.018	✔
H	12-01	12-31	-0.044	0.126	✘

2003

2004

Corr: 0.5679

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5556

Avg Real: 0.0449

Type	Start	End	Season	Real	OK
L	01-01	01-31	0.158	0.058	✔
H	01-31	04-06	-0.107	0.170	✘
L	04-06	05-18	0.105	-0.158	✘
H	05-18	06-15	-0.065	0.036	✘
L	06-15	10-09	0.054	0.257	✔
L	10-09	12-31	0.211	0.012	✔

2004

2005

Corr: 0.6867

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.7143

Avg Real: 0.0486

Type	Start	End	Season	Real	OK
L	01-01	03-19	0.245	-0.011	✘
H	03-19	04-28	-0.125	-0.023	✔
L	04-28	05-28	0.100	0.021	✔
H	05-28	10-28	-0.040	0.207	✘
L	10-28	11-23	0.038	0.210	✔
L	11-23	12-01	0.111	0.018	✔
H	12-01	12-31	-0.036	-0.083	✔

2005

2006

Corr: -0.0292

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.5556

Avg Real: 0.0363

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.328	0.095	✔
H	03-01	04-28	-0.116	0.533	✘
L	04-28	06-05	0.084	0.130	✔
H	06-05	09-18	-0.038	-0.089	✔
L	09-18	11-08	0.104	-0.091	✘
L	11-08	12-01	0.210	-0.041	✘
H	12-01	12-31	-0.073	-0.143	✔

2006

2007

Corr: 0.4047

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.4286

Avg Real: 0.0198

Type	Start	End	Season	Real	OK
L	01-01	04-05	0.349	0.281	✔
L	04-05	05-28	0.218	-0.017	✘
H	05-28	06-14	-0.126	0.027	✘
L	06-14	07-16	0.169	0.073	✔
H	07-16	09-16	-0.069	-0.075	✔
L	09-16	11-27	0.330	-0.174	✘
H	11-27	12-30	-0.067	0.043	✘

2007

2008

Corr: -0.6533

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.3636

Avg Real: -0.0569

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.157	0.159	✔
L	02-08	05-11	0.390	0.072	✔
L	05-11	09-15	0.087	-0.197	✘
L	09-15	10-11	0.200	-0.337	✘
L	10-11	12-31	0.001	-0.306	✘

2008

2009

Corr: 0.4501

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.4286

Avg Real: 0.1909

Type	Start	End	Season	Real	OK
L	01-01	05-05	0.549	0.427	✔
H	05-05	06-14	-0.148	0.194	✘
L	06-14	07-31	0.198	0.229	✔
H	07-31	09-28	-0.022	0.076	✘
H	09-28	10-25	-0.291	0.203	✘
H	10-25	12-30	-0.076	0.223	✘
L	12-30	12-31	0.069	0.001	✔

2009

2010

Corr: -0.1054

Hit Rate Returns: 0.4680

Hit Rate Segments: 0.6667

Avg Real: 0.0319

Type	Start	End	Season	Real	OK
H	01-01	02-02	-0.024	-0.089	✔
L	02-02	05-06	0.581	0.005	✔
H	05-06	06-14	-0.069	-0.034	✔
L	06-14	07-31	0.210	0.094	✔
H	07-31	09-22	-0.004	0.051	✘
H	09-22	11-08	-0.355	0.116	✘
H	11-08	12-31	-0.061	0.144	✘

2010

2011

Corr: -0.2855

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.2857

Avg Real: -0.0304

Type	Start	End	Season	Real	OK
H	01-01	02-05	-0.242	0.027	✘
L	02-05	04-25	0.551	-0.059	✘
H	04-25	06-13	-0.108	-0.061	✔
L	06-13	07-31	0.240	0.100	✔
H	07-31	09-22	-0.008	-0.207	✔
H	09-22	11-22	-0.349	-0.034	✔
H	11-22	12-23	-0.052	0.030	✘
L	12-23	12-31	0.175	-0.007	✘

2011

2012

Corr: -0.3593

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: 0.0064

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.068	0.107	✔
L	02-05	04-09	0.421	-0.041	✘
H	04-09	05-17	-0.156	-0.067	✔
L	05-17	07-31	0.228	-0.018	✘
H	07-31	12-19	-0.436	0.050	✘
L	12-19	12-31	0.077	0.013	✔

2012

2013

Corr: -0.5047

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.2857

Avg Real: -0.0119

Type	Start	End	Season	Real	OK
L	01-01	04-09	0.427	-0.077	✘
H	04-09	06-08	-0.161	-0.046	✔
L	06-08	08-30	0.175	-0.004	✘
H	08-30	10-23	-0.244	0.011	✘
H	10-23	12-19	-0.065	0.020	✘
L	12-19	12-31	0.382	0.016	✔

2013

2014

Corr: -0.7185

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.2857

Avg Real: -0.0235

Type	Start	End	Season	Real	OK
L	01-01	04-09	0.323	-0.107	✘
H	04-09	06-23	-0.157	0.023	✘
L	06-23	09-08	0.232	0.003	✔
H	09-08	11-27	-0.061	-0.058	✔
L	11-27	12-31	0.275	-0.006	✘

2014

2015

Corr: 0.1963

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.5714

Avg Real: -0.0336

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.115	-0.065	✘
H	01-19	03-15	-0.068	0.022	✘
L	03-15	04-09	0.045	0.024	✔
H	04-09	06-08	-0.138	-0.015	✔
L	06-08	09-08	0.118	-0.093	✘
H	09-08	11-28	-0.096	-0.137	✔
L	11-28	12-31	0.112	0.029	✔

2015

2016

Corr: -0.6876

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.2857

Avg Real: 0.0303

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.064	-0.021	✘
H	02-14	06-21	-0.128	0.033	✘
L	06-21	09-16	0.055	0.017	✔
H	09-16	09-28	-0.089	0.017	✘
H	09-28	11-28	-0.046	0.233	✘
H	11-28	12-31	-0.004	-0.084	✔

2016

2017

Corr: -0.4257

Hit Rate Returns: 0.4160

Hit Rate Segments: 0.5714

Avg Real: 0.0472

Type	Start	End	Season	Real	OK
H	01-01	01-14	-0.052	0.084	✘
L	01-14	03-04	0.065	0.028	✔
H	03-04	06-21	-0.113	-0.020	✔
L	06-21	07-03	0.062	0.035	✔
H	07-03	07-07	-0.059	-0.018	✔
H	07-07	09-01	-0.012	0.186	✘
L	09-01	09-16	0.079	-0.069	✘
H	09-16	12-31	-0.017	0.133	✘

2017

2018

Corr: 0.3265

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.3333

Avg Real: -0.0330

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.019	-0.046	✘
H	03-05	05-25	-0.025	-0.012	✔
H	05-25	06-20	-0.060	-0.006	✔
L	06-20	07-03	0.058	-0.043	✘
H	07-03	07-07	-0.048	-0.029	✔
L	07-07	11-10	0.062	-0.047	✘
H	11-10	11-18	-0.039	0.039	✘
L	11-18	12-31	0.042	-0.054	✘

2018

2019

Corr: 0.6527

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.5556

Avg Real: 0.0072

Type	Start	End	Season	Real	OK
H	01-01	01-23	-0.083	0.026	✘
L	01-23	03-04	0.057	0.083	✔
H	03-04	04-15	-0.043	0.009	✘
L	04-15	05-02	0.046	-0.057	✘
H	05-02	08-15	-0.104	-0.074	✔
L	08-15	11-25	0.063	0.020	✔
H	11-25	12-31	-0.078	0.059	✘

2019

2020

Corr: -0.3758

Hit Rate Returns: 0.4762

Hit Rate Segments: 0.5714

Avg Real: 0.0335

Type	Start	End	Season	Real	OK
H	01-01	01-23	-0.047	-0.030	✔
L	01-23	02-24	0.084	-0.056	✘
L	02-24	04-30	0.017	-0.080	✘
H	04-30	08-15	-0.127	0.179	✘
L	08-15	12-30	0.104	0.231	✔
H	12-30	12-31	-0.049	-0.011	✔

2020

2021

Corr: 0.1756

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.7143

Avg Real: 0.0368

Type	Start	End	Season	Real	OK
H	01-01	05-15	-0.059	0.312	✘
L	05-15	07-29	0.087	-0.057	✘
H	07-29	10-06	-0.024	-0.102	✔
L	10-06	12-17	0.170	0.039	✔
H	12-17	12-31	-0.044	0.047	✘

2021

2022

Corr: -0.6328

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.3636

Avg Real: -0.0130

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.189	0.020	✔
H	02-22	03-23	-0.114	0.060	✘
L	03-23	06-10	0.118	-0.109	✘
H	06-10	10-01	-0.033	-0.196	✔
L	10-01	10-20	0.100	-0.004	✘
L	10-20	12-31	0.019	0.090	✔

2022

2023

Corr: 0.1496

Hit Rate Returns: 0.4739

Hit Rate Segments: 0.4286

Avg Real: 0.0050

Type	Start	End	Season	Real	OK
L	01-01	02-24	0.208	0.049	✔
H	02-24	03-23	-0.077	0.046	✘
L	03-23	06-10	0.078	-0.090	✘
H	06-10	07-05	-0.118	0.002	✘
H	07-05	09-03	-0.012	0.018	✘
L	09-03	12-31	0.117	0.015	✔

2023

2024

Corr: -0.1979

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.0000

Avg Real: 0.0026

Type	Start	End	Season	Real	OK
L	01-01	01-20	0.213	-0.021	✘
H	01-20	02-03	-0.058	0.015	✘
L	02-03	02-22	0.107	0.035	✔
H	02-22	10-06	-0.114	0.157	✘
L	10-06	12-31	0.142	-0.138	✘

2024

2025

Corr: 0.4752

Hit Rate Returns: 0.4618

Hit Rate Segments: 0.5714

Avg Real: 0.0599

Type	Start	End	Season	Real	OK
L	01-01	01-20	0.139	0.083	✔
H	01-20	02-03	-0.061	0.004	✘
L	02-03	02-22	0.086	0.055	✔
H	02-22	03-30	-0.048	0.148	✘
L	03-30	04-19	0.079	-0.086	✘
H	04-19	07-10	-0.030	0.213	✘
H	07-10	07-19	-0.055	-0.010	✔
L	07-19	07-31	0.047	-0.299	✘
H	07-31	08-09	-0.054	0.015	✘
L	08-09	12-31	0.208	0.301	✔

2025

2026

Corr: -0.6922

Hit Rate Returns: 0.4194

Hit Rate Segments: 0.0000

Avg Real: -0.0113

Type	Start	End	Season	Real	OK
L	01-01	03-23	0.236	-0.044	✘
H	03-23	04-08	-0.066	0.022	✘