Seasonality CORN 15 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
15	2004	2005	0.204571	0.505976	0.714286	0.008143	4.96	4.22
15	2005	2006	-0.467177	0.428000	0.571429	0.111201	30.33	116.79
15	2006	2007	0.395541	0.484000	0.714286	0.036399	3.64	4.23
15	2007	2008	0.094970	0.521912	0.571429	-0.021622	-1.15	-1.66
15	2008	2009	0.560665	0.513944	0.714286	0.000780	0.07	0.07
15	2009	2010	-0.331814	0.486056	0.571429	0.069892	4.11	4.43
15	2010	2011	0.295502	0.442231	0.857143	0.005986	0.33	0.31
15	2011	2012	-0.482472	0.432000	0.142857	0.005912	0.40	0.27
15	2012	2013	-0.337722	0.482072	0.285714	-0.047516	-2.40	-1.83
15	2013	2014	0.440767	0.537849	0.714286	-0.008238	-0.41	-0.44
15	2014	2015	-0.322084	0.509960	0.285714	-0.014620	-0.66	-0.74
15	2015	2016	0.490894	0.476000	1.000000	0.000305	0.01	0.02
15	2016	2017	0.244806	0.444000	0.666667	-0.001562	-0.10	-0.11
15	2017	2018	0.491989	0.492000	0.428571	0.013952	0.53	0.86
15	2018	2019	0.321582	0.517928	1.000000	0.004563	0.30	0.28
15	2019	2020	-0.015296	0.472222	0.285714	0.036576	1.53	1.63
15	2020	2021	0.515324	0.438247	0.571429	0.043485	1.35	1.81
15	2021	2022	0.454974	0.584000	0.666667	0.011361	1.32	1.20
15	2022	2023	0.198118	0.477912	0.111111	-0.033516	-3.02	-3.17
15	2023	2024	0.670534	0.520000	0.428571	-0.002002	-0.15	-0.19
15	2024	2025	0.539422	0.530120	0.857143	-0.006681	-0.62	-0.69
15	2025	2026	0.403532	0.564516	1.000000	0.033714	2.42	0.70

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: 0.2046

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.7143

Avg Real: 0.0081

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.143	0.055	✔
L	04-02	06-02	0.001	0.036	✔
H	06-02	07-27	-0.126	0.097	✘
L	07-27	09-04	0.031	-0.164	✘
H	09-04	10-01	-0.044	-0.010	✔
L	10-01	12-07	0.015	-0.108	✘
L	12-07	12-31	0.140	0.143	✔

2005

2006

Corr: -0.4672

Hit Rate Returns: 0.4280

Hit Rate Segments: 0.5714

Avg Real: 0.1112

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.092	-0.030	✘
L	01-16	06-02	0.063	0.231	✔
H	06-02	07-27	-0.116	-0.099	✔
H	07-27	11-29	-0.015	0.602	✘
L	11-29	12-23	0.067	0.062	✔
L	12-23	12-31	0.024	0.010	✔

2006

2007

Corr: 0.3955

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.7143

Avg Real: 0.0364

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.081	0.070	✔
L	01-15	04-02	0.061	-0.130	✘
H	04-02	04-29	-0.041	0.026	✘
L	04-29	06-02	0.059	0.078	✔
H	06-02	07-27	-0.125	-0.169	✔
H	07-27	10-01	-0.012	0.129	✘
L	10-01	12-31	0.189	0.234	✔

2007

2008

Corr: 0.0950

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5714

Avg Real: -0.0216

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.207	0.331	✔
H	06-02	06-29	-0.087	0.301	✘
L	06-29	07-15	0.024	-0.165	✘
H	07-15	07-27	-0.064	-0.154	✔
H	07-27	09-14	-0.009	-0.075	✔
L	09-14	12-07	0.069	-0.581	✘
L	12-07	12-31	0.104	0.201	✔

2008

2009

Corr: 0.5607

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7143

Avg Real: 0.0008

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.135	-0.114	✘
L	01-15	06-02	0.096	0.204	✔
H	06-02	07-15	-0.062	-0.291	✔
H	07-15	07-27	-0.086	-0.018	✔
H	07-27	12-07	-0.012	0.113	✘
L	12-07	12-31	0.145	0.111	✔

2009

2010

Corr: -0.3318

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.5714

Avg Real: 0.0699

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.132	-0.112	✘
L	01-16	06-02	0.127	-0.050	✘
H	06-02	07-15	-0.071	0.105	✘
H	07-15	07-26	-0.076	-0.068	✔
L	07-26	12-07	0.001	0.438	✔
L	12-07	12-31	0.148	0.195	✔

2010

2011

Corr: 0.2955

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.8571

Avg Real: 0.0060

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.126	0.235	✔
H	06-02	07-15	-0.061	-0.105	✔
H	07-15	07-26	-0.082	-0.019	✔
L	07-26	10-29	0.072	-0.056	✘
H	10-29	12-07	-0.044	-0.104	✔
L	12-07	12-27	0.118	0.082	✔
L	12-27	12-31	0.080	0.021	✔

2011

2012

Corr: -0.4825

Hit Rate Returns: 0.4320

Hit Rate Segments: 0.1429

Avg Real: 0.0059

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.143	-0.090	✘
L	01-16	06-02	0.085	-0.080	✘
H	06-02	07-26	-0.122	0.324	✘
L	07-26	10-02	0.006	-0.035	✘
L	10-02	11-03	0.084	-0.028	✘
H	11-03	12-07	-0.060	-0.004	✔
L	12-07	12-31	0.165	-0.052	✘

2012

2013

Corr: -0.3377

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.2857

Avg Real: -0.0475

Type	Start	End	Season	Real	OK
L	01-01	05-21	0.097	-0.073	✘
H	05-21	06-30	-0.072	0.057	✘
H	06-30	10-02	-0.003	-0.313	✔
L	10-02	11-03	0.072	-0.017	✘
H	11-03	12-07	-0.055	-0.003	✔
L	12-07	12-31	0.153	-0.009	✘

2013

2014

Corr: 0.4408

Hit Rate Returns: 0.5378

Hit Rate Segments: 0.7143

Avg Real: -0.0082

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.107	0.107	✔
H	06-02	07-26	-0.105	-0.244	✔
L	07-26	09-22	0.051	-0.089	✘
H	09-22	10-02	-0.052	-0.018	✔
L	10-02	11-03	0.065	0.121	✔
H	11-03	12-07	-0.052	0.019	✘
L	12-07	12-28	0.124	0.089	✔
L	12-28	12-31	0.076	-0.037	✘

2014

2015

Corr: -0.3221

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.2857

Avg Real: -0.0146

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.119	-0.093	✘
H	06-02	06-30	-0.091	0.139	✘
L	06-30	07-13	0.051	0.049	✔
H	07-13	07-26	-0.090	-0.104	✔
H	07-26	10-02	-0.011	0.041	✘
L	10-02	10-29	0.084	-0.023	✘
H	10-29	12-07	-0.042	-0.029	✔
L	12-07	12-23	0.114	-0.008	✘
L	12-23	12-31	0.114	-0.017	✘

2015

2016

Corr: 0.4909

Hit Rate Returns: 0.4760

Hit Rate Segments: 1.0000

Avg Real: 0.0003

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.086	0.181	✔
H	06-02	06-30	-0.055	-0.161	✔
L	06-30	07-13	0.065	0.020	✔
H	07-13	07-26	-0.101	-0.095	✔
H	07-26	10-03	-0.020	0.038	✘
L	10-03	10-29	0.081	0.026	✔
H	10-29	12-07	-0.050	-0.012	✔
L	12-07	12-28	0.114	-0.006	✘
L	12-28	12-31	0.068	0.011	✔

2016

2017

Corr: 0.2448

Hit Rate Returns: 0.4440

Hit Rate Segments: 0.6667

Avg Real: -0.0016

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.126	0.060	✔
H	06-14	07-13	-0.019	-0.045	✔
H	07-13	07-26	-0.107	0.033	✘
H	07-26	10-02	-0.008	-0.060	✔
L	10-02	10-29	0.089	-0.008	✘
H	10-29	12-07	-0.057	-0.028	✔
L	12-07	12-28	0.117	0.037	✔
L	12-28	12-31	0.096	-0.004	✘

2017

2018

Corr: 0.4920

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4286

Avg Real: 0.0140

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.131	0.028	✔
H	06-14	08-11	-0.148	-0.015	✔
H	08-11	10-02	-0.011	0.031	✘
L	10-02	10-29	0.086	-0.002	✘
H	10-29	12-07	-0.054	0.021	✘
L	12-07	12-28	0.113	0.003	✔
L	12-28	12-31	0.107	0.000	✘

2018

2019

Corr: 0.3216

Hit Rate Returns: 0.5179

Hit Rate Segments: 1.0000

Avg Real: 0.0046

Type	Start	End	Season	Real	OK
L	01-01	05-26	0.127	0.076	✔
H	05-26	07-13	-0.017	0.078	✘
H	07-13	08-12	-0.124	-0.148	✔
L	08-12	10-29	0.060	0.003	✔
H	10-29	12-07	-0.052	-0.054	✔
L	12-07	12-27	0.116	0.065	✔
L	12-27	12-31	0.126	-0.002	✘

2019

2020

Corr: -0.0153

Hit Rate Returns: 0.4722

Hit Rate Segments: 0.2857

Avg Real: 0.0366

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.140	-0.158	✘
H	06-14	06-30	-0.067	0.023	✘
L	06-30	07-13	0.059	-0.017	✘
H	07-13	08-13	-0.134	-0.019	✔
L	08-13	10-29	0.086	0.189	✔
H	10-29	12-07	-0.053	0.054	✘
L	12-07	12-28	0.123	0.094	✔
L	12-28	12-31	0.098	0.070	✔

2020

2021

Corr: 0.5153

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.5714

Avg Real: 0.0435

Type	Start	End	Season	Real	OK
L	01-01	06-13	0.281	0.415	✔
H	06-13	06-24	-0.063	-0.012	✔
L	06-24	07-13	0.045	-0.211	✘
H	07-13	07-26	-0.104	-0.003	✔
H	07-26	09-06	-0.026	-0.086	✔
L	09-06	10-29	0.116	0.150	✔
H	10-29	12-07	-0.041	0.037	✘
L	12-07	12-31	0.124	0.014	✔

2021

2022

Corr: 0.4550

Hit Rate Returns: 0.5840

Hit Rate Segments: 0.6667

Avg Real: 0.0114

Type	Start	End	Season	Real	OK
L	01-01	04-24	0.043	0.339	✔
L	04-24	06-13	0.097	-0.114	✘
H	06-13	08-10	-0.157	-0.190	✔
L	08-10	10-29	0.071	0.106	✔
H	10-29	12-07	-0.044	-0.085	✔
L	12-07	12-27	0.106	0.057	✔
L	12-27	12-31	0.105	0.006	✔

2022

2023

Corr: 0.1981

Hit Rate Returns: 0.4779

Hit Rate Segments: 0.1111

Avg Real: -0.0335

Type	Start	End	Season	Real	OK
L	01-01	06-13	0.147	-0.186	✘
H	06-13	08-10	-0.149	-0.074	✔
L	08-10	10-29	0.064	-0.023	✘
H	10-29	12-07	-0.060	0.015	✘
L	12-07	12-28	0.097	-0.021	✘
L	12-28	12-31	0.079	-0.004	✘

2023

2024

Corr: 0.6705

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: -0.0020

Type	Start	End	Season	Real	OK
L	01-01	04-24	0.107	-0.033	✘
L	04-24	05-01	0.055	0.005	✔
H	05-01	09-08	-0.148	-0.096	✔
L	09-08	10-23	0.090	0.025	✔
H	10-23	12-02	-0.032	0.012	✘
L	12-02	12-31	0.124	0.073	✔

2024

2025

Corr: 0.5394

Hit Rate Returns: 0.5301

Hit Rate Segments: 0.8571

Avg Real: -0.0067

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.147	-0.042	✘
H	03-05	04-24	-0.010	0.081	✘
L	04-24	05-01	0.046	-0.028	✘
H	05-01	07-09	-0.048	-0.113	✔
H	07-09	08-01	-0.080	-0.050	✔
L	08-01	09-08	0.002	0.029	✔
L	09-08	12-31	0.160	0.082	✔

2025

2026

Corr: 0.4035

Hit Rate Returns: 0.5645

Hit Rate Segments: 1.0000

Avg Real: 0.0337

Type	Start	End	Season	Real	OK
L	01-01	05-01	0.151	0.034	✔