Seasonality CORN 20 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
20	2009	2010	-0.467981	0.501992	0.571429	0.069892	5.41	6.08
20	2010	2011	0.217087	0.466135	0.857143	0.003799	0.33	0.20
20	2011	2012	-0.641782	0.440000	0.142857	0.003254	0.51	0.21
20	2012	2013	-0.094690	0.498008	0.333333	-0.039329	-2.72	-2.98
20	2013	2014	0.758046	0.533865	0.714286	-0.006625	-0.62	-0.54
20	2014	2015	-0.264954	0.482072	0.333333	-0.011371	-0.85	-0.94
20	2015	2016	0.723510	0.476000	1.000000	-0.003455	0.02	-0.30
20	2016	2017	0.364377	0.484000	0.769231	-0.000216	-0.16	-0.03
20	2017	2018	0.579787	0.496000	0.571429	0.011829	0.74	1.06
20	2018	2019	0.194773	0.494024	0.857143	0.000571	0.31	0.07
20	2019	2020	-0.071897	0.480159	0.285714	0.033569	1.92	1.97
20	2020	2021	0.536377	0.430279	0.571429	0.039793	1.77	2.46
20	2021	2022	0.413239	0.548000	0.571429	0.019031	0.97	0.93
20	2022	2023	0.101435	0.485944	0.285714	-0.043251	-1.99	-2.10
20	2023	2024	0.591777	0.520000	0.428571	-0.002926	-0.10	-0.20
20	2024	2025	0.336089	0.485944	0.714286	-0.004981	-0.31	-0.26
20	2025	2026	0.546554	0.516129	1.000000	0.033714	0.29	0.76

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: -0.4680

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.5714

Avg Real: 0.0699

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.125	-0.112	✘
L	01-16	06-02	0.101	-0.050	✘
H	06-02	08-07	-0.145	0.135	✘
L	08-07	12-07	0.005	0.345	✔
L	12-07	12-23	0.095	0.159	✔
L	12-23	12-31	0.042	0.036	✔

2010

2011

Corr: 0.2171

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.8571

Avg Real: 0.0038

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.109	0.235	✔
H	06-02	07-27	-0.126	-0.121	✔
L	07-27	11-03	0.065	-0.061	✘
H	11-03	12-07	-0.033	-0.115	✔
L	12-07	12-23	0.101	0.060	✔
L	12-23	12-31	0.036	0.044	✔

2011

2012

Corr: -0.6418

Hit Rate Returns: 0.4400

Hit Rate Segments: 0.1429

Avg Real: 0.0033

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.120	-0.162	✘
H	06-02	07-26	-0.130	0.324	✘
H	07-26	10-02	-0.008	-0.035	✔
L	10-02	11-03	0.062	-0.028	✘
H	11-03	12-07	-0.037	-0.004	✔
L	12-07	12-31	0.138	-0.052	✘

2012

2013

Corr: -0.0947

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.3333

Avg Real: -0.0393

Type	Start	End	Season	Real	OK
L	01-01	05-18	0.104	-0.055	✘
H	05-18	06-30	-0.065	0.043	✘
L	06-30	07-15	0.037	-0.173	✘
H	07-15	07-26	-0.062	-0.064	✔
L	07-26	12-07	0.022	-0.098	✘
L	12-07	12-28	0.109	-0.001	✘
L	12-28	12-31	0.078	-0.002	✘

2013

2014

Corr: 0.7580

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.7143

Avg Real: -0.0066

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.116	0.018	✔
L	01-16	06-02	0.080	0.089	✔
H	06-02	06-30	-0.067	-0.098	✔
L	06-30	07-14	0.035	-0.081	✘
H	07-14	07-26	-0.089	-0.065	✔
L	07-26	12-07	0.007	0.033	✔
L	12-07	12-31	0.126	0.046	✔

2014

2015

Corr: -0.2650

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.3333

Avg Real: -0.0114

Type	Start	End	Season	Real	OK
L	01-01	05-18	0.115	-0.070	✘
H	05-18	06-30	-0.071	0.116	✘
L	06-30	07-14	0.036	0.025	✔
H	07-14	07-26	-0.088	-0.080	✔
L	07-26	12-07	0.016	-0.011	✘
L	12-07	12-28	0.106	-0.019	✘
L	12-28	12-31	0.096	-0.006	✘

2015

2016

Corr: 0.7235

Hit Rate Returns: 0.4760

Hit Rate Segments: 1.0000

Avg Real: -0.0035

Type	Start	End	Season	Real	OK
L	01-01	05-18	0.101	0.137	✔
H	05-18	06-30	-0.066	-0.116	✔
L	06-30	07-13	0.040	0.020	✔
H	07-13	07-27	-0.097	-0.085	✔
L	07-27	12-07	0.003	0.042	✔
L	12-07	12-27	0.094	0.013	✔
L	12-27	12-31	0.079	-0.009	✘

2016

2017

Corr: 0.3644

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.7692

Avg Real: -0.0002

Type	Start	End	Season	Real	OK
L	01-01	03-19	0.078	0.033	✔
H	03-19	10-02	-0.111	-0.034	✔
L	10-02	10-29	0.071	-0.008	✘
H	10-29	12-07	-0.043	-0.028	✔
L	12-07	12-27	0.095	0.042	✔
L	12-27	12-31	0.085	-0.008	✘

2017

2018

Corr: 0.5798

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0118

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.086	0.108	✔
H	06-02	07-13	-0.029	-0.143	✔
H	07-13	07-29	-0.074	0.090	✘
H	07-29	10-02	-0.014	0.001	✘
L	10-02	10-29	0.062	-0.002	✘
H	10-29	12-07	-0.043	0.021	✘
L	12-07	12-27	0.097	0.001	✔
L	12-27	12-31	0.063	0.001	✔

2018

2019

Corr: 0.1948

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.8571

Avg Real: 0.0006

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.108	0.136	✔
H	06-02	07-29	-0.110	-0.019	✔
H	07-29	10-02	-0.008	-0.078	✔
L	10-02	11-03	0.061	0.004	✔
H	11-03	12-07	-0.041	-0.046	✔
L	12-07	12-27	0.098	0.065	✔
L	12-27	12-31	0.088	-0.002	✘

2019

2020

Corr: -0.0719

Hit Rate Returns: 0.4802

Hit Rate Segments: 0.2857

Avg Real: 0.0336

Type	Start	End	Season	Real	OK
L	01-01	03-18	0.078	-0.127	✘
H	03-18	04-24	-0.030	-0.048	✔
L	04-24	06-02	0.075	0.003	✔
H	06-02	08-11	-0.126	-0.033	✔
L	08-11	11-03	0.068	0.230	✔
H	11-03	12-07	-0.042	0.047	✘
L	12-07	12-27	0.101	0.080	✔
L	12-27	12-31	0.089	0.070	✔

2020

2021

Corr: 0.5364

Hit Rate Returns: 0.4303

Hit Rate Segments: 0.5714

Avg Real: 0.0398

Type	Start	End	Season	Real	OK
L	01-01	06-02	0.098	0.395	✔
H	06-02	07-13	-0.010	-0.256	✔
H	07-13	08-11	-0.095	0.010	✘
L	08-11	10-29	0.075	0.025	✔
H	10-29	12-07	-0.040	0.037	✘
L	12-07	12-28	0.101	0.038	✔
L	12-28	12-31	0.062	-0.024	✘

2021

2022

Corr: 0.4132

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.5714

Avg Real: 0.0190

Type	Start	End	Season	Real	OK
L	01-01	06-13	0.142	0.240	✔
H	06-13	08-11	-0.130	-0.175	✔
L	08-11	10-29	0.082	0.090	✔
H	10-29	12-07	-0.041	-0.085	✔
L	12-07	12-27	0.105	0.057	✔
L	12-27	12-31	0.112	0.006	✔

2022

2023

Corr: 0.1014

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.2857

Avg Real: -0.0433

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.092	-0.046	✘
L	03-05	06-13	0.063	-0.136	✘
H	06-13	08-11	-0.151	-0.088	✔
L	08-11	10-29	0.082	-0.010	✘
H	10-29	12-07	-0.041	0.015	✘
L	12-07	12-28	0.107	-0.021	✘
L	12-28	12-31	0.142	-0.004	✘

2023

2024

Corr: 0.5918

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: -0.0029

Type	Start	End	Season	Real	OK
L	01-01	05-01	0.126	-0.028	✘
H	05-01	05-14	-0.051	0.036	✘
L	05-14	06-18	0.058	-0.038	✘
H	06-18	08-15	-0.151	-0.114	✔
L	08-15	12-07	0.028	0.073	✔
L	12-07	12-27	0.104	0.043	✔
L	12-27	12-31	0.133	0.010	✔

2024

2025

Corr: 0.3361

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.7143

Avg Real: -0.0050

Type	Start	End	Season	Real	OK
L	01-01	05-28	0.114	-0.018	✘
H	05-28	08-16	-0.141	-0.146	✔
L	08-16	10-29	0.087	0.111	✔
H	10-29	12-07	-0.035	0.006	✘
L	12-07	12-28	0.107	0.035	✔
L	12-28	12-31	0.110	-0.003	✘

2025

2026

Corr: 0.5466

Hit Rate Returns: 0.5161

Hit Rate Segments: 1.0000

Avg Real: 0.0337

Type	Start	End	Season	Real	OK
L	01-01	04-24	0.055	0.034	✔