Seasonality CORN 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 -0.296663 0.496032 0.428571 0.033569 2.85 2.92
30 2020 2021 0.620117 0.426295 0.454545 0.016021 2.42 2.17
30 2021 2022 0.570889 0.536000 0.625000 0.026305 1.54 2.41
30 2022 2023 0.211239 0.514056 0.428571 -0.042452 -2.66 -2.68
30 2023 2024 0.655836 0.500000 0.428571 -0.002464 -0.14 -0.34
30 2024 2025 0.444700 0.481928 0.857143 -0.003501 -0.44 -0.33
30 2025 2026 0.631071 0.500000 1.000000 0.033714 0.49 0.44

seasonalcomparekey_figuresSegmentePlot
2019 2020
Corr: -0.2967
Hit Rate Returns: 0.4960
Hit Rate Segments: 0.4286
Avg Real: 0.0336
TypeStartEndSeasonRealOK
L01-0106-020.104-0.173
H06-0208-13-0.1190.001
H08-1310-02-0.0090.141
L10-0211-030.0520.054
H11-0312-07-0.0310.047
L12-0712-270.0880.080
L12-2712-310.0740.070
2020 2021
Corr: 0.6201
Hit Rate Returns: 0.4263
Hit Rate Segments: 0.4545
Avg Real: 0.0160
TypeStartEndSeasonRealOK
L01-0106-020.0900.395
H06-0208-11-0.110-0.245
L08-1110-020.002-0.030
L10-0211-030.0530.048
H11-0312-07-0.0290.046
L12-0712-270.0890.059
L12-2712-310.059-0.044
2021 2022
Corr: 0.5709
Hit Rate Returns: 0.5360
Hit Rate Segments: 0.6250
Avg Real: 0.0263
TypeStartEndSeasonRealOK
L01-0106-020.1050.196
H06-0207-12-0.032-0.201
H07-1207-26-0.0770.018
H07-2608-11-0.0100.052
L08-1112-070.0260.023
L12-0712-270.0870.057
L12-2712-310.0780.006
2022 2023
Corr: 0.2112
Hit Rate Returns: 0.5141
Hit Rate Segments: 0.4286
Avg Real: -0.0425
TypeStartEndSeasonRealOK
L01-0105-180.109-0.172
H05-1807-14-0.039-0.073
H07-1407-27-0.0700.040
H07-2710-02-0.002-0.066
L10-0210-290.054-0.012
H10-2912-07-0.0270.015
L12-0712-270.089-0.017
L12-2712-310.100-0.008
2023 2024
Corr: 0.6558
Hit Rate Returns: 0.5000
Hit Rate Segments: 0.4286
Avg Real: -0.0025
TypeStartEndSeasonRealOK
L01-0105-010.097-0.028
L05-0106-180.004-0.002
H06-1808-11-0.127-0.119
L08-1110-290.0530.026
H10-2912-07-0.0310.037
L12-0712-270.0830.043
L12-2712-310.0930.010
2024 2025
Corr: 0.4447
Hit Rate Returns: 0.4819
Hit Rate Segments: 0.8571
Avg Real: -0.0035
TypeStartEndSeasonRealOK
L01-0105-010.1010.010
L05-0106-180.001-0.069
H06-1808-11-0.123-0.103
L08-1111-030.0600.107
H11-0312-07-0.0300.005
L12-0712-270.0840.035
L12-2712-310.098-0.003
2025 2026
Corr: 0.6311
Hit Rate Returns: 0.5000
Hit Rate Segments: 1.0000
Avg Real: 0.0337
TypeStartEndSeasonRealOK
L01-0105-010.0960.034