Seasonality CORN 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	-0.717683	0.545817	0.571429	0.087996	-398.72	51.85
5	1995	1996	-0.338032	0.476190	0.285714	-0.051383	-2.17	-2.82
5	1996	1997	0.110408	0.511905	0.571429	0.001934	1.89	0.74
5	1997	1998	0.451590	0.474104	0.285714	-0.022020	-4.61	-4.45
5	1998	1999	0.558024	0.501992	0.444444	-0.010607	1.05	0.76
5	1999	2000	0.347073	0.520000	0.571429	0.016367	13.43	1.80
5	2000	2001	-0.286911	0.477733	0.285714	-0.008089	1.14	0.62
5	2001	2002	-0.811935	0.501992	0.428571	0.023810	-3.39	-6.52
5	2002	2003	0.001041	0.426295	0.444444	0.005743	2.26	2.06
5	2003	2004	-0.314554	0.498008	0.555556	-0.032247	-3.35	-3.68
5	2004	2005	-0.105121	0.426295	0.714286	0.012569	-6.80	-2.06
5	2005	2006	-0.677994	0.464000	0.571429	0.111039	223.31	-34.09
5	2006	2007	0.193129	0.500000	0.714286	0.038076	0.82	1.19
5	2007	2008	-0.101069	0.513944	0.444444	-0.021261	-0.52	-1.93
5	2008	2009	0.374200	0.486056	0.714286	0.000780	0.03	0.03
5	2009	2010	0.143603	0.529880	0.714286	0.071258	1.39	1.40
5	2010	2011	-0.353061	0.513944	0.714286	0.003799	0.09	0.07
5	2011	2012	-0.321290	0.428000	0.142857	0.008623	0.29	0.28
5	2012	2013	-0.532934	0.494024	0.714286	-0.024973	-2.15	-1.35
5	2013	2014	-0.165080	0.553785	0.714286	-0.006370	-0.57	-0.80
5	2014	2015	-0.069570	0.486056	0.285714	-0.006498	-2.34	-0.83
5	2015	2016	0.429194	0.452000	0.285714	-0.003759	-0.01	0.27
5	2016	2017	0.692800	0.436000	0.428571	-0.007027	0.12	0.30
5	2017	2018	0.328966	0.484000	0.714286	0.011526	-0.46	-0.65
5	2018	2019	0.161700	0.513944	0.714286	0.004710	1.94	1.95
5	2019	2020	-0.101040	0.484127	0.571429	0.034936	5.14	6.39
5	2020	2021	0.150368	0.450199	0.428571	0.024954	1.36	1.16
5	2021	2022	-0.014134	0.476000	0.428571	0.021638	0.75	0.80
5	2022	2023	-0.445701	0.530120	0.571429	-0.043198	-1.12	-1.12
5	2023	2024	0.652796	0.484000	0.571429	0.000000	-0.09	0.00
5	2024	2025	0.773443	0.534137	0.454545	-0.004749	-0.67	-0.72
5	2025	2026	0.202997	0.467742	1.000000	0.033714	-5.17	0.71

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: -0.7177

Hit Rate Returns: 0.5458

Hit Rate Segments: 0.5714

Avg Real: 0.0880

Type	Start	End	Season	Real	OK
H	01-01	03-15	-0.002	0.060	✘
L	03-15	03-29	0.063	0.028	✔
H	03-29	06-19	-0.031	0.153	✘
H	06-19	07-21	-0.111	0.043	✘
H	07-21	09-21	-0.028	0.077	✘
L	09-21	11-27	0.021	0.060	✔
L	11-27	12-31	0.109	0.195	✔

1995

1996

Corr: -0.3380

Hit Rate Returns: 0.4762

Hit Rate Segments: 0.2857

Avg Real: -0.0514

Type	Start	End	Season	Real	OK
L	01-01	03-28	0.191	0.070	✔
H	03-28	05-11	-0.073	0.286	✘
L	05-11	06-19	0.058	-0.111	✘
H	06-19	06-29	-0.080	0.115	✘
H	06-29	08-07	-0.010	-0.519	✔
L	08-07	12-01	0.078	-0.198	✘
L	12-01	12-31	0.134	-0.022	✘

1996

1997

Corr: 0.1104

Hit Rate Returns: 0.5119

Hit Rate Segments: 0.5714

Avg Real: 0.0019

Type	Start	End	Season	Real	OK
L	01-01	05-23	0.234	0.046	✔
H	05-23	07-11	-0.014	-0.074	✔
H	07-11	07-22	-0.068	0.075	✘
H	07-22	07-23	-0.082	-0.092	✔
H	07-23	08-07	-0.050	0.011	✘
L	08-07	09-18	0.056	0.058	✔
H	09-18	11-05	-0.063	0.052	✘
L	11-05	12-28	0.108	-0.036	✘
L	12-28	12-31	0.049	-0.009	✘

1997

1998

Corr: 0.4516

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.2857

Avg Real: -0.0220

Type	Start	End	Season	Real	OK
L	01-01	05-18	0.214	-0.086	✘
H	05-18	06-27	-0.104	0.039	✘
L	06-27	07-19	0.068	-0.013	✘
H	07-19	07-22	-0.037	-0.042	✔
H	07-22	07-23	-0.118	0.022	✘
H	07-23	08-07	-0.034	-0.059	✔
L	08-07	10-05	0.011	-0.006	✘
L	10-05	12-31	0.216	0.014	✔

1998

1999

Corr: 0.5580

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.4444

Avg Real: -0.0106

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.093	0.003	✔
L	01-15	06-19	0.058	0.024	✔
H	06-19	06-27	-0.081	-0.023	✔
L	06-27	07-19	0.032	-0.122	✘
H	07-19	07-23	-0.159	0.127	✘
H	07-23	07-27	-0.017	-0.072	✔
H	07-27	09-20	-0.042	0.033	✘
L	09-20	12-31	0.107	-0.070	✘

1999

2000

Corr: 0.3471

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.5714

Avg Real: 0.0164

Type	Start	End	Season	Real	OK
L	01-01	05-20	0.196	0.196	✔
H	05-20	07-22	-0.037	-0.265	✔
H	07-22	07-27	-0.124	-0.017	✔
L	07-27	10-13	0.048	0.115	✔
H	10-13	12-20	-0.074	0.071	✘
L	12-20	12-31	0.145	0.032	✔

2000

2001

Corr: -0.2869

Hit Rate Returns: 0.4777

Hit Rate Segments: 0.2857

Avg Real: -0.0081

Type	Start	End	Season	Real	OK
L	01-01	05-20	0.239	-0.095	✘
H	05-20	07-10	-0.208	0.068	✘
L	07-10	07-22	0.041	0.000	✘
H	07-22	07-27	-0.122	0.051	✘
L	07-27	09-10	0.043	-0.029	✘
H	09-10	09-20	-0.071	-0.001	✔
L	09-20	12-31	0.149	-0.065	✘

2001

2002

Corr: -0.8119

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.4286

Avg Real: 0.0238

Type	Start	End	Season	Real	OK
L	01-01	03-27	0.148	0.034	✔
H	03-27	07-06	-0.225	0.117	✘
L	07-06	08-10	0.074	0.135	✔
H	08-10	09-19	-0.088	0.030	✘
L	09-19	10-13	0.103	-0.100	✘
H	10-13	12-20	-0.065	-0.031	✔
L	12-20	12-31	0.139	-0.018	✘

2002

2003

Corr: 0.0010

Hit Rate Returns: 0.4263

Hit Rate Segments: 0.4444

Avg Real: 0.0057

Type	Start	End	Season	Real	OK
L	01-02	01-16	0.093	-0.026	✘
H	01-16	02-26	-0.069	0.004	✘
L	02-26	03-19	0.071	-0.001	✘
H	03-19	07-11	-0.122	-0.032	✔
L	07-11	07-24	0.088	-0.078	✘
H	07-24	12-31	-0.045	0.171	✘

2003

2004

Corr: -0.3146

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5556

Avg Real: -0.0322

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.099	0.305	✔
H	04-02	04-29	-0.069	-0.065	✔
L	04-29	05-15	0.097	-0.109	✘
H	05-15	07-16	-0.137	-0.222	✔
L	07-16	09-04	0.155	-0.061	✘
H	09-04	10-20	-0.072	-0.052	✔
L	10-20	12-31	0.099	-0.069	✘

2004

2005

Corr: -0.1051

Hit Rate Returns: 0.4263

Hit Rate Segments: 0.7143

Avg Real: 0.0126

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.160	0.055	✔
H	04-02	04-28	-0.089	-0.026	✔
L	04-28	06-02	0.069	0.062	✔
H	06-02	07-30	-0.171	0.097	✘
L	07-30	09-04	0.094	-0.140	✘
H	09-04	12-31	-0.059	0.041	✘

2005

2006

Corr: -0.6780

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.5714

Avg Real: 0.1110

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.139	0.073	✔
H	04-02	05-12	-0.087	0.053	✘
L	05-12	06-01	0.100	0.028	✔
H	06-01	06-30	-0.112	-0.086	✔
L	06-30	09-04	0.094	-0.025	✘
H	09-04	11-29	-0.131	0.643	✘
L	11-29	12-31	0.133	0.091	✔

2006

2007

Corr: 0.1931

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.7143

Avg Real: 0.0381

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.270	-0.043	✘
H	04-02	05-06	-0.060	0.072	✘
L	05-06	06-01	0.150	0.047	✔
H	06-01	06-10	-0.099	-0.013	✔
L	06-10	09-04	0.012	-0.160	✘
H	09-04	09-14	-0.077	-0.001	✔
L	09-14	10-29	0.161	0.107	✔
H	10-29	12-08	-0.023	0.063	✘
L	12-08	12-31	0.239	0.148	✔

2007

2008

Corr: -0.1011

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.4444

Avg Real: -0.0213

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.347	0.175	✔
H	02-28	05-10	-0.059	0.163	✘
L	05-10	06-01	0.118	-0.009	✘
H	06-01	07-23	-0.226	-0.096	✔
H	07-23	09-14	-0.030	-0.052	✔
L	09-14	09-21	0.088	-0.043	✘
L	09-21	12-10	0.101	-0.501	✘
L	12-10	12-31	0.273	0.174	✔

2008

2009

Corr: 0.3742

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.7143

Avg Real: 0.0008

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.261	-0.111	✘
L	01-14	05-14	0.090	0.133	✔
L	05-14	06-17	0.179	-0.033	✘
H	06-17	08-12	-0.297	-0.187	✔
H	08-12	12-07	-0.063	0.092	✘
L	12-07	12-26	0.236	0.096	✔
L	12-26	12-31	0.228	-0.004	✘

2009

2010

Corr: 0.1436

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.7143

Avg Real: 0.0713

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.250	0.008	✔
L	01-06	04-27	0.075	-0.177	✘
L	04-27	06-17	0.220	0.024	✔
H	06-17	08-16	-0.296	0.119	✘
L	08-16	11-04	0.142	0.437	✔
H	11-04	12-07	-0.104	-0.102	✔
L	12-07	12-31	0.340	0.195	✔

2010

2011

Corr: -0.3531

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7143

Avg Real: 0.0038

Type	Start	End	Season	Real	OK
L	01-02	04-27	0.025	0.212	✔
L	04-27	06-13	0.165	0.049	✔
H	06-13	07-22	-0.216	-0.149	✔
H	07-22	09-06	-0.001	0.091	✘
L	09-06	11-04	0.258	-0.147	✘
H	11-04	12-07	-0.097	-0.118	✔
L	12-07	12-31	0.315	0.104	✔

2011

2012

Corr: -0.3213

Hit Rate Returns: 0.4280

Hit Rate Segments: 0.1429

Avg Real: 0.0086

Type	Start	End	Season	Real	OK
L	01-02	04-24	0.014	-0.061	✘
L	04-24	06-13	0.189	-0.039	✘
H	06-13	07-25	-0.237	0.307	✘
L	07-25	10-29	0.114	-0.087	✘
H	10-29	12-07	-0.146	-0.006	✔
L	12-07	12-31	0.278	-0.052	✘

2012

2013

Corr: -0.5329

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.7143

Avg Real: -0.0250

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.201	0.026	✔
L	01-11	06-24	0.020	-0.080	✘
L	06-24	07-13	0.142	0.070	✔
H	07-13	09-15	-0.001	-0.125	✔
H	09-15	10-03	-0.159	-0.025	✔
L	10-03	11-04	0.110	-0.019	✘
H	11-04	12-07	-0.162	-0.003	✔
L	12-07	12-31	0.237	-0.009	✘

2013

2014

Corr: -0.1651

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.7143

Avg Real: -0.0064

Type	Start	End	Season	Real	OK
L	01-01	05-01	0.104	0.197	✔
H	05-01	06-24	-0.095	-0.143	✔
L	06-24	07-13	0.122	-0.103	✘
H	07-13	07-26	-0.132	-0.065	✔
L	07-26	09-15	0.098	-0.059	✘
H	09-15	10-03	-0.079	-0.047	✔
L	10-03	10-21	0.132	0.078	✔
H	10-21	12-07	-0.079	0.061	✘
L	12-07	12-31	0.126	0.046	✔

2014

2015

Corr: -0.0696

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.2857

Avg Real: -0.0065

Type	Start	End	Season	Real	OK
L	01-01	04-30	0.168	-0.084	✘
H	04-30	06-24	-0.136	0.010	✘
L	06-24	07-05	0.099	0.135	✔
H	07-05	07-26	-0.114	-0.066	✔
L	07-26	08-30	0.081	-0.025	✘
H	08-30	10-01	-0.117	0.063	✘
L	10-01	10-29	0.125	-0.022	✘
H	10-29	11-19	-0.071	-0.040	✔
L	11-19	12-31	0.175	-0.014	✘

2015

2016

Corr: 0.4292

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.2857

Avg Real: -0.0038

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.118	0.009	✔
H	03-05	06-24	-0.118	0.084	✘
L	06-24	07-13	0.148	-0.053	✘
H	07-13	07-15	-0.100	-0.038	✔
H	07-15	07-29	-0.072	-0.050	✔
L	07-29	08-30	0.040	-0.087	✘
H	08-30	09-30	-0.139	0.093	✘
L	09-30	12-31	0.097	0.043	✔

2016

2017

Corr: 0.6928

Hit Rate Returns: 0.4360

Hit Rate Segments: 0.4286

Avg Real: -0.0070

Type	Start	End	Season	Real	OK
H	01-01	01-18	-0.064	0.026	✘
L	01-18	04-30	0.095	-0.020	✘
H	04-30	06-24	-0.087	-0.032	✔
L	06-24	07-13	0.098	0.006	✔
H	07-13	07-15	-0.098	0.011	✘
H	07-15	08-02	-0.095	-0.028	✔
H	08-02	09-27	-0.036	-0.031	✔
L	09-27	12-31	0.089	-0.009	✘

2017

2018

Corr: 0.3290

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.7143

Avg Real: 0.0115

Type	Start	End	Season	Real	OK
L	01-01	06-08	0.078	0.069	✔
H	06-08	06-24	-0.070	-0.058	✔
L	06-24	07-10	0.046	-0.030	✘
H	07-10	07-14	-0.027	-0.027	✔
H	07-15	08-02	-0.099	0.071	✘
H	08-02	09-04	-0.045	-0.035	✔
L	09-04	12-31	0.109	0.058	✔

2018

2019

Corr: 0.1617

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7143

Avg Real: 0.0047

Type	Start	End	Season	Real	OK
H	01-01	01-15	-0.035	-0.012	✔
L	01-15	04-15	0.139	-0.023	✘
L	04-15	06-08	0.011	0.141	✔
H	06-08	09-04	-0.248	-0.186	✔
L	09-04	10-14	0.101	0.138	✔
H	10-14	11-29	-0.032	-0.071	✔
L	11-29	12-18	0.082	0.043	✔
H	12-18	12-31	-0.036	0.002	✘

2019

2020

Corr: -0.1010

Hit Rate Returns: 0.4841

Hit Rate Segments: 0.5714

Avg Real: 0.0349

Type	Start	End	Season	Real	OK
H	01-01	05-11	-0.034	-0.188	✔
L	05-11	06-17	0.143	0.029	✔
H	06-17	08-30	-0.210	0.044	✘
L	08-30	10-13	0.142	0.108	✔
H	10-13	11-29	-0.072	0.087	✘
L	11-29	12-17	0.076	0.033	✔
H	12-17	12-31	-0.013	0.131	✘

2020

2021

Corr: 0.1504

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.4286

Avg Real: 0.0250

Type	Start	End	Season	Real	OK
L	01-01	01-20	0.126	0.079	✔
H	01-20	05-11	-0.068	0.491	✘
L	05-11	06-17	0.155	-0.261	✘
H	06-17	08-30	-0.203	-0.192	✔
L	08-30	10-15	0.188	-0.030	✘
H	10-15	12-01	-0.046	0.096	✘
L	12-01	12-31	0.147	0.044	✔

2021

2022

Corr: -0.0141

Hit Rate Returns: 0.4760

Hit Rate Segments: 0.4286

Avg Real: 0.0216

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.259	0.073	✔
H	02-08	05-14	-0.025	0.253	✘
L	05-14	06-13	0.115	-0.134	✘
H	06-13	09-08	-0.201	-0.106	✔
L	09-08	10-01	0.130	0.015	✔
L	10-01	12-11	0.023	-0.062	✘
L	12-11	12-31	0.145	0.042	✔

2022

2023

Corr: -0.4457

Hit Rate Returns: 0.5301

Hit Rate Segments: 0.5714

Avg Real: -0.0432

Type	Start	End	Season	Real	OK
L	01-01	05-01	0.359	-0.046	✘
H	05-01	05-14	-0.058	-0.079	✔
L	05-14	05-30	0.101	0.002	✔
H	05-30	09-08	-0.200	-0.164	✔
L	09-08	10-01	0.120	-0.010	✘
L	10-01	12-11	0.020	-0.011	✘
L	12-11	12-31	0.251	-0.015	✘

2023

2024

Corr: 0.6528

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.5714

Avg Real: 0.0000

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.220	-0.051	✘
H	01-29	04-06	-0.018	-0.013	✔
L	04-06	05-07	0.111	0.069	✔
H	05-07	06-03	-0.072	-0.051	✔
L	06-03	06-16	0.087	0.014	✔
H	06-16	07-13	-0.156	-0.063	✔
H	07-13	09-08	-0.076	0.004	✘
L	09-08	12-31	0.263	0.111	✔

2024

2025

Corr: 0.7734

Hit Rate Returns: 0.5341

Hit Rate Segments: 0.4545

Avg Real: -0.0047

Type	Start	End	Season	Real	OK
L	01-01	04-06	0.172	0.001	✔
L	04-06	05-07	0.130	-0.051	✘
H	05-07	06-03	-0.156	-0.005	✔
L	06-03	06-19	0.068	-0.013	✘
H	06-19	07-13	-0.172	-0.071	✔
H	07-13	08-22	-0.019	-0.026	✔
L	08-22	12-31	0.241	0.114	✔

2025

2026

Corr: 0.2030

Hit Rate Returns: 0.4677

Hit Rate Segments: 1.0000

Avg Real: 0.0337

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.156	0.034	✔