Seasonality GOLD 10 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
10	1999	2000	0.398953	0.444000	0.428571	-0.007972	1.39	1.73
10	2000	2001	-0.429243	0.433198	0.571429	-0.003670	-0.70	0.43
10	2001	2002	-0.462963	0.513944	0.571429	0.033791	-6.81	-13.04
10	2002	2003	0.087328	0.482072	0.714286	0.028778	14.05	11.75
10	2003	2004	0.321797	0.474104	0.142857	0.005942	2.66	1.54
10	2004	2005	0.552452	0.490040	0.142857	0.028798	7.27	7.11
10	2005	2006	-0.153533	0.488000	0.571429	0.021943	3.71	3.06
10	2006	2007	0.880848	0.500000	0.571429	0.046670	3.68	4.28
10	2007	2008	-0.622737	0.541833	0.555556	0.002775	0.14	0.13
10	2008	2009	0.873159	0.513944	0.857143	0.038512	1.28	1.33
10	2009	2010	0.904134	0.525896	0.444444	0.027336	1.03	0.91
10	2010	2011	0.629504	0.478088	0.428571	0.010044	0.36	0.23
10	2011	2012	0.296269	0.488000	0.428571	0.007900	0.14	0.17
10	2012	2013	-0.788932	0.501992	0.454545	-0.026933	-0.98	-1.05
10	2013	2014	-0.703315	0.533865	0.428571	-0.003782	-0.16	-0.14
10	2014	2015	-0.810937	0.498008	0.428571	-0.016001	-0.50	-0.58
10	2015	2016	0.186412	0.500000	0.555556	0.007674	0.43	0.42
10	2016	2017	0.705767	0.492000	0.857143	0.015828	0.93	0.96
10	2017	2018	-0.683862	0.472000	0.444444	-0.004027	-0.23	-0.35
10	2018	2019	0.689781	0.533865	0.714286	0.026393	1.92	1.81
10	2019	2020	0.682010	0.468254	0.571429	0.034838	3.71	4.51
10	2020	2021	-0.330722	0.529880	0.363636	-0.004393	-0.90	-1.12
10	2021	2022	-0.290908	0.516000	0.571429	0.003109	0.32	1.01
10	2022	2023	-0.350281	0.538153	0.428571	0.018042	6.51	11.99
10	2023	2024	0.453524	0.504000	0.714286	0.035948	3.02	2.80
10	2024	2025	0.791920	0.510040	0.714286	0.089430	4.51	4.66
10	2025	2026	0.130175	0.516129	0.333333	0.023129	0.31	0.69

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: 0.3990

Hit Rate Returns: 0.4440

Hit Rate Segments: 0.4286

Avg Real: -0.0080

Type	Start	End	Season	Real	OK
L	01-01	01-26	0.017	-0.010	✘
H	01-26	09-02	-0.056	-0.032	✔
L	09-02	09-19	0.007	-0.011	✘
L	09-19	10-07	0.050	-0.009	✘
H	10-07	12-12	-0.058	0.003	✘
H	12-12	12-31	-0.011	0.004	✘

2000

2001

Corr: -0.4292

Hit Rate Returns: 0.4332

Hit Rate Segments: 0.5714

Avg Real: -0.0037

Type	Start	End	Season	Real	OK
H	01-01	01-06	-0.024	-0.003	✔
H	01-06	07-01	-0.002	0.009	✘
H	07-01	09-13	-0.041	0.009	✘
L	09-13	10-12	0.051	-0.019	✘
H	10-12	11-01	-0.038	-0.017	✔
H	11-01	12-31	-0.023	-0.004	✔

2001

2002

Corr: -0.4630

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.5714

Avg Real: 0.0338

Type	Start	End	Season	Real	OK
H	01-01	01-06	-0.025	0.000	✘
L	01-06	02-04	0.034	0.039	✔
H	02-04	09-13	-0.057	0.098	✘
L	09-13	10-08	0.056	0.005	✔
H	10-08	12-11	-0.063	0.023	✘
L	12-11	12-31	0.027	0.080	✔

2002

2003

Corr: 0.0873

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.7143

Avg Real: 0.0288

Type	Start	End	Season	Real	OK
L	01-01	05-23	0.054	0.067	✔
H	05-23	08-28	-0.049	0.003	✘
L	08-28	10-07	0.060	0.020	✔
H	10-07	12-04	-0.050	0.076	✘
L	12-04	12-31	0.043	0.036	✔

2003

2004

Corr: 0.3218

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.1429

Avg Real: 0.0059

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.057	-0.034	✘
H	02-04	03-17	-0.046	0.016	✘
L	03-17	05-23	0.033	-0.054	✘
H	05-23	08-06	-0.058	0.033	✘
L	08-06	10-07	0.081	0.044	✔
H	10-07	12-11	-0.048	0.039	✘
L	12-11	12-31	0.058	-0.001	✘

2004

2005

Corr: 0.5525

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.1429

Avg Real: 0.0288

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.054	-0.034	✘
H	02-04	08-01	-0.069	0.041	✘
L	08-01	09-16	0.018	0.064	✔
L	09-16	10-07	0.063	0.034	✔
H	10-07	10-26	-0.035	-0.008	✔
L	10-26	12-31	0.008	0.109	✔

2005

2006

Corr: -0.1535

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.5714

Avg Real: 0.0219

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.059	0.064	✔
H	02-04	08-01	-0.064	0.145	✘
L	08-01	09-16	0.028	-0.127	✘
L	09-16	10-07	0.068	-0.028	✘
H	10-07	11-03	-0.042	0.096	✘
L	11-03	12-31	0.062	0.017	✔

2006

2007

Corr: 0.8808

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5714

Avg Real: 0.0467

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.072	0.033	✔
H	02-04	08-28	-0.032	0.022	✘
L	08-28	09-16	0.009	0.071	✔
L	09-16	10-01	0.069	0.047	✔
H	10-01	10-26	-0.034	0.061	✘
L	10-26	12-31	0.078	0.077	✔

2007

2008

Corr: -0.6227

Hit Rate Returns: 0.5418

Hit Rate Segments: 0.5556

Avg Real: 0.0028

Type	Start	End	Season	Real	OK
L	01-01	01-05	0.039	0.005	✔
L	01-05	02-04	0.055	0.055	✔
H	02-04	08-28	-0.013	-0.083	✔
L	08-28	09-28	0.091	0.053	✔
L	09-28	12-31	0.047	-0.029	✘

2008

2009

Corr: 0.8732

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.8571

Avg Real: 0.0385

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.146	0.035	✔
H	02-04	09-14	-0.016	0.107	✘
L	09-14	09-28	0.089	-0.011	✘
H	09-28	10-23	-0.042	0.074	✘
L	10-23	12-31	0.175	0.047	✔

2009

2010

Corr: 0.9041

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.4444

Avg Real: 0.0273

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.180	-0.006	✘
L	02-22	09-14	0.011	0.138	✔
L	09-14	09-22	0.062	0.020	✔
H	09-22	10-23	-0.023	0.032	✘
L	10-23	11-26	0.100	0.022	✔
L	11-26	12-31	0.024	0.049	✔

2010

2011

Corr: 0.6295

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.4286

Avg Real: 0.0100

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.209	-0.004	✘
H	02-26	03-24	-0.027	0.013	✘
L	03-24	05-23	0.077	0.062	✔
H	05-23	06-14	-0.044	0.004	✘
L	06-14	09-14	0.038	0.210	✔
L	09-14	09-22	0.063	-0.059	✘
H	09-22	10-23	-0.025	-0.067	✔
L	10-23	11-25	0.112	0.019	✔
L	11-25	12-21	0.001	-0.046	✘
L	12-21	12-31	0.091	-0.036	✘

2011

2012

Corr: 0.2963

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.4286

Avg Real: 0.0079

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.179	0.108	✔
H	02-22	03-24	-0.022	-0.072	✔
L	03-24	06-02	0.081	-0.040	✘
H	06-02	06-14	-0.043	0.004	✘
L	06-14	09-22	0.123	0.093	✔
H	09-22	10-23	-0.035	-0.035	✔
L	10-23	11-25	0.116	0.028	✔
L	11-25	12-31	0.150	-0.046	✘

2012

2013

Corr: -0.7889

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.4545

Avg Real: -0.0269

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.177	-0.063	✘
H	02-22	06-14	-0.008	-0.113	✔
L	06-14	09-22	0.133	-0.039	✘
H	09-22	10-23	-0.037	0.006	✘
L	10-23	11-25	0.120	-0.047	✘
H	11-25	12-21	-0.032	-0.029	✔
L	12-21	12-31	0.140	0.004	✔

2013

2014

Corr: -0.7033

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.4286

Avg Real: -0.0038

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.096	0.083	✔
H	03-01	06-28	-0.032	-0.029	✔
L	06-28	09-22	0.108	-0.092	✘
H	09-22	10-23	-0.030	0.014	✘
L	10-23	11-25	0.102	-0.025	✘
H	11-25	12-23	-0.043	-0.021	✔
L	12-23	12-31	0.112	0.007	✔

2014

2015

Corr: -0.8109

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.4286

Avg Real: -0.0160

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.119	0.017	✔
H	02-26	06-28	-0.028	-0.028	✔
L	06-28	09-22	0.098	-0.047	✘
H	09-22	10-23	-0.027	0.033	✘
L	10-23	11-25	0.088	-0.078	✘
H	11-25	12-23	-0.043	-0.001	✔
L	12-23	12-31	0.141	-0.008	✘

2015

2016

Corr: 0.1864

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5556

Avg Real: 0.0077

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.119	0.147	✔
L	03-01	05-12	0.019	0.029	✔
H	05-12	06-27	-0.055	0.057	✘
L	06-27	11-25	0.129	-0.132	✘
H	11-25	12-23	-0.048	-0.046	✔
L	12-23	12-31	0.133	0.017	✔

2016

2017

Corr: 0.7058

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.8571

Avg Real: 0.0158

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.134	0.078	✔
H	02-23	06-23	-0.044	0.006	✘
L	06-23	11-25	0.093	0.027	✔
H	11-25	12-23	-0.052	-0.017	✔
L	12-23	12-31	0.152	0.017	✔

2017

2018

Corr: -0.6839

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.4444

Avg Real: -0.0040

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.143	0.001	✔
H	03-05	07-08	-0.037	-0.050	✔
L	07-08	09-19	0.077	-0.041	✘
H	09-19	12-23	-0.068	0.040	✘
L	12-23	12-31	0.151	0.011	✔

2018

2019

Corr: 0.6898

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.7143

Avg Real: 0.0264

Type	Start	End	Season	Real	OK
L	01-01	02-18	0.110	0.028	✔
H	02-18	07-07	-0.034	0.046	✘
L	07-07	09-08	0.083	0.087	✔
H	09-08	10-01	-0.040	-0.016	✔
L	10-01	12-03	0.023	-0.001	✘
H	12-03	12-23	-0.048	0.006	✘
L	12-23	12-31	0.120	0.025	✔

2019

2020

Corr: 0.6820

Hit Rate Returns: 0.4683

Hit Rate Segments: 0.5714

Avg Real: 0.0348

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.095	0.073	✔
H	02-26	07-07	-0.024	0.102	✘
L	07-07	09-03	0.081	0.089	✔
H	09-03	10-01	-0.045	-0.017	✔
L	10-01	10-28	0.028	-0.018	✘
H	10-28	12-19	-0.070	0.002	✘
L	12-19	12-31	0.095	0.013	✔

2020

2021

Corr: -0.3307

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.3636

Avg Real: -0.0044

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.101	-0.107	✘
H	02-26	06-27	-0.020	0.024	✘
L	06-27	09-03	0.094	0.025	✔
H	09-03	10-01	-0.057	-0.034	✔
L	10-01	10-27	0.024	0.019	✔
H	10-27	12-22	-0.078	0.003	✘
L	12-22	12-31	0.108	0.013	✔

2021

2022

Corr: -0.2909

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.5714

Avg Real: 0.0031

Type	Start	End	Season	Real	OK
L	01-01	01-20	0.073	0.021	✔
L	01-20	02-24	0.026	0.036	✔
H	02-24	03-14	-0.030	0.027	✘
L	03-14	04-11	0.030	0.001	✔
H	04-11	06-27	-0.029	-0.073	✔
L	06-27	09-01	0.059	-0.070	✘
H	09-01	12-22	-0.089	0.054	✘
L	12-22	12-31	0.100	0.018	✔

2022

2023

Corr: -0.3503

Hit Rate Returns: 0.5382

Hit Rate Segments: 0.4286

Avg Real: 0.0180

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.095	0.008	✔
H	02-14	07-20	-0.041	0.063	✘
L	07-20	08-28	0.049	-0.027	✘
H	08-28	10-01	-0.053	-0.039	✔
L	10-01	10-27	0.022	0.097	✔
H	10-27	11-30	-0.054	0.016	✘
L	11-30	12-31	0.097	0.015	✔

2023

2024

Corr: 0.4535

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.7143

Avg Real: 0.0359

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.105	-0.032	✘
L	02-14	08-29	0.039	0.256	✔
H	08-29	09-30	-0.048	0.056	✘
L	09-30	10-27	0.028	0.054	✔
H	10-27	12-15	-0.037	-0.047	✔
L	12-15	12-31	0.100	-0.013	✘

2024

2025

Corr: 0.7919

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0894

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.076	0.042	✔
H	01-25	03-15	-0.004	0.091	✘
L	03-15	04-13	0.065	0.089	✔
H	04-13	07-20	-0.014	0.052	✘
L	07-20	10-27	0.047	0.219	✔
H	10-27	12-15	-0.037	0.122	✘
L	12-15	12-31	0.087	0.006	✔

2025

2026

Corr: 0.1302

Hit Rate Returns: 0.5161

Hit Rate Segments: 0.3333

Avg Real: 0.0231

Type	Start	End	Season	Real	OK
L	01-01	03-15	0.099	0.159	✔
L	03-15	04-16	0.084	-0.076	✘