Seasonality GOLD 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	0.567948	0.494024	0.428571	0.029665	13.72	11.94
15	2005	2006	-0.043276	0.504000	0.142857	0.021059	6.62	4.28
15	2006	2007	0.860475	0.512000	0.714286	0.046670	5.17	5.98
15	2007	2008	-0.605742	0.517928	0.714286	0.001734	0.24	0.11
15	2008	2009	0.801741	0.525896	0.714286	0.039361	2.51	2.67
15	2009	2010	0.837872	0.478088	0.571429	0.036696	2.01	1.72
15	2010	2011	0.490494	0.466135	0.428571	0.011484	0.66	0.49
15	2011	2012	0.383779	0.508000	0.571429	0.003831	0.25	0.16
15	2012	2013	-0.775210	0.521912	0.000000	-0.040782	-1.30	-1.30
15	2013	2014	-0.744279	0.557769	0.285714	-0.004825	-0.18	-0.18
15	2014	2015	-0.806367	0.509960	0.285714	-0.016293	-0.57	-0.60
15	2015	2016	0.043226	0.492000	0.285714	0.010169	0.40	0.39
15	2016	2017	0.677233	0.496000	0.857143	0.017112	0.67	0.65
15	2017	2018	-0.718345	0.508000	0.428571	-0.003670	-0.15	-0.15
15	2018	2019	0.726557	0.486056	0.333333	0.019705	1.19	1.22
15	2019	2020	0.775797	0.468254	0.571429	0.034020	1.41	1.40
15	2020	2021	-0.209395	0.482072	0.714286	-0.006127	-0.34	-0.28
15	2021	2022	-0.651839	0.524000	0.285714	0.001223	0.09	0.07
15	2022	2023	0.111375	0.538153	0.428571	0.019958	1.14	1.52
15	2023	2024	0.863564	0.512000	0.571429	0.040953	2.50	2.60
15	2024	2025	0.769993	0.485944	0.571429	0.087552	6.12	6.65
15	2025	2026	0.224173	0.451613	1.000000	0.079702	0.57	1.01

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: 0.5679

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4286

Avg Real: 0.0297

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.036	-0.034	✘
H	02-04	04-20	-0.044	0.047	✘
L	04-20	09-13	0.003	0.027	✔
L	09-13	10-07	0.049	0.065	✔
H	10-07	12-11	-0.030	0.121	✘
L	12-11	12-31	0.037	-0.025	✘

2005

2006

Corr: -0.0433

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.1429

Avg Real: 0.0211

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.033	0.064	✔
H	02-04	08-05	-0.032	0.143	✘
L	08-05	09-13	0.005	-0.110	✘
L	09-13	10-07	0.053	-0.030	✘
H	10-07	11-03	-0.030	0.096	✘
L	11-03	12-31	0.034	0.017	✔

2006

2007

Corr: 0.8605

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.7143

Avg Real: 0.0467

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.071	0.033	✔
H	02-04	03-17	-0.031	0.007	✘
L	03-17	05-23	0.043	0.012	✔
H	05-23	08-28	-0.032	0.003	✘
L	08-28	10-01	0.051	0.135	✔
H	10-01	11-01	-0.023	0.064	✘
L	11-01	12-31	0.057	0.074	✔

2007

2008

Corr: -0.6057

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.7143

Avg Real: 0.0017

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.048	0.056	✔
H	02-04	03-17	-0.026	0.114	✘
L	03-17	05-23	0.045	-0.091	✘
H	05-23	06-13	-0.033	-0.063	✔
L	06-13	08-28	0.002	-0.043	✘
L	08-28	10-01	0.062	0.041	✔
L	10-01	12-31	0.058	0.011	✔

2008

2009

Corr: 0.8017

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: 0.0394

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.083	0.035	✔
H	02-04	08-28	-0.029	0.057	✘
L	08-28	09-16	0.006	0.071	✔
L	09-16	10-01	0.064	-0.021	✘
H	10-01	10-24	-0.032	0.064	✘
L	10-24	12-31	0.094	0.066	✔

2009

2010

Corr: 0.8379

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.5714

Avg Real: 0.0367

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.103	-0.006	✘
H	02-22	08-28	-0.028	0.110	✘
L	08-28	10-07	0.081	0.086	✔
H	10-07	11-01	-0.031	0.016	✘
L	11-01	11-24	0.051	0.021	✔
L	11-24	12-31	0.007	0.040	✔

2010

2011

Corr: 0.4905

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.4286

Avg Real: 0.0115

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.111	-0.011	✘
H	02-22	08-28	-0.018	0.304	✘
L	08-28	10-08	0.091	-0.105	✘
H	10-08	11-01	-0.034	0.031	✘
L	11-01	11-24	0.055	-0.018	✘
H	11-24	12-20	-0.009	-0.046	✔
L	12-20	12-31	0.083	-0.036	✘

2011

2012

Corr: 0.3838

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.5714

Avg Real: 0.0038

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.112	0.070	✔
L	03-01	08-24	0.007	-0.029	✘
L	08-24	10-08	0.085	0.065	✔
H	10-08	10-24	-0.039	-0.045	✔
L	10-24	11-24	0.062	0.032	✔
H	11-24	12-14	-0.019	-0.033	✔
L	12-14	12-31	0.085	-0.013	✘

2012

2013

Corr: -0.7752

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.0000

Avg Real: -0.0408

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.158	-0.063	✘
L	02-22	08-24	0.017	-0.109	✘
L	08-24	10-07	0.089	-0.049	✘
H	10-07	10-23	-0.039	0.006	✘
L	10-23	11-25	0.077	-0.047	✘
H	11-25	12-20	-0.014	-0.029	✔
L	12-20	12-31	0.103	0.001	✔

2013

2014

Corr: -0.7443

Hit Rate Returns: 0.5578

Hit Rate Segments: 0.2857

Avg Real: -0.0048

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.137	0.087	✔
H	02-26	04-15	-0.027	-0.023	✔
L	04-15	06-06	0.037	-0.041	✘
H	06-06	07-08	-0.032	0.054	✘
L	07-08	09-14	0.048	-0.074	✘
L	09-14	10-08	0.062	-0.009	✘
H	10-08	10-23	-0.034	0.009	✘
L	10-23	11-25	0.068	-0.025	✘
H	11-25	12-20	-0.016	-0.004	✔
L	12-20	12-31	0.087	0.007	✔

2014

2015

Corr: -0.8064

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.2857

Avg Real: -0.0163

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.129	0.017	✔
L	02-26	08-01	0.002	-0.095	✘
L	08-01	09-22	0.067	0.033	✔
H	09-22	10-23	-0.020	0.033	✘
L	10-23	12-03	0.073	-0.086	✘
H	12-03	12-22	-0.016	0.008	✘
L	12-22	12-31	0.097	-0.009	✘

2015

2016

Corr: 0.0432

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.2857

Avg Real: 0.0102

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.081	0.138	✔
H	02-26	08-01	-0.003	0.122	✘
L	08-01	09-12	0.031	-0.024	✘
L	09-12	09-22	0.040	0.009	✔
L	09-22	12-23	0.027	-0.189	✘
L	12-23	12-31	0.095	0.017	✔

2016

2017

Corr: 0.6772

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.8571

Avg Real: 0.0171

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.105	0.084	✔
H	02-26	06-28	-0.011	-0.003	✔
L	06-28	09-22	0.081	0.042	✔
L	09-22	12-22	0.006	-0.019	✘
L	12-22	12-31	0.125	0.024	✔

2017

2018

Corr: -0.7183

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.4286

Avg Real: -0.0037

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.108	0.011	✔
H	02-26	06-28	-0.017	-0.065	✔
L	06-28	09-22	0.082	-0.037	✘
H	09-22	10-23	-0.022	0.024	✘
L	10-23	11-25	0.049	-0.006	✘
H	11-25	12-23	-0.030	0.026	✘
L	12-23	12-31	0.126	0.011	✔

2018

2019

Corr: 0.7266

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.3333

Avg Real: 0.0197

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.107	0.034	✔
H	02-26	06-28	-0.019	0.063	✘
L	06-28	11-12	0.055	0.037	✔
L	11-12	11-25	0.037	-0.002	✘
H	11-25	12-23	-0.031	0.025	✘
L	12-23	12-31	0.122	0.025	✔

2019

2020

Corr: 0.7758

Hit Rate Returns: 0.4683

Hit Rate Segments: 0.5714

Avg Real: 0.0340

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.118	0.073	✔
H	02-26	06-28	-0.012	0.086	✘
L	06-28	09-22	0.071	0.083	✔
H	09-22	10-04	-0.026	-0.000	✔
L	10-04	11-25	0.043	-0.070	✘
H	11-25	12-23	-0.027	0.044	✘
L	12-23	12-31	0.135	0.016	✔

2020

2021

Corr: -0.2094

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.7143

Avg Real: -0.0061

Type	Start	End	Season	Real	OK
L	01-01	02-26	0.122	-0.107	✘
H	02-26	03-20	-0.025	0.006	✘
L	03-20	04-29	0.042	0.017	✔
H	04-29	06-28	-0.018	0.004	✘
L	06-28	09-06	0.073	0.025	✔
H	09-06	12-23	-0.023	0.007	✘
L	12-23	12-31	0.140	0.011	✔

2021

2022

Corr: -0.6518

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.2857

Avg Real: 0.0012

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.111	0.059	✔
H	02-23	04-03	-0.030	0.009	✘
L	04-03	07-08	0.016	-0.106	✘
L	07-08	09-20	0.067	-0.044	✘
H	09-20	12-22	-0.029	0.072	✘
L	12-22	12-31	0.126	0.018	✔

2022

2023

Corr: 0.1114

Hit Rate Returns: 0.5382

Hit Rate Segments: 0.4286

Avg Real: 0.0200

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.111	-0.009	✘
H	02-23	07-07	-0.023	0.055	✘
L	07-07	09-03	0.055	0.008	✔
H	09-03	12-22	-0.040	0.069	✘
L	12-22	12-31	0.122	0.005	✔

2023

2024

Corr: 0.8636

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.5714

Avg Real: 0.0410

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.094	-0.011	✘
H	02-23	07-07	-0.014	0.172	✘
L	07-07	09-03	0.072	0.064	✔
H	09-03	10-01	-0.044	0.081	✘
L	10-01	11-08	0.033	0.012	✔
H	11-08	12-22	-0.033	-0.030	✔
L	12-22	12-31	0.104	0.004	✔

2024

2025

Corr: 0.7700

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.5714

Avg Real: 0.0876

Type	Start	End	Season	Real	OK
L	01-01	04-11	0.107	0.217	✔
H	04-11	07-06	-0.024	0.034	✘
L	07-06	09-03	0.068	0.084	✔
H	09-03	09-30	-0.037	0.113	✘
L	09-30	10-27	0.032	0.046	✔
H	10-27	12-19	-0.046	0.136	✘
L	12-19	12-31	0.057	-0.008	✘

2025

2026

Corr: 0.2242

Hit Rate Returns: 0.4516

Hit Rate Segments: 1.0000

Avg Real: 0.0797

Type	Start	End	Season	Real	OK
L	01-01	04-11	0.127	0.080	✔