Seasonality GOLD 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 0.684545 0.456349 0.571429 0.032819 2.68 2.49
30 2020 2021 -0.171191 0.521912 0.428571 -0.007725 -0.58 -0.53
30 2021 2022 -0.647995 0.504000 0.571429 0.002796 0.13 0.20
30 2022 2023 0.344501 0.546185 0.285714 0.017271 1.14 1.29
30 2023 2024 0.897226 0.460000 0.285714 0.048792 2.59 3.43
30 2024 2025 0.961360 0.510040 0.857143 0.089430 5.15 5.29
30 2025 2026 0.334593 0.507463 1.000000 0.096877 0.64 1.43

seasonalcomparekey_figuresSegmentePlot
2019 2020
Corr: 0.6845
Hit Rate Returns: 0.4563
Hit Rate Segments: 0.5714
Avg Real: 0.0328
TypeStartEndSeasonRealOK
L01-0102-280.0600.037
H02-2808-05-0.0070.296
L08-0509-150.013-0.053
L09-1510-080.036-0.041
H10-0812-15-0.013-0.026
L12-1512-310.0620.028
2020 2021
Corr: -0.1712
Hit Rate Returns: 0.5219
Hit Rate Segments: 0.4286
Avg Real: -0.0077
TypeStartEndSeasonRealOK
L01-0102-260.058-0.107
H02-2603-20-0.0160.006
L03-2009-130.0330.028
L09-1310-090.035-0.019
H10-0912-15-0.0140.012
L12-1512-310.0640.026
2021 2022
Corr: -0.6480
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.5714
Avg Real: 0.0028
TypeStartEndSeasonRealOK
L01-0102-230.0650.059
H02-2307-08-0.001-0.092
L07-0809-130.021-0.022
L09-1310-090.031-0.004
H10-0912-15-0.0150.060
L12-1512-310.0650.027
2022 2023
Corr: 0.3445
Hit Rate Returns: 0.5462
Hit Rate Segments: 0.2857
Avg Real: 0.0173
TypeStartEndSeasonRealOK
L01-0102-230.070-0.009
H02-2307-08-0.0060.055
L07-0809-150.020-0.001
L09-1510-080.030-0.050
H10-0812-15-0.0100.086
L12-1512-310.0770.024
2023 2024
Corr: 0.8972
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.2857
Avg Real: 0.0488
TypeStartEndSeasonRealOK
L01-0102-220.070-0.017
L02-2205-230.0110.150
H05-2307-08-0.0200.014
L07-0810-090.0530.120
H10-0912-15-0.0090.019
L12-1512-310.077-0.013
2024 2025
Corr: 0.9614
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.8571
Avg Real: 0.0894
TypeStartEndSeasonRealOK
L01-0102-010.0560.052
L02-0104-110.0270.159
H04-1107-08-0.0160.024
L07-0810-130.0600.311
H10-1312-15-0.0080.067
L12-1512-310.0770.006
2025 2026
Corr: 0.3346
Hit Rate Returns: 0.5075
Hit Rate Segments: 1.0000
Avg Real: 0.0969
TypeStartEndSeasonRealOK
L01-0102-010.0610.128
L02-0104-110.0330.021