Seasonality GOLD 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	-0.405474	0.517928	0.142857	0.002692	-1.61	-1.42
5	1995	1996	-0.608623	0.480159	0.571429	-0.008672	-34.76	-5.54
5	1996	1997	-0.374635	0.484127	0.428571	-0.029455	-13.85	-16.20
5	1997	1998	0.013154	0.525896	0.333333	0.001312	-0.00	-0.35
5	1998	1999	0.152564	0.517928	0.428571	-0.004951	-0.02	0.39
5	1999	2000	0.362774	0.496000	0.571429	-0.009730	0.95	1.28
5	2000	2001	-0.471591	0.502024	0.571429	0.006223	-0.41	-0.38
5	2001	2002	-0.578486	0.466135	0.428571	0.038560	-2.91	-3.45
5	2002	2003	0.560285	0.462151	0.714286	0.029068	2.93	2.49
5	2003	2004	0.614176	0.478088	0.285714	0.009007	0.42	0.42
5	2004	2005	0.864662	0.450199	0.285714	0.029531	1.51	1.57
5	2005	2006	0.218560	0.488000	0.285714	0.022211	0.90	0.63
5	2006	2007	0.892586	0.484000	0.818182	0.029409	1.15	1.17
5	2007	2008	-0.679612	0.529880	0.571429	-0.001109	0.08	-0.03
5	2008	2009	0.756973	0.505976	0.285714	0.035010	1.00	0.99
5	2009	2010	0.867577	0.513944	0.714286	0.035784	0.73	0.70
5	2010	2011	0.587474	0.462151	0.428571	0.010306	0.28	0.18
5	2011	2012	0.358642	0.504000	0.857143	0.006651	0.13	0.14
5	2012	2013	-0.805007	0.498008	0.428571	-0.040782	-0.95	-0.99
5	2013	2014	-0.684241	0.498008	0.571429	-0.006364	-0.27	-0.34
5	2014	2015	-0.532443	0.509960	0.333333	-0.012445	-2.27	-4.09
5	2015	2016	0.253025	0.464000	0.571429	0.006948	-1.60	-0.96
5	2016	2017	-0.270394	0.492000	0.714286	0.018419	-2.28	-2.74
5	2017	2018	0.576538	0.500000	0.571429	-0.003017	0.32	0.29
5	2018	2019	-0.467423	0.521912	0.555556	0.019411	6.73	39.63
5	2019	2020	0.563126	0.468254	0.857143	0.031813	2.72	3.16
5	2020	2021	-0.221176	0.549801	0.571429	-0.008376	-0.29	-0.31
5	2021	2022	-0.730641	0.532000	0.571429	0.001132	0.10	0.07
5	2022	2023	0.288501	0.534137	0.428571	0.018042	1.18	1.36
5	2023	2024	0.841078	0.512000	0.428571	0.039551	1.79	1.75
5	2024	2025	0.874945	0.485944	0.454545	0.054146	3.53	3.69
5	2025	2026	-0.234108	0.548387	0.333333	0.026567	0.28	0.84

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: -0.4055

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.1429

Avg Real: 0.0027

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.031	-0.005	✘
H	01-16	04-25	-0.073	0.032	✘
L	04-25	08-01	0.073	-0.018	✘
H	08-01	09-13	-0.058	0.003	✘
L	09-13	09-24	0.037	-0.004	✘
H	09-24	10-16	-0.030	0.002	✘
L	10-16	12-31	0.038	0.009	✔

1995

1996

Corr: -0.6086

Hit Rate Returns: 0.4802

Hit Rate Segments: 0.5714

Avg Real: -0.0087

Type	Start	End	Season	Real	OK
H	01-01	02-24	-0.055	0.019	✘
L	02-24	08-01	0.087	-0.033	✘
H	08-01	08-13	-0.050	0.004	✘
H	08-13	09-13	-0.019	-0.013	✔
L	09-13	09-24	0.027	0.001	✔
L	09-24	12-08	0.014	-0.036	✘
H	12-08	12-31	-0.057	-0.000	✔

1996

1997

Corr: -0.3746

Hit Rate Returns: 0.4841

Hit Rate Segments: 0.4286

Avg Real: -0.0295

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.026	-0.058	✘
H	02-02	02-24	-0.028	0.018	✘
L	02-24	04-03	0.023	-0.012	✘
H	04-03	04-15	-0.019	-0.019	✔
L	04-15	08-01	0.068	-0.048	✘
H	08-01	08-13	-0.045	0.007	✘
H	08-13	09-13	-0.011	-0.008	✔
L	09-13	12-31	0.019	-0.093	✘

1997

1998

Corr: 0.0132

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.3333

Avg Real: 0.0013

Type	Start	End	Season	Real	OK
H	01-01	02-12	-0.050	0.036	✘
L	02-12	04-01	0.031	0.003	✔
H	04-01	04-22	-0.025	0.047	✘
L	04-22	05-27	0.044	-0.067	✘
H	05-27	08-01	-0.007	-0.026	✔
H	08-01	09-13	-0.045	0.035	✘
L	09-13	11-11	0.015	0.009	✔
H	11-11	12-04	-0.038	-0.002	✔
L	12-04	12-31	0.006	-0.015	✘

1998

1999

Corr: 0.1526

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.4286

Avg Real: -0.0050

Type	Start	End	Season	Real	OK
H	01-01	01-08	-0.088	0.014	✘
L	01-08	02-02	0.027	-0.009	✘
H	02-02	03-17	-0.017	-0.016	✔
L	03-17	04-03	0.028	-0.012	✘
H	04-03	08-06	-0.076	-0.077	✔
L	08-06	10-03	0.036	0.168	✔
H	10-03	12-31	-0.081	-0.103	✔

1999

2000

Corr: 0.3628

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: -0.0097

Type	Start	End	Season	Real	OK
L	01-01	04-13	0.030	-0.025	✘
H	04-13	07-09	-0.088	0.007	✘
L	07-09	09-20	0.005	-0.050	✘
L	09-20	10-05	0.094	0.003	✔
H	10-05	12-06	-0.101	0.016	✘
L	12-06	12-31	0.016	-0.009	✘

2000

2001

Corr: -0.4716

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.5714

Avg Real: 0.0062

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.061	-0.005	✘
H	02-04	07-12	-0.133	0.005	✘
H	07-12	09-20	-0.009	0.081	✘
L	09-20	10-05	0.092	0.009	✔
H	10-05	12-13	-0.102	-0.062	✔
H	12-13	12-31	-0.001	0.017	✘

2001

2002

Corr: -0.5785

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.4286

Avg Real: 0.0386

Type	Start	End	Season	Real	OK
H	01-01	01-12	-0.054	0.031	✘
L	01-12	02-04	0.051	0.015	✔
H	02-04	08-28	-0.116	0.074	✘
L	08-28	10-05	0.114	0.043	✔
H	10-05	12-11	-0.117	0.008	✘
H	12-11	12-31	-0.011	0.080	✘

2002

2003

Corr: 0.5603

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.7143

Avg Real: 0.0291

Type	Start	End	Season	Real	OK
L	01-01	02-10	0.083	0.050	✔
H	02-10	08-28	-0.070	0.020	✘
L	08-28	10-07	0.121	0.020	✔
H	10-07	10-26	-0.068	0.035	✘
L	10-26	12-31	0.089	0.079	✔

2003

2004

Corr: 0.6142

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.2857

Avg Real: 0.0090

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.161	-0.034	✘
H	02-04	04-03	-0.082	0.046	✘
L	04-03	05-23	0.078	-0.074	✘
H	05-23	08-03	-0.068	0.018	✘
L	08-03	09-16	0.028	0.026	✔
L	09-16	09-28	0.096	0.019	✔
H	09-28	12-11	-0.023	0.053	✘
L	12-11	12-31	0.113	-0.001	✘

2004

2005

Corr: 0.8647

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.2857

Avg Real: 0.0295

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.079	-0.005	✘
L	01-29	02-10	0.056	-0.012	✘
H	02-10	04-15	-0.068	0.017	✘
L	04-15	06-08	0.074	-0.003	✘
H	06-08	08-04	-0.049	0.033	✘
L	08-04	09-30	0.084	0.073	✔
L	09-30	12-31	0.040	0.113	✔

2005

2006

Corr: 0.2186

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.2857

Avg Real: 0.0222

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.021	0.013	✔
H	03-11	04-15	-0.047	0.095	✘
L	04-15	06-19	0.075	-0.084	✘
H	06-19	08-01	-0.037	0.146	✘
L	08-01	09-21	0.112	-0.118	✘
H	09-21	11-04	-0.012	0.082	✘
L	11-04	12-28	0.104	0.022	✔
H	12-28	12-31	-0.009	0.003	✘

2006

2007

Corr: 0.8926

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.8182

Avg Real: 0.0294

Type	Start	End	Season	Real	OK
L	01-01	01-13	0.153	-0.001	✘
H	01-13	03-21	-0.019	0.062	✘
L	03-21	05-29	0.101	-0.012	✘
H	05-29	06-14	-0.063	-0.008	✔
L	06-14	10-18	0.078	0.183	✔
L	10-18	12-31	0.198	0.107	✔

2007

2008

Corr: -0.6796

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.5714

Avg Real: -0.0011

Type	Start	End	Season	Real	OK
L	01-01	01-13	0.183	0.045	✔
H	01-13	03-23	-0.021	0.006	✘
L	03-23	05-05	0.076	-0.049	✘
H	05-05	06-14	-0.067	-0.003	✔
L	06-14	08-18	0.053	-0.097	✘
L	08-18	10-20	0.085	-0.004	✘
L	10-20	12-05	0.133	-0.046	✘
L	12-05	12-31	0.060	0.143	✔

2008

2009

Corr: 0.7570

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.2857

Avg Real: 0.0350

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.272	-0.008	✘
H	04-19	06-14	-0.097	0.061	✘
L	06-14	07-15	0.108	0.012	✔
H	07-15	08-17	-0.085	-0.006	✔
L	08-17	09-14	0.000	0.076	✔
L	09-14	09-29	0.097	-0.009	✘
H	09-29	10-23	-0.070	0.072	✘
L	10-23	12-31	0.240	0.047	✔

2009

2010

Corr: 0.8676

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7143

Avg Real: 0.0358

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.182	-0.006	✘
L	02-22	05-23	0.044	0.055	✔
H	05-23	06-14	-0.080	0.026	✘
L	06-14	07-15	0.097	-0.012	✘
H	07-15	08-17	-0.089	0.014	✘
L	08-17	10-09	0.135	0.110	✔
H	10-09	10-23	-0.066	-0.023	✔
L	10-23	11-25	0.168	0.031	✔
H	11-25	12-21	-0.041	0.019	✘
L	12-21	12-31	0.134	0.031	✔

2010

2011

Corr: 0.5875

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.4286

Avg Real: 0.0103

Type	Start	End	Season	Real	OK
L	01-01	05-12	0.373	0.063	✔
H	05-12	06-14	-0.093	0.014	✘
L	06-14	07-15	0.098	0.050	✔
H	07-15	08-17	-0.099	0.139	✘
L	08-17	10-09	0.131	-0.106	✘
H	10-09	10-23	-0.073	-0.024	✔
L	10-23	11-25	0.192	0.019	✔
H	11-25	12-23	-0.040	-0.052	✔
L	12-23	12-31	0.243	-0.030	✘

2011

2012

Corr: 0.3586

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.8571

Avg Real: 0.0067

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.112	0.039	✔
L	01-22	02-23	0.124	0.064	✔
L	02-23	08-17	0.016	-0.102	✘
L	08-17	10-09	0.134	0.092	✔
H	10-09	10-23	-0.077	-0.035	✔
L	10-23	11-25	0.159	0.028	✔
L	11-25	12-31	0.024	-0.046	✘

2012

2013

Corr: -0.8050

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.4286

Avg Real: -0.0408

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.196	-0.066	✘
L	03-01	08-15	0.000	-0.124	✘
L	08-15	09-22	0.128	-0.024	✘
H	09-22	10-23	-0.096	0.006	✘
L	10-23	11-25	0.138	-0.047	✘
H	11-25	12-23	-0.074	-0.032	✔
L	12-23	12-31	0.255	0.004	✔

2013

2014

Corr: -0.6842

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5714

Avg Real: -0.0064

Type	Start	End	Season	Real	OK
L	01-01	02-22	0.096	0.080	✔
H	02-22	04-17	-0.076	-0.035	✔
L	04-17	06-04	0.065	-0.042	✘
H	06-04	07-06	-0.074	0.063	✘
L	07-06	09-03	0.170	-0.042	✘
L	09-03	11-11	0.047	-0.085	✘
H	11-11	12-23	-0.103	0.009	✘
L	12-23	12-31	0.108	0.007	✔

2014

2015

Corr: -0.5324

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.3333

Avg Real: -0.0124

Type	Start	End	Season	Real	OK
L	01-01	03-03	0.078	0.012	✔
H	03-03	07-06	-0.057	-0.028	✔
L	07-06	09-03	0.121	-0.038	✘
H	09-03	12-10	-0.034	-0.045	✔
H	12-10	12-23	-0.061	-0.001	✔
L	12-23	12-31	0.082	-0.008	✘

2015

2016

Corr: 0.2530

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.5714

Avg Real: 0.0069

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.077	0.147	✔
H	03-01	06-19	-0.043	0.062	✘
H	06-19	06-27	-0.052	0.032	✘
L	06-27	09-03	0.115	0.000	✔
H	09-03	12-29	-0.140	-0.178	✔
L	12-29	12-31	0.073	-0.006	✘

2016

2017

Corr: -0.2704

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.7143

Avg Real: 0.0184

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.126	0.060	✔
H	02-14	04-11	-0.012	0.040	✘
H	04-11	04-15	-0.055	0.011	✘
L	04-15	05-06	0.037	-0.049	✘
H	05-06	05-31	-0.066	0.036	✘
L	05-31	10-25	0.031	0.008	✔
H	10-25	12-22	-0.116	-0.002	✔
L	12-22	12-31	0.119	0.024	✔

2017

2018

Corr: 0.5765

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5714

Avg Real: -0.0030

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.113	0.025	✔
H	02-14	06-27	-0.099	-0.075	✔
L	06-27	09-07	0.052	-0.043	✘
H	09-07	12-19	-0.148	0.036	✘
L	12-19	12-31	0.104	0.030	✔

2018

2019

Corr: -0.4674

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5556

Avg Real: 0.0194

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.154	0.028	✔
L	02-15	04-11	0.001	-0.022	✘
H	04-11	06-01	-0.050	0.010	✘
L	06-01	06-24	0.035	0.073	✔
H	06-24	10-05	-0.066	0.066	✘
L	10-05	10-20	0.033	-0.002	✘
H	10-20	12-17	-0.080	-0.007	✔
L	12-17	12-31	0.158	0.033	✔

2019

2020

Corr: 0.5631

Hit Rate Returns: 0.4683

Hit Rate Segments: 0.8571

Avg Real: 0.0318

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.142	0.037	✔
H	02-15	05-29	-0.030	0.082	✘
L	05-29	06-24	0.050	0.023	✔
H	06-24	07-25	-0.033	0.091	✘
L	07-25	09-24	0.052	-0.048	✘
H	09-24	12-15	-0.096	-0.010	✔
L	12-15	12-31	0.155	0.028	✔

2020

2021

Corr: -0.2212

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.5714

Avg Real: -0.0084

Type	Start	End	Season	Real	OK
L	01-01	02-24	0.171	-0.071	✘
H	02-24	03-19	-0.046	-0.031	✔
L	03-19	04-13	0.063	-0.000	✘
H	04-13	05-28	-0.022	0.082	✘
L	05-28	08-10	0.136	-0.090	✘
H	08-10	12-14	-0.108	0.021	✘
L	12-14	12-31	0.206	0.030	✔

2021

2022

Corr: -0.7306

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5714

Avg Real: 0.0011

Type	Start	End	Season	Real	OK
L	01-01	01-05	0.083	0.005	✔
H	01-05	03-19	-0.034	0.062	✘
L	03-19	08-05	0.138	-0.090	✘
H	08-05	11-30	-0.057	-0.003	✔
L	11-30	12-31	0.094	0.031	✔

2022

2023

Corr: 0.2885

Hit Rate Returns: 0.5341

Hit Rate Segments: 0.4286

Avg Real: 0.0180

Type	Start	End	Season	Real	OK
L	01-01	02-24	0.094	-0.016	✘
H	02-24	07-16	-0.003	0.078	✘
L	07-16	08-08	0.064	-0.016	✘
H	08-08	09-27	-0.075	-0.027	✔
L	09-27	11-30	0.018	0.088	✔
L	11-30	12-31	0.077	0.015	✔

2023

2024

Corr: 0.8411

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.4286

Avg Real: 0.0396

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.108	-0.019	✘
L	01-25	07-16	0.039	0.218	✔
L	07-16	08-05	0.059	-0.031	✘
L	08-05	09-04	0.004	0.044	✔
H	09-04	09-27	-0.068	0.079	✘
L	09-27	12-12	0.039	0.011	✔
L	12-12	12-31	0.086	-0.027	✘

2024

2025

Corr: 0.8749

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.4545

Avg Real: 0.0541

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.033	0.075	✔
L	02-28	04-16	0.114	0.186	✔
H	04-16	06-18	-0.035	0.009	✘
L	06-18	08-04	0.075	-0.000	✘
H	08-04	09-27	-0.045	0.148	✘
L	09-27	12-31	0.095	0.184	✔

2025

2026

Corr: -0.2341

Hit Rate Returns: 0.5484

Hit Rate Segments: 0.3333

Avg Real: 0.0266

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.006	0.218	✘
L	02-27	04-21	0.166	-0.139	✘