Seasonality INDU 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	0.572178	0.533865	0.555556	0.035584	3.59	3.53
5	1995	1996	0.800426	0.519841	0.571429	0.035574	1.11	1.12
5	1996	1997	0.778490	0.571429	0.571429	0.032503	0.96	0.99
5	1997	1998	0.164222	0.597610	0.571429	0.020996	0.60	0.55
5	1998	1999	0.792676	0.513944	0.444444	0.027981	0.93	0.98
5	1999	2000	-0.259913	0.528000	0.555556	-0.010195	-0.13	-0.24
5	2000	2001	-0.261850	0.550607	0.714286	-0.007835	-0.26	-0.23
5	2001	2002	-0.441262	0.470120	0.545455	-0.013494	-0.98	-0.74
5	2002	2003	-0.292413	0.517928	0.714286	0.030644	7.46	7.40
5	2003	2004	0.069931	0.557769	0.571429	0.006214	0.76	1.26
5	2004	2005	0.200649	0.557769	0.142857	0.000489	0.08	-0.10
5	2005	2006	0.074811	0.460000	0.571429	0.018935	5.27	6.77
5	2006	2007	0.112878	0.468000	0.142857	0.008759	0.69	0.78
5	2007	2008	-0.872485	0.521912	0.571429	-0.046618	-2.11	-2.39
5	2008	2009	-0.595199	0.486056	0.571429	0.022032	-3.73	-4.99
5	2009	2010	0.173779	0.525896	0.666667	0.009162	2.74	13.58
5	2010	2011	-0.297013	0.498008	0.571429	0.009897	0.39	0.52
5	2011	2012	0.143405	0.491935	0.375000	0.008425	1.02	1.02
5	2012	2013	0.574851	0.494024	0.285714	0.033701	4.86	5.60
5	2013	2014	0.797378	0.509960	0.444444	0.009692	0.36	0.37
5	2014	2015	0.008542	0.490040	0.571429	-0.006075	-0.13	-0.25
5	2015	2016	0.777570	0.580000	0.571429	0.020445	0.94	0.98
5	2016	2017	0.893790	0.512000	0.500000	0.041046	1.33	1.42
5	2017	2018	-0.237041	0.524000	0.285714	-0.008216	-0.27	-0.26
5	2018	2019	0.841754	0.585657	0.666667	0.024704	1.81	1.91
5	2019	2020	0.357267	0.519841	0.555556	0.004455	0.39	0.26
5	2020	2021	0.781080	0.521912	0.714286	0.029612	0.95	0.97
5	2021	2022	-0.438514	0.500000	0.428571	-0.013424	-0.37	-0.38
5	2022	2023	0.758994	0.522088	0.857143	0.020480	0.94	0.98
5	2023	2024	0.757544	0.476000	0.428571	0.018907	0.74	0.95
5	2024	2025	0.784699	0.506024	0.857143	0.017062	1.10	0.94
5	2025	2026	0.168214	0.582090	1.000000	-0.003432	-0.06	-0.76

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: 0.5722

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.5556

Avg Real: 0.0356

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.108	0.038	✔
H	02-15	04-29	-0.019	0.087	✘
L	04-29	06-04	0.076	0.033	✔
H	06-04	06-25	-0.046	0.028	✘
L	06-25	08-01	0.043	0.039	✔
H	08-01	11-23	-0.076	0.089	✘
L	11-23	12-31	0.118	0.018	✔

1995

1996

Corr: 0.8004

Hit Rate Returns: 0.5198

Hit Rate Segments: 0.5714

Avg Real: 0.0356

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.126	0.072	✔
H	02-15	04-09	-0.017	0.002	✘
L	04-09	06-01	0.085	0.016	✔
H	06-01	06-26	-0.033	0.011	✘
L	06-26	09-16	0.070	0.040	✔
H	09-16	10-09	-0.046	0.008	✘
L	10-09	11-23	0.022	0.105	✔
L	11-23	12-31	0.154	-0.019	✘

1996

1997

Corr: 0.7785

Hit Rate Returns: 0.5714

Hit Rate Segments: 0.5714

Avg Real: 0.0325

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.149	0.059	✔
H	03-20	04-02	-0.027	-0.047	✔
L	04-02	06-05	0.066	0.122	✔
H	06-05	07-22	-0.020	0.117	✘
L	07-22	09-15	0.070	-0.053	✘
H	09-15	10-09	-0.037	0.053	✘
L	10-09	12-31	0.105	-0.024	✘

1997

1998

Corr: 0.1642

Hit Rate Returns: 0.5976

Hit Rate Segments: 0.5714

Avg Real: 0.0210

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.152	0.051	✔
H	02-15	04-11	-0.044	0.075	✘
L	04-11	09-16	0.167	-0.116	✘
L	09-16	10-21	0.009	0.054	✔
H	10-21	10-27	-0.046	-0.019	✔
L	10-27	12-31	0.189	0.102	✔

1998

1999

Corr: 0.7927

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.4444

Avg Real: 0.0280

Type	Start	End	Season	Real	OK
L	01-01	05-23	0.255	0.179	✔
L	05-23	08-02	0.040	-0.001	✘
H	08-02	08-31	-0.075	0.020	✘
L	08-31	10-21	0.094	-0.058	✘
H	10-21	10-27	-0.051	0.011	✘
L	10-27	11-23	0.105	0.065	✔
H	11-23	12-14	-0.030	0.018	✘
L	12-14	12-31	0.141	0.037	✔

1999

2000

Corr: -0.2599

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.5556

Avg Real: -0.0102

Type	Start	End	Season	Real	OK
L	01-01	01-24	0.025	-0.031	✘
L	01-24	05-13	0.209	-0.035	✘
L	05-13	08-25	0.024	0.034	✔
H	08-25	08-31	-0.078	0.002	✘
L	08-31	10-22	0.100	-0.087	✘
H	10-22	10-27	-0.055	0.028	✘
L	10-27	11-23	0.146	-0.017	✘
L	11-23	12-31	0.034	0.028	✔

2000

2001

Corr: -0.2619

Hit Rate Returns: 0.5506

Hit Rate Segments: 0.7143

Avg Real: -0.0078

Type	Start	End	Season	Real	OK
H	01-01	01-24	-0.010	0.000	✘
L	01-24	05-15	0.155	0.021	✔
L	05-15	08-25	0.017	-0.042	✘
H	08-25	08-31	-0.074	-0.041	✔
L	08-31	10-27	0.010	-0.038	✘
L	10-27	12-05	0.125	0.079	✔
H	12-05	12-31	-0.013	-0.009	✔

2001

2002

Corr: -0.4413

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.5455

Avg Real: -0.0135

Type	Start	End	Season	Real	OK
L	01-01	04-03	0.011	0.012	✔
L	04-03	05-05	0.111	-0.019	✘
L	05-05	07-17	0.053	-0.126	✘
H	07-17	10-18	-0.135	-0.022	✔
L	10-18	12-05	0.138	0.030	✔
L	12-05	12-31	0.013	-0.028	✘

2002

2003

Corr: -0.2924

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.7143

Avg Real: 0.0306

Type	Start	End	Season	Real	OK
H	01-01	02-25	-0.001	-0.081	✔
L	02-25	05-16	0.126	0.089	✔
H	05-16	07-23	-0.118	0.060	✘
L	07-23	08-25	0.054	0.014	✔
H	08-25	10-07	-0.148	0.039	✘
L	10-07	11-06	0.115	0.024	✔
L	11-06	12-31	0.092	0.069	✔

2003

2004

Corr: 0.0699

Hit Rate Returns: 0.5578

Hit Rate Segments: 0.5714

Avg Real: 0.0062

Type	Start	End	Season	Real	OK
L	01-01	01-07	0.154	0.011	✔
H	01-07	02-26	-0.098	0.005	✘
L	02-26	05-16	0.130	-0.054	✘
H	05-16	07-23	-0.089	0.005	✘
L	07-23	08-25	0.068	0.021	✔
H	08-25	09-27	-0.124	-0.019	✔
L	09-27	12-31	0.162	0.076	✔

2004

2005

Corr: 0.2006

Hit Rate Returns: 0.5578

Hit Rate Segments: 0.1429

Avg Real: 0.0005

Type	Start	End	Season	Real	OK
L	01-01	01-07	0.134	-0.012	✘
H	01-07	03-14	-0.108	0.019	✘
L	03-14	05-16	0.073	-0.051	✘
H	05-16	07-23	-0.080	0.037	✘
L	07-23	09-02	0.059	-0.014	✘
H	09-02	09-27	-0.091	0.001	✘
L	09-27	12-31	0.132	0.024	✔

2005

2006

Corr: 0.0748

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.5714

Avg Real: 0.0189

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.147	0.010	✔
H	01-06	03-24	-0.075	0.030	✘
L	03-24	06-18	0.067	-0.024	✘
H	06-18	07-23	-0.080	-0.007	✔
L	07-23	09-11	0.037	0.032	✔
H	09-11	09-23	-0.072	0.010	✘
L	09-23	12-31	0.151	0.082	✔

2006

2007

Corr: 0.1129

Hit Rate Returns: 0.4680

Hit Rate Segments: 0.1429

Avg Real: 0.0088

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.130	-0.006	✘
H	01-06	01-30	-0.054	0.008	✘
L	01-30	06-18	0.059	0.087	✔
H	06-18	07-23	-0.082	0.026	✘
L	07-23	08-19	0.070	-0.069	✘
H	08-19	10-09	-0.039	0.084	✘
L	10-09	12-31	0.142	-0.072	✘

2007

2008

Corr: -0.8725

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5714

Avg Real: -0.0466

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.101	-0.020	✘
H	01-14	03-11	-0.060	-0.048	✔
L	03-11	06-17	0.101	0.000	✔
H	06-17	08-14	-0.033	-0.042	✔
L	08-14	09-18	0.058	-0.046	✘
H	09-18	10-22	-0.023	-0.192	✔
L	10-22	12-31	0.117	0.020	✔

2008

2009

Corr: -0.5952

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.5714

Avg Real: 0.0220

Type	Start	End	Season	Real	OK
L	01-01	05-05	0.085	-0.069	✘
H	05-05	10-01	-0.028	0.122	✘
H	10-01	10-22	-0.101	0.063	✘
L	10-22	11-04	0.067	-0.031	✘
L	11-04	12-31	0.002	0.069	✔

2009

2010

Corr: 0.1738

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.6667

Avg Real: 0.0092

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.106	-0.002	✔
L	03-09	05-06	0.133	-0.004	✘
H	05-06	07-07	-0.057	-0.047	✔
L	07-07	09-19	0.088	0.056	✔
H	09-19	11-20	-0.099	0.043	✘
L	11-20	12-31	0.076	0.038	✔

2010

2011

Corr: -0.2970

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5714

Avg Real: 0.0099

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.091	0.002	✔
H	01-06	03-09	-0.091	0.044	✘
L	03-09	05-04	0.154	0.044	✔
H	05-04	07-02	-0.085	-0.012	✔
L	07-02	09-20	0.117	-0.099	✘
H	09-20	11-20	-0.076	0.033	✘
L	11-20	12-31	0.101	0.057	✔

2011

2012

Corr: 0.1434

Hit Rate Returns: 0.4919

Hit Rate Segments: 0.3750

Avg Real: 0.0084

Type	Start	End	Season	Real	OK
H	01-03	03-07	-0.093	0.035	✘
L	03-07	05-03	0.141	0.030	✔
H	05-03	08-19	-0.064	0.006	✘
L	08-19	09-20	0.073	0.026	✔
H	09-20	11-20	-0.091	-0.065	✔
L	11-20	12-31	0.090	0.025	✔

2012

2013

Corr: 0.5749

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.2857

Avg Real: 0.0337

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.087	-0.002	✘
H	01-03	03-07	-0.080	0.070	✘
L	03-07	05-03	0.121	0.048	✔
H	05-03	07-12	-0.081	0.037	✘
L	07-12	09-20	0.093	-0.001	✘
H	09-20	10-09	-0.079	-0.048	✔
L	10-09	12-31	0.076	0.132	✔

2013

2014

Corr: 0.7974

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.4444

Avg Real: 0.0097

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.153	0.002	✔
H	01-04	03-07	-0.040	0.002	✘
L	03-07	05-03	0.115	0.004	✔
H	05-03	06-24	-0.057	0.017	✘
L	06-24	07-26	0.077	0.009	✔
H	07-26	10-03	-0.025	0.002	✘
L	10-03	12-31	0.174	0.049	✔

2014

2015

Corr: 0.0085

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.5714

Avg Real: -0.0061

Type	Start	End	Season	Real	OK
L	01-01	04-29	0.212	0.011	✔
H	04-29	06-05	-0.072	-0.010	✔
L	06-05	07-23	0.062	-0.007	✘
H	07-23	08-21	-0.060	-0.071	✔
L	08-21	09-18	0.065	-0.004	✘
H	09-18	10-03	-0.042	0.005	✘
L	10-03	11-06	0.079	0.064	✔
H	11-06	11-27	-0.030	-0.006	✔
L	11-27	12-31	0.193	-0.021	✘

2015

2016

Corr: 0.7776

Hit Rate Returns: 0.5800

Hit Rate Segments: 0.5714

Avg Real: 0.0204

Type	Start	End	Season	Real	OK
L	01-01	05-03	0.215	0.035	✔
H	05-03	06-05	-0.046	0.003	✘
L	06-05	07-19	0.059	0.037	✔
H	07-19	08-25	-0.081	-0.006	✔
L	08-25	09-16	0.050	-0.019	✘
H	09-16	10-03	-0.045	0.008	✘
L	10-03	11-06	0.085	-0.021	✘
H	11-06	12-14	-0.016	0.089	✘
L	12-14	12-31	0.171	-0.002	✘

2016

2017

Corr: 0.8938

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.5000

Avg Real: 0.0410

Type	Start	End	Season	Real	OK
H	01-01	02-11	-0.007	0.019	✘
L	02-11	04-02	0.080	0.013	✔
H	04-02	06-25	-0.012	0.037	✘
L	06-25	07-19	0.058	0.012	✔
H	07-19	09-01	-0.054	0.017	✘
L	09-01	09-16	0.040	0.014	✔
H	09-16	10-15	-0.019	0.027	✘
L	10-15	12-31	0.195	0.089	✔

2017

2018

Corr: -0.2370

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.2857

Avg Real: -0.0082

Type	Start	End	Season	Real	OK
H	01-01	02-02	-0.026	0.028	✘
L	02-02	03-18	0.083	-0.023	✘
L	03-18	06-29	0.031	-0.014	✘
L	06-29	07-19	0.047	0.032	✔
H	07-19	08-25	-0.057	0.029	✘
L	08-25	10-15	0.023	-0.032	✘
L	10-15	12-01	0.101	0.012	✔
H	12-01	12-31	-0.007	-0.101	✔

2018

2019

Corr: 0.8418

Hit Rate Returns: 0.5857

Hit Rate Segments: 0.6667

Avg Real: 0.0247

Type	Start	End	Season	Real	OK
H	01-01	02-08	-0.056	0.075	✘
L	02-08	03-18	0.076	0.035	✔
L	03-18	07-16	0.046	0.061	✔
H	07-16	10-15	-0.022	-0.013	✔
L	10-15	12-01	0.080	0.044	✔
H	12-01	12-31	-0.063	0.032	✘

2019

2020

Corr: 0.3573

Hit Rate Returns: 0.5198

Hit Rate Segments: 0.5556

Avg Real: 0.0045

Type	Start	End	Season	Real	OK
H	01-01	02-11	-0.020	0.014	✘
L	02-11	03-18	0.069	-0.325	✘
H	03-18	06-27	-0.012	0.177	✘
L	06-27	07-16	0.053	0.039	✔
H	07-16	08-25	-0.053	0.052	✘
L	08-25	12-01	0.118	0.055	✔
H	12-01	12-31	-0.023	0.027	✘

2020

2021

Corr: 0.7811

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.7143

Avg Real: 0.0296

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.114	0.046	✔
H	02-17	03-23	-0.124	0.027	✘
L	03-23	03-26	0.077	0.021	✔
L	03-26	04-17	0.049	0.037	✔
L	04-17	10-29	0.061	0.058	✔
L	10-29	12-31	0.158	0.017	✔

2021

2022

Corr: -0.4385

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: -0.0134

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.147	-0.062	✘
H	02-17	03-23	-0.133	0.001	✘
L	03-23	04-17	0.127	0.003	✔
L	04-17	10-29	0.093	-0.042	✘
L	10-29	12-31	0.188	0.011	✔

2022

2023

Corr: 0.7590

Hit Rate Returns: 0.5221

Hit Rate Segments: 0.8571

Avg Real: 0.0205

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.115	0.017	✔
H	02-16	03-23	-0.130	-0.048	✔
L	03-23	03-26	0.073	0.004	✔
L	03-26	04-19	0.046	0.044	✔
L	04-19	10-11	0.012	-0.003	✘
L	10-11	12-31	0.151	0.117	✔

2023

2024

Corr: 0.7575

Hit Rate Returns: 0.4760

Hit Rate Segments: 0.4286

Avg Real: 0.0189

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.189	0.028	✔
H	02-15	03-23	-0.141	0.019	✘
L	03-23	04-19	0.120	-0.035	✘
H	04-19	10-02	-0.018	0.112	✘
L	10-02	12-31	0.221	0.009	✔

2024

2025

Corr: 0.7847

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.8571

Avg Real: 0.0171

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.103	0.051	✔
H	02-15	03-23	-0.127	-0.061	✔
L	03-23	04-09	0.088	-0.047	✘
L	04-09	08-16	0.070	0.102	✔
H	08-16	10-02	-0.063	0.038	✘
L	10-02	11-25	0.131	0.014	✔
L	11-25	12-31	0.027	0.022	✔

2025

2026

Corr: 0.1682

Hit Rate Returns: 0.5821

Hit Rate Segments: 1.0000

Avg Real: -0.0034

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.045	0.036	✔
H	02-08	03-13	-0.046	-0.074	✔
L	03-13	04-01	0.046	0.000	✔
H	04-01	06-20	-0.026	0.028	✘