Seasonality JPYUSD 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 2012 2013 -0.285982 0.494024 0.285714 -0.020891 -3.96 -3.13
15 2013 2014 -0.813783 0.480315 0.428571 -0.018132 -13.54 -6.72
15 2014 2015 0.053065 0.445312 0.333333 0.000027 -0.18 -0.03
15 2015 2016 -0.019004 0.488372 0.714286 0.003122 -3.86 -11.74
15 2016 2017 -0.128603 0.536680 0.571429 0.005777 6.57 7.28
15 2017 2018 -0.621180 0.453488 0.571429 0.004266 6.87 7.35
15 2018 2019 0.491399 0.492248 0.714286 0.000811 2.99 0.88
15 2019 2020 0.338653 0.492248 0.285714 0.007675 11.74 12.65
15 2020 2021 -0.553467 0.498069 0.428571 -0.014308 -5.03 -5.41
15 2021 2022 -0.588439 0.465116 0.571429 -0.017254 -26.75 -34.88
15 2022 2023 0.303035 0.501946 0.571429 -0.011032 3.85 3.09
15 2023 2024 0.493707 0.492308 0.571429 -0.014798 2.39 2.33
15 2024 2025 0.115841 0.517375 0.571429 0.002906 -0.13 -0.39
15 2025 2026 0.503940 0.436620 0.500000 -0.007914 0.31 1.36

seasonalcomparekey_figuresSegmentePlot
2012 2013
Corr: -0.2860
Hit Rate Returns: 0.4940
Hit Rate Segments: 0.2857
Avg Real: -0.0209
TypeStartEndSeasonRealOK
L01-0102-040.035-0.055
H02-0402-21-0.035-0.008
H02-2106-15-0.006-0.011
L06-1511-120.082-0.048
L11-1212-310.002-0.047
2013 2014
Corr: -0.8138
Hit Rate Returns: 0.4803
Hit Rate Segments: 0.4286
Avg Real: -0.0181
TypeStartEndSeasonRealOK
H01-0102-04-0.0200.032
H02-0402-21-0.032-0.009
L02-2103-170.0150.008
H03-1704-08-0.028-0.001
L04-0807-060.013-0.004
L07-0611-120.063-0.121
H11-1212-31-0.023-0.032
2014 2015
Corr: 0.0531
Hit Rate Returns: 0.4453
Hit Rate Segments: 0.3333
Avg Real: 0.0000
TypeStartEndSeasonRealOK
H01-0102-04-0.0240.028
H02-0402-21-0.025-0.015
L02-2103-170.014-0.021
H03-1704-08-0.0260.010
L04-0810-270.055-0.003
H10-2712-31-0.0270.001
2015 2016
Corr: -0.0190
Hit Rate Returns: 0.4884
Hit Rate Segments: 0.7143
Avg Real: 0.0031
TypeStartEndSeasonRealOK
L01-0101-230.0110.005
H01-2304-09-0.0440.095
L04-0910-270.0550.028
H10-2711-03-0.0160.026
H11-0312-31-0.018-0.138
2016 2017
Corr: -0.1286
Hit Rate Returns: 0.5367
Hit Rate Segments: 0.5714
Avg Real: 0.0058
TypeStartEndSeasonRealOK
L01-0103-170.0060.043
H03-1704-06-0.0250.018
L04-0610-270.057-0.027
H10-2712-22-0.0310.004
L12-2212-310.0060.006
2017 2018
Corr: -0.6212
Hit Rate Returns: 0.4535
Hit Rate Segments: 0.5714
Avg Real: 0.0043
TypeStartEndSeasonRealOK
L01-0101-230.0190.018
H01-2305-28-0.0290.008
L05-2810-270.046-0.022
H10-2712-27-0.0320.012
L12-2712-310.0190.013
2018 2019
Corr: 0.4914
Hit Rate Returns: 0.4922
Hit Rate Segments: 0.7143
Avg Real: 0.0008
TypeStartEndSeasonRealOK
L01-0101-230.022-0.005
H01-2305-28-0.0260.002
L05-2810-270.0370.006
H10-2712-22-0.031-0.004
L12-2212-310.0220.007
2019 2020
Corr: 0.3387
Hit Rate Returns: 0.4922
Hit Rate Segments: 0.2857
Avg Real: 0.0077
TypeStartEndSeasonRealOK
L01-0103-220.017-0.024
H03-2204-06-0.0240.019
L04-0609-070.0430.027
H09-0712-27-0.0330.026
L12-2712-310.0230.005
2020 2021
Corr: -0.5535
Hit Rate Returns: 0.4981
Hit Rate Segments: 0.4286
Avg Real: -0.0143
TypeStartEndSeasonRealOK
L01-0101-230.022-0.006
H01-2304-06-0.023-0.054
L04-0610-270.056-0.034
H10-2712-26-0.035-0.004
L12-2612-310.023-0.002
2021 2022
Corr: -0.5884
Hit Rate Returns: 0.4651
Hit Rate Segments: 0.5714
Avg Real: -0.0173
TypeStartEndSeasonRealOK
L01-0102-040.0190.001
H02-0404-06-0.025-0.069
L04-0610-270.048-0.143
H10-2712-27-0.0380.075
L12-2712-310.0190.015
2022 2023
Corr: 0.3030
Hit Rate Returns: 0.5019
Hit Rate Segments: 0.5714
Avg Real: -0.0110
TypeStartEndSeasonRealOK
L01-0102-040.020-0.002
H02-0404-06-0.0320.006
L04-0610-080.024-0.116
H10-0811-24-0.026-0.007
H11-2412-27-0.0040.050
L12-2712-310.0210.003
2023 2024
Corr: 0.4937
Hit Rate Returns: 0.4923
Hit Rate Segments: 0.5714
Avg Real: -0.0148
TypeStartEndSeasonRealOK
L01-0102-040.016-0.049
H02-0404-06-0.038-0.018
L04-0607-050.000-0.052
L07-0508-240.0210.100
H08-2411-24-0.039-0.065
L11-2412-310.012-0.020
2024 2025
Corr: 0.1158
Hit Rate Returns: 0.5174
Hit Rate Segments: 0.5714
Avg Real: 0.0029
TypeStartEndSeasonRealOK
L01-0101-150.0120.009
H01-1504-05-0.0320.064
H04-0507-05-0.0070.025
L07-0508-030.028-0.011
L08-0308-240.002-0.001
H08-2411-25-0.050-0.058
L11-2512-310.011-0.003
2025 2026
Corr: 0.5039
Hit Rate Returns: 0.4366
Hit Rate Segments: 0.5000
Avg Real: -0.0079
TypeStartEndSeasonRealOK
L01-0101-150.010-0.012
H01-1505-28-0.030-0.004