Seasonality JPYUSD 20 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
20	2017	2018	-0.680892	0.465116	0.571429	0.004266	1.72	2.05
20	2018	2019	0.587163	0.480620	0.857143	0.000686	0.50	0.89
20	2019	2020	0.522843	0.503876	0.428571	0.007489	11.67	7.08
20	2020	2021	-0.503078	0.498069	0.428571	-0.014824	-7.91	-7.39
20	2021	2022	-0.664130	0.445736	0.571429	-0.016726	-11.11	-10.58
20	2022	2023	0.213651	0.466926	0.555556	-0.007781	8.23	4.65
20	2023	2024	0.515310	0.511538	0.571429	-0.015362	5.82	4.47
20	2024	2025	-0.305595	0.494208	0.285714	0.001870	-0.25	-0.46
20	2025	2026	0.388370	0.422535	0.750000	-0.003957	1.23	1.35

seasonal

compare

key_figures

Segmente

Plot

2017

2018

Corr: -0.6809

Hit Rate Returns: 0.4651

Hit Rate Segments: 0.5714

Avg Real: 0.0043

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.015	0.019	✔
H	02-04	04-06	-0.036	0.022	✘
L	04-06	07-06	0.008	-0.034	✘
L	07-06	10-27	0.054	-0.013	✘
H	10-27	12-27	-0.027	0.012	✘
L	12-27	12-31	0.015	0.013	✔

2018

2019

Corr: 0.5872

Hit Rate Returns: 0.4806

Hit Rate Segments: 0.8571

Avg Real: 0.0007

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.012	-0.008	✘
H	02-04	02-21	-0.022	-0.007	✔
L	02-21	03-17	0.013	-0.007	✘
H	03-17	04-06	-0.019	-0.003	✔
L	04-06	10-27	0.051	0.025	✔
H	10-27	12-27	-0.027	-0.004	✔
L	12-27	12-31	0.012	0.007	✔

2019

2020

Corr: 0.5228

Hit Rate Returns: 0.5039

Hit Rate Segments: 0.4286

Avg Real: 0.0075

Type	Start	End	Season	Real	OK
L	01-01	01-23	0.014	-0.009	✘
H	01-23	04-06	-0.025	0.003	✘
L	04-06	10-27	0.044	0.045	✔
H	10-27	12-27	-0.029	0.008	✘
L	12-27	12-31	0.015	0.005	✔

2020

2021

Corr: -0.5031

Hit Rate Returns: 0.4981

Hit Rate Segments: 0.4286

Avg Real: -0.0148

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.016	-0.007	✘
H	01-15	03-17	-0.006	-0.045	✔
H	03-17	04-06	-0.019	-0.008	✔
L	04-06	10-27	0.049	-0.034	✘
H	10-27	12-27	-0.027	-0.008	✔
L	12-27	12-31	0.016	-0.002	✘

2021

2022

Corr: -0.6641

Hit Rate Returns: 0.4457

Hit Rate Segments: 0.5714

Avg Real: -0.0167

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.018	0.010	✔
H	01-15	02-21	-0.018	-0.001	✔
L	02-21	03-17	0.012	-0.033	✘
H	03-17	04-06	-0.019	-0.041	✔
L	04-06	10-27	0.042	-0.143	✘
H	10-27	12-27	-0.024	0.075	✘
L	12-27	12-31	0.018	0.015	✔

2022

2023

Corr: 0.2137

Hit Rate Returns: 0.4669

Hit Rate Segments: 0.5556

Avg Real: -0.0078

Type	Start	End	Season	Real	OK
L	01-01	01-23	0.018	0.001	✔
H	01-23	04-06	-0.032	-0.008	✔
H	04-06	07-05	-0.001	-0.087	✔
L	07-05	10-27	0.024	-0.031	✘
H	10-27	12-27	-0.018	0.051	✘
L	12-27	12-31	0.018	0.003	✔

2023

2024

Corr: 0.5153

Hit Rate Returns: 0.5115

Hit Rate Segments: 0.5714

Avg Real: -0.0154

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.020	-0.032	✘
H	01-15	03-10	-0.025	-0.008	✔
L	03-10	03-18	0.012	-0.016	✘
H	03-18	04-06	-0.020	-0.015	✔
H	04-06	07-05	-0.007	-0.052	✔
L	07-05	08-21	0.018	0.095	✔
H	08-21	12-27	-0.017	-0.079	✔
L	12-27	12-31	0.020	0.000	✘

2024

2025

Corr: -0.3056

Hit Rate Returns: 0.4942

Hit Rate Segments: 0.2857

Avg Real: 0.0019

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.016	0.009	✔
H	01-15	03-17	-0.013	0.046	✘
H	03-17	04-06	-0.023	0.018	✘
H	04-06	07-05	-0.008	0.025	✘
L	07-05	08-21	0.026	-0.018	✘
H	08-21	12-27	-0.024	-0.056	✔
L	12-27	12-31	0.016	-0.005	✘

2025

2026

Corr: 0.3884

Hit Rate Returns: 0.4225

Hit Rate Segments: 0.7500

Avg Real: -0.0040

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.018	-0.012	✘
H	01-15	03-11	-0.017	-0.003	✔
L	03-11	03-17	0.010	0.001	✔
H	03-17	04-06	-0.019	-0.005	✔
L	04-06	05-06	0.009	0.003	✔