Seasonality JPYUSD 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	2002	2003	0.850694	0.478088	0.363636	0.012329	2.71	3.45
5	2003	2004	0.313890	0.509960	0.333333	0.004784	3.62	1.82
5	2004	2005	-0.682201	0.553785	0.428571	-0.018096	13.46	17.42
5	2005	2006	-0.396504	0.464000	0.571429	-0.003551	3.76	-16.46
5	2006	2007	0.454646	0.524000	0.571429	0.012072	2.87	3.04
5	2007	2008	0.671715	0.525896	0.714286	0.029833	14.37	10.95
5	2008	2009	0.346401	0.509960	0.428571	0.000765	-0.13	0.13
5	2009	2010	0.222031	0.442231	0.444444	0.016230	5.66	4.76
5	2010	2011	0.589243	0.509960	0.285714	0.009957	0.57	0.65
5	2011	2012	-0.322604	0.500000	0.428571	-0.018722	-1.10	-1.43
5	2012	2013	-0.375925	0.525896	0.714286	-0.021788	-3.14	-2.58
5	2013	2014	-0.372087	0.480315	0.285714	-0.018192	2.10	2.88
5	2014	2015	0.040591	0.429688	0.444444	0.000201	-0.03	-0.03
5	2015	2016	0.143357	0.500000	0.555556	0.003437	-0.21	-0.32
5	2016	2017	0.140781	0.509653	0.714286	0.006550	-0.37	-0.40
5	2017	2018	0.366914	0.480620	0.428571	0.002422	-0.32	-0.21
5	2018	2019	0.187873	0.453488	0.571429	0.001668	-9.20	2.43
5	2019	2020	0.155529	0.476744	0.444444	0.005342	1.36	1.13
5	2020	2021	-0.526111	0.525097	0.142857	-0.016106	-1.85	-2.00
5	2021	2022	0.340476	0.461240	0.636364	-0.010854	-50.58	-121.63
5	2022	2023	0.866491	0.474708	0.636364	-0.006533	1.40	1.11
5	2023	2024	0.184979	0.507692	0.714286	-0.014374	1.44	1.20
5	2024	2025	-0.158941	0.459459	0.428571	-0.000991	-0.06	0.06
5	2025	2026	0.424122	0.380282	1.000000	-0.015828	0.15	0.42

seasonal

compare

key_figures

Segmente

Plot

2002

2003

Corr: 0.8507

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.3636

Avg Real: 0.0123

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.019	0.003	✔
H	02-04	02-21	-0.054	0.009	✘
H	02-21	05-16	-0.013	0.023	✘
L	05-16	08-11	0.031	-0.022	✘
L	08-11	09-03	0.061	0.023	✔
H	09-03	10-04	-0.021	0.046	✘
L	10-04	10-09	0.046	0.019	✔
L	10-09	11-02	0.011	-0.010	✘
H	11-02	12-31	-0.072	0.037	✘

2003

2004

Corr: 0.3139

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.3333

Avg Real: 0.0048

Type	Start	End	Season	Real	OK
H	01-01	03-30	-0.094	0.012	✘
L	03-30	07-07	0.020	-0.027	✘
L	07-07	09-22	0.080	-0.017	✘
H	09-22	10-20	-0.022	0.021	✘
L	10-20	11-11	0.028	0.015	✔
H	11-11	12-31	-0.049	0.039	✘

2004

2005

Corr: -0.6822

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.4286

Avg Real: -0.0181

Type	Start	End	Season	Real	OK
H	01-01	02-21	-0.071	-0.027	✔
L	02-21	04-01	0.021	-0.032	✘
H	04-01	05-16	-0.028	0.007	✘
L	05-16	05-30	0.030	-0.010	✘
L	05-30	07-20	0.008	-0.036	✘
H	07-20	07-30	-0.032	0.003	✘
L	07-30	11-08	0.062	-0.039	✘
H	11-08	12-31	-0.070	-0.003	✔

2005

2006

Corr: -0.3965

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.5714

Avg Real: -0.0036

Type	Start	End	Season	Real	OK
H	01-01	02-04	-0.013	-0.023	✔
H	02-04	04-14	-0.038	0.004	✘
L	04-14	06-07	0.028	0.037	✔
H	06-07	07-21	-0.003	-0.023	✔
H	07-21	07-30	-0.026	0.013	✘
L	07-30	09-03	0.045	-0.021	✘
L	09-03	11-08	0.005	-0.015	✘
H	11-08	12-10	-0.027	0.012	✘
L	12-10	12-17	0.021	-0.010	✘
H	12-17	12-31	-0.037	-0.007	✔

2006

2007

Corr: 0.4546

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.5714

Avg Real: 0.0121

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.036	-0.008	✘
H	01-15	04-14	-0.050	0.011	✘
L	04-14	05-05	0.041	-0.003	✘
H	05-05	10-07	-0.015	0.027	✘
L	10-07	12-31	0.049	0.054	✔

2007

2008

Corr: 0.6717

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: 0.0298

Type	Start	End	Season	Real	OK
H	01-01	07-17	-0.048	0.032	✘
L	07-17	11-06	0.030	0.089	✔
L	11-06	11-26	0.032	0.025	✔
H	11-26	12-31	-0.037	0.063	✘

2008

2009

Corr: 0.3464

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.4286

Avg Real: 0.0008

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.095	0.028	✔
H	01-15	08-08	-0.062	-0.081	✔
L	08-08	10-05	0.011	0.080	✔
L	10-05	10-27	0.054	-0.025	✘
H	10-27	11-04	-0.032	0.012	✘
L	11-04	12-31	0.085	-0.025	✘

2009

2010

Corr: 0.2220

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.4444

Avg Real: 0.0162

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.071	0.019	✔
H	01-15	02-25	-0.049	0.020	✘
L	02-25	03-19	0.043	-0.017	✘
H	03-19	04-07	-0.045	-0.031	✔
L	04-07	05-16	0.027	0.009	✔
H	05-16	08-08	-0.055	0.082	✘
L	08-08	12-17	0.102	0.026	✔
H	12-17	12-31	-0.047	0.037	✘

2010

2011

Corr: 0.5892

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.2857

Avg Real: 0.0100

Type	Start	End	Season	Real	OK
L	01-01	01-23	0.104	-0.010	✘
H	01-23	02-25	-0.034	0.010	✘
L	02-25	03-19	0.033	0.014	✔
H	03-19	04-03	-0.046	-0.036	✔
L	04-03	05-21	0.038	0.028	✔
H	05-21	06-13	-0.045	0.021	✘
L	06-13	08-08	0.021	0.033	✔
L	08-08	12-31	0.144	0.010	✔

2011

2012

Corr: -0.3226

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: -0.0187

Type	Start	End	Season	Real	OK
H	01-01	02-25	-0.015	-0.054	✔
L	02-25	03-17	0.041	-0.032	✘
H	03-17	04-06	-0.057	0.011	✘
H	04-06	06-15	-0.003	0.034	✘
L	06-15	10-27	0.129	-0.011	✘
H	10-27	12-31	-0.005	-0.076	✔

2012

2013

Corr: -0.3759

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: -0.0218

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.047	-0.055	✘
H	02-04	04-06	-0.064	-0.051	✔
L	04-06	10-27	0.118	0.018	✔
H	10-27	12-31	-0.037	-0.065	✔

2013

2014

Corr: -0.3721

Hit Rate Returns: 0.4803

Hit Rate Segments: 0.2857

Avg Real: -0.0182

Type	Start	End	Season	Real	OK
H	01-01	01-06	-0.093	0.006	✘
H	01-06	03-22	-0.033	0.019	✘
H	03-22	04-06	-0.048	-0.010	✔
L	04-06	10-08	0.114	-0.047	✘
H	10-08	12-31	-0.091	-0.093	✔

2014

2015

Corr: 0.0406

Hit Rate Returns: 0.4297

Hit Rate Segments: 0.4444

Avg Real: 0.0002

Type	Start	End	Season	Real	OK
H	01-01	02-04	-0.006	0.028	✘
H	02-04	04-06	-0.065	-0.020	✔
L	04-06	08-10	0.075	-0.044	✘
H	08-10	09-17	-0.030	0.036	✘
L	09-17	10-15	0.026	0.013	✔
H	10-15	12-27	-0.089	-0.013	✔
H	12-27	12-31	-0.023	0.001	✘

2015

2016

Corr: 0.1434

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5556

Avg Real: 0.0034

Type	Start	End	Season	Real	OK
H	01-01	02-03	-0.013	0.013	✘
H	02-03	03-10	-0.048	0.042	✘
L	03-10	10-15	0.023	0.091	✔
H	10-15	12-06	-0.069	-0.102	✔
H	12-06	12-31	-0.011	-0.026	✔

2016

2017

Corr: 0.1408

Hit Rate Returns: 0.5097

Hit Rate Segments: 0.7143

Avg Real: 0.0065

Type	Start	End	Season	Real	OK
H	01-01	02-14	-0.018	0.029	✘
H	02-14	03-11	-0.038	-0.005	✔
L	03-11	08-24	0.047	0.049	✔
H	08-24	10-19	-0.017	-0.028	✔
H	10-19	12-27	-0.109	-0.007	✔
H	12-27	12-31	-0.033	0.006	✘

2017

2018

Corr: 0.3669

Hit Rate Returns: 0.4806

Hit Rate Segments: 0.4286

Avg Real: 0.0024

Type	Start	End	Season	Real	OK
L	01-01	04-15	0.028	0.046	✔
H	04-15	05-28	-0.041	-0.022	✔
L	05-28	06-16	0.040	-0.011	✘
H	06-16	07-20	-0.030	-0.008	✔
L	07-20	08-25	0.038	0.003	✔
H	08-25	12-20	-0.109	-0.002	✔
L	12-20	12-31	0.020	0.016	✔

2018

2019

Corr: 0.1879

Hit Rate Returns: 0.4535

Hit Rate Segments: 0.5714

Avg Real: 0.0017

Type	Start	End	Season	Real	OK
L	01-01	04-16	0.087	-0.026	✘
H	04-16	06-01	-0.027	0.033	✘
L	06-01	08-25	0.043	0.026	✔
H	08-25	10-05	-0.049	-0.007	✔
L	10-05	10-15	0.021	-0.014	✘
H	10-15	12-05	-0.077	0.001	✘
L	12-05	12-31	0.069	0.001	✔

2019

2020

Corr: 0.1555

Hit Rate Returns: 0.4767

Hit Rate Segments: 0.4444

Avg Real: 0.0053

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.067	-0.025	✘
H	02-19	05-30	-0.005	0.031	✘
L	05-30	06-25	0.034	0.004	✔
H	06-25	07-20	-0.021	-0.001	✔
L	07-20	08-25	0.045	0.009	✔
H	08-25	12-16	-0.083	0.029	✘
L	12-16	12-31	0.051	0.002	✔

2020

2021

Corr: -0.5261

Hit Rate Returns: 0.5251

Hit Rate Segments: 0.1429

Avg Real: -0.0161

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.067	-0.049	✘
H	03-09	05-21	-0.004	-0.004	✔
L	05-21	06-25	0.040	-0.016	✘
H	06-25	07-20	-0.021	0.008	✘
L	07-20	08-18	0.040	0.001	✔
H	08-18	12-15	-0.068	-0.035	✔
L	12-15	12-31	0.071	-0.008	✘

2021

2022

Corr: 0.3405

Hit Rate Returns: 0.4612

Hit Rate Segments: 0.6364

Avg Real: -0.0109

Type	Start	End	Season	Real	OK
L	01-01	01-31	0.031	0.002	✔
H	01-31	02-21	-0.014	0.003	✘
L	02-21	03-09	0.014	-0.010	✘
H	03-09	03-19	-0.017	-0.028	✔
L	03-19	06-10	0.014	-0.107	✘
H	06-10	07-13	-0.017	-0.018	✔
L	07-13	08-18	0.028	0.009	✔
H	08-18	11-11	-0.037	-0.018	✔
L	11-11	12-31	0.031	0.048	✔

2022

2023

Corr: 0.8665

Hit Rate Returns: 0.4747

Hit Rate Segments: 0.6364

Avg Real: -0.0065

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.054	-0.038	✘
H	03-09	03-19	-0.033	0.030	✘
H	03-19	05-02	-0.028	-0.037	✔
H	05-02	07-17	-0.017	-0.015	✔
L	07-17	08-15	0.025	-0.045	✘
H	08-15	10-20	-0.050	-0.025	✔
L	10-20	12-31	0.051	0.055	✔

2023

2024

Corr: 0.1850

Hit Rate Returns: 0.5077

Hit Rate Segments: 0.7143

Avg Real: -0.0144

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.060	-0.026	✘
H	01-14	05-01	-0.075	-0.062	✔
L	05-01	05-24	0.007	-0.007	✘
H	05-24	07-05	-0.027	-0.021	✔
L	07-05	08-04	0.022	0.085	✔
H	08-04	10-20	-0.059	-0.024	✔
L	10-20	12-31	0.057	-0.043	✘

2024

2025

Corr: -0.1589

Hit Rate Returns: 0.4595

Hit Rate Segments: 0.4286

Avg Real: -0.0010

Type	Start	End	Season	Real	OK
H	01-01	03-09	-0.036	0.065	✘
H	03-09	03-24	-0.039	-0.026	✔
H	03-24	06-29	-0.061	0.044	✘
L	06-29	08-04	0.043	-0.022	✘
H	08-04	10-31	-0.062	-0.050	✔
L	10-31	12-30	0.035	-0.016	✘
H	12-30	12-31	-0.085	-0.002	✔

2025

2026

Corr: 0.4241

Hit Rate Returns: 0.3803

Hit Rate Segments: 1.0000

Avg Real: -0.0158

Type	Start	End	Season	Real	OK
H	01-01	01-15	-0.007	-0.012	✔
H	01-15	06-29	-0.095	-0.004	✔