Seasonality NDX 10 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
10	1999	2000	-0.725720	0.528000	0.714286	-0.044176	-0.71	-0.58
10	2000	2001	-0.692934	0.574899	0.428571	-0.030810	-0.57	-0.46
10	2001	2002	-0.630831	0.513944	0.571429	-0.055535	-1.31	-1.27
10	2002	2003	0.700954	0.513944	0.428571	0.061159	1.90	1.83
10	2003	2004	0.461106	0.553785	0.714286	0.014926	0.37	0.32
10	2004	2005	0.827776	0.581673	0.571429	0.004403	0.08	0.10
10	2005	2006	0.372375	0.528000	0.285714	0.007528	0.18	0.24
10	2006	2007	0.456193	0.496000	0.571429	0.027563	1.16	1.46
10	2007	2008	-0.750646	0.509960	0.285714	-0.059455	-1.97	-1.95
10	2008	2009	-0.048597	0.486056	0.428571	0.067445	37.86	21.91
10	2009	2010	-0.061745	0.509960	0.333333	0.015063	-5.97	-5.17
10	2010	2011	-0.021849	0.466135	0.142857	0.000598	0.13	0.08
10	2011	2012	0.129205	0.495968	0.545455	0.011156	1.16	1.23
10	2012	2013	0.941515	0.521912	0.714286	0.043577	1.40	1.51
10	2013	2014	0.847839	0.545817	0.571429	0.028408	0.97	0.99
10	2014	2015	0.510553	0.442231	0.428571	0.013308	0.43	0.51
10	2015	2016	0.891635	0.540000	0.285714	0.009999	0.34	0.30
10	2016	2017	0.950386	0.572000	0.666667	0.049785	1.29	1.31
10	2017	2018	0.292975	0.468000	0.666667	-0.003632	-0.11	-0.14
10	2018	2019	0.899415	0.505976	0.857143	0.059500	1.10	1.29
10	2019	2020	0.832910	0.515873	0.333333	0.045056	1.59	1.49
10	2020	2021	0.942426	0.529880	0.571429	0.038896	0.82	0.83
10	2021	2022	-0.823577	0.508000	0.428571	-0.046947	-0.87	-0.86
10	2022	2023	0.920934	0.497992	0.857143	0.076975	1.97	1.86
10	2023	2024	0.879194	0.520000	0.428571	0.045402	0.91	1.05
10	2024	2025	0.857501	0.493976	0.714286	0.028770	0.69	0.69
10	2025	2026	-0.275471	0.522388	0.666667	-0.000776	-0.01	-0.05

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: -0.7257

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.7143

Avg Real: -0.0442

Type	Start	End	Season	Real	OK
L	01-01	02-12	0.273	0.047	✔
H	02-12	04-19	-0.026	-0.106	✔
L	04-19	07-16	0.187	0.121	✔
H	07-16	07-23	-0.057	-0.040	✔
L	07-23	10-27	0.070	-0.162	✘
L	10-27	12-05	0.191	-0.085	✘
H	12-05	12-14	-0.050	-0.056	✔
L	12-14	12-31	0.262	-0.079	✘

2000

2001

Corr: -0.6929

Hit Rate Returns: 0.5749

Hit Rate Segments: 0.4286

Avg Real: -0.0308

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.190	0.107	✔
H	02-08	04-14	-0.056	-0.301	✔
L	04-14	09-20	0.259	-0.227	✘
H	09-20	10-27	-0.044	0.136	✘
L	10-27	12-05	0.149	0.163	✔
H	12-05	12-20	-0.068	-0.077	✔
L	12-20	12-31	0.277	0.009	✔

2001

2002

Corr: -0.6308

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.5714

Avg Real: -0.0555

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.143	-0.051	✘
H	02-03	04-16	-0.116	-0.041	✔
L	04-16	07-17	0.187	-0.239	✘
H	07-17	10-09	-0.054	-0.137	✔
L	10-09	12-31	0.310	0.110	✔

2002

2003

Corr: 0.7010

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.4286

Avg Real: 0.0612

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.247	-0.040	✘
H	02-03	04-14	-0.132	0.060	✘
L	04-14	07-17	0.158	0.202	✔
H	07-17	07-23	-0.071	0.012	✘
L	07-23	08-25	0.075	0.037	✔
H	08-25	10-09	-0.085	0.088	✘
L	10-09	12-31	0.303	0.069	✔

2003

2004

Corr: 0.4611

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.7143

Avg Real: 0.0149

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.197	0.019	✔
H	02-03	04-14	-0.096	-0.011	✔
L	04-14	07-17	0.187	-0.057	✘
H	07-17	10-08	-0.072	0.023	✘
L	10-08	11-06	0.161	0.064	✔
H	11-06	12-20	-0.025	0.044	✘
L	12-20	12-31	0.163	0.020	✔

2004

2005

Corr: 0.8278

Hit Rate Returns: 0.5817

Hit Rate Segments: 0.5714

Avg Real: 0.0044

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.223	-0.059	✘
H	02-03	04-14	-0.076	-0.042	✔
L	04-14	07-17	0.184	0.085	✔
H	07-17	10-08	-0.074	-0.009	✔
L	10-08	11-06	0.169	0.051	✔
L	11-06	12-08	0.070	0.035	✔
H	12-08	12-20	-0.086	-0.013	✔
L	12-20	12-31	0.163	-0.012	✘

2005

2006

Corr: 0.3724

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.2857

Avg Real: 0.0075

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.203	-0.009	✘
H	02-03	04-14	-0.105	0.028	✘
L	04-14	07-17	0.155	-0.134	✘
H	07-17	10-08	-0.066	0.129	✘
L	10-08	11-27	0.207	0.050	✔
H	11-27	12-20	-0.058	0.002	✘
L	12-20	12-31	0.140	-0.013	✘

2006

2007

Corr: 0.4562

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0276

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.210	0.021	✔
H	01-19	04-16	-0.107	0.021	✘
L	04-16	07-17	0.112	0.118	✔
H	07-17	10-08	-0.079	0.069	✘
L	10-08	11-25	0.183	-0.076	✘
H	11-25	12-20	-0.049	0.046	✘
L	12-20	12-31	0.109	0.009	✔

2007

2008

Corr: -0.7506

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.2857

Avg Real: -0.0595

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.239	-0.049	✘
H	01-14	04-16	-0.081	-0.050	✔
L	04-16	07-15	0.098	-0.024	✘
H	07-15	10-08	-0.086	-0.228	✔
L	10-08	11-06	0.158	-0.043	✘
L	11-06	12-31	0.131	-0.015	✘

2008

2009

Corr: -0.0486

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.4286

Avg Real: 0.0674

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.159	-0.079	✘
H	01-14	02-28	-0.103	-0.037	✔
L	02-28	06-05	0.066	0.330	✔
H	06-05	10-09	-0.110	0.186	✘
L	10-09	11-06	0.107	0.002	✔
L	11-06	12-31	0.054	0.103	✔

2009

2010

Corr: -0.0617

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.3333

Avg Real: 0.0151

Type	Start	End	Season	Real	OK
H	01-01	03-16	-0.121	0.024	✘
L	03-16	06-05	0.096	-0.053	✘
H	06-05	07-10	-0.068	0.009	✘
L	07-10	08-26	0.045	-0.028	✘
H	08-26	10-09	-0.088	0.137	✘
L	10-09	12-08	0.107	0.092	✔
H	12-08	12-31	-0.114	0.009	✘

2010

2011

Corr: -0.0218

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.1429

Avg Real: 0.0006

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.169	0.015	✔
H	01-11	03-09	-0.128	0.015	✘
L	03-09	06-05	0.110	-0.013	✘
H	06-05	10-09	-0.082	-0.032	✔
L	10-09	11-06	0.111	0.034	✔
L	11-06	12-31	0.071	-0.041	✘

2011

2012

Corr: 0.1292

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5455

Avg Real: 0.0112

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.131	0.020	✔
H	01-10	01-22	-0.073	0.030	✘
H	01-22	03-09	-0.019	0.090	✘
L	03-09	06-02	0.101	-0.081	✘
H	06-02	10-09	-0.025	0.114	✘
L	10-09	12-31	0.147	-0.035	✘

2012

2013

Corr: 0.9415

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.7143

Avg Real: 0.0436

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.108	-0.001	✘
H	01-10	03-10	-0.063	0.022	✘
L	03-10	04-25	0.117	0.013	✔
L	04-25	08-10	0.007	0.098	✔
L	08-10	09-20	0.091	0.036	✔
H	09-20	11-20	-0.041	0.052	✘
L	11-20	12-31	0.119	0.082	✔

2013

2014

Corr: 0.8478

Hit Rate Returns: 0.5458

Hit Rate Segments: 0.5714

Avg Real: 0.0284

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.109	0.000	✔
H	01-10	03-09	-0.044	0.039	✘
L	03-09	04-25	0.102	-0.049	✘
H	04-25	08-19	-0.008	0.142	✘
L	08-19	11-04	0.089	0.033	✔
H	11-04	11-20	-0.045	0.024	✘
L	11-20	12-31	0.106	-0.002	✘

2014

2015

Corr: 0.5106

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.4286

Avg Real: 0.0133

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.082	-0.004	✘
H	01-10	03-09	-0.035	0.057	✘
L	03-09	05-03	0.097	0.016	✔
H	05-03	06-26	-0.022	0.000	✘
L	06-26	09-20	0.112	-0.038	✘
H	09-20	11-20	-0.039	0.083	✘
L	11-20	12-31	0.090	-0.022	✘

2015

2016

Corr: 0.8916

Hit Rate Returns: 0.5400

Hit Rate Segments: 0.2857

Avg Real: 0.0100

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.084	-0.045	✘
L	03-09	05-03	0.112	0.011	✔
H	05-03	06-26	-0.031	-0.012	✔
L	06-26	09-20	0.106	0.134	✔
H	09-20	10-09	-0.048	0.013	✘
L	10-09	11-04	0.068	-0.052	✘
H	11-04	11-20	-0.054	0.033	✘
L	11-20	12-31	0.101	0.001	✔

2016

2017

Corr: 0.9504

Hit Rate Returns: 0.5720

Hit Rate Segments: 0.6667

Avg Real: 0.0498

Type	Start	End	Season	Real	OK
H	01-03	01-30	-0.035	0.044	✘
L	01-30	09-21	0.229	0.164	✔
H	09-21	10-09	-0.055	0.025	✘
L	10-09	11-04	0.059	0.048	✔
H	11-04	11-20	-0.057	-0.001	✔
L	11-20	12-10	0.077	0.007	✔
H	12-10	12-31	-0.024	0.001	✘

2017

2018

Corr: 0.2930

Hit Rate Returns: 0.4680

Hit Rate Segments: 0.6667

Avg Real: -0.0036

Type	Start	End	Season	Real	OK
L	01-01	01-30	0.049	0.064	✔
L	01-30	05-02	0.138	-0.044	✘
H	05-02	06-27	-0.018	0.050	✘
L	06-27	09-20	0.115	0.092	✔
H	09-20	10-09	-0.057	-0.030	✔
L	10-09	11-04	0.059	-0.062	✘
H	11-04	11-20	-0.045	-0.063	✔
L	11-20	12-31	0.092	-0.030	✘

2018

2019

Corr: 0.8994

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.8571

Avg Real: 0.0595

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.106	0.104	✔
L	02-05	05-02	0.119	0.110	✔
H	05-02	06-27	-0.003	-0.011	✔
L	06-27	07-23	0.084	0.047	✔
H	07-23	08-25	-0.022	-0.077	✔
L	08-25	09-20	0.078	0.039	✔
H	09-20	10-11	-0.024	0.003	✘
L	10-11	12-31	0.115	0.140	✔

2019

2020

Corr: 0.8329

Hit Rate Returns: 0.5159

Hit Rate Segments: 0.3333

Avg Real: 0.0451

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.099	0.060	✔
L	02-08	04-26	0.115	-0.082	✘
H	04-26	06-27	-0.017	0.114	✘
L	06-27	07-26	0.079	0.059	✔
H	07-26	08-25	-0.045	0.118	✘
L	08-25	09-18	0.073	-0.088	✘
L	09-18	12-31	0.086	0.220	✔

2020

2021

Corr: 0.9424

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.5714

Avg Real: 0.0389

Type	Start	End	Season	Real	OK
L	01-01	06-27	0.230	0.130	✔
L	06-27	07-22	0.095	0.033	✔
H	07-22	08-25	-0.020	0.034	✘
L	08-25	11-08	0.088	0.076	✔
H	11-08	11-23	-0.025	-0.002	✔
L	11-23	11-30	0.048	-0.013	✘
L	11-30	12-31	0.062	0.015	✔

2021

2022

Corr: -0.8236

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.4286

Avg Real: -0.0469

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.102	-0.141	✘
H	02-17	03-23	-0.028	0.017	✘
L	03-23	09-02	0.241	-0.142	✘
H	09-02	10-11	-0.028	-0.079	✔
L	10-11	12-31	0.175	0.009	✔

2022

2023

Corr: 0.9209

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.8571

Avg Real: 0.0770

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.131	0.145	✔
H	02-16	03-23	-0.036	0.026	✘
L	03-23	06-27	0.087	0.204	✔
L	06-27	08-04	0.101	0.030	✔
H	08-04	10-11	-0.028	-0.003	✔
L	10-11	11-30	0.112	0.065	✔
L	11-30	12-31	0.056	0.081	✔

2023

2024

Corr: 0.8792

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: 0.0454

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.150	0.079	✔
H	02-15	03-12	-0.051	0.023	✘
L	03-12	06-27	0.118	0.095	✔
L	06-27	07-29	0.092	-0.044	✘
H	07-29	10-11	-0.037	0.073	✘
L	10-11	12-31	0.195	0.045	✔

2024

2025

Corr: 0.8575

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.7143

Avg Real: 0.0288

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.143	0.054	✔
H	02-15	03-12	-0.054	-0.122	✔
L	03-12	07-22	0.203	0.165	✔
L	07-22	09-02	0.029	0.008	✔
H	09-02	09-29	-0.056	0.066	✘
L	09-29	12-31	0.195	0.030	✔

2025

2026

Corr: -0.2755

Hit Rate Returns: 0.5224

Hit Rate Segments: 0.6667

Avg Real: -0.0008

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.135	-0.019	✘
H	02-15	03-12	-0.068	-0.007	✔
L	03-12	09-01	0.281	0.023	✔