Seasonality NDX 30 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
30	2019	2020	0.889311	0.551587	0.571429	0.064665	1.73	1.76
30	2020	2021	0.944474	0.513944	0.888889	0.027841	0.98	0.97
30	2021	2022	-0.785856	0.520000	0.428571	-0.047177	-1.24	-1.29
30	2022	2023	0.897648	0.493976	0.857143	0.076901	2.25	2.38
30	2023	2024	0.903129	0.472000	0.571429	0.040150	1.03	1.09
30	2024	2025	0.862260	0.510040	0.714286	0.026610	0.73	0.70
30	2025	2026	-0.436874	0.567164	0.666667	-0.000776	-0.01	-0.06

seasonal

compare

key_figures

Segmente

Plot

2019

2020

Corr: 0.8893

Hit Rate Returns: 0.5516

Hit Rate Segments: 0.5714

Avg Real: 0.0647

Type	Start	End	Season	Real	OK
L	01-01	04-15	0.048	-0.032	✘
L	04-15	06-05	0.073	0.139	✔
H	06-05	06-26	-0.025	0.003	✘
L	06-26	07-17	0.055	0.090	✔
H	07-17	10-09	-0.026	0.122	✘
L	10-09	12-05	0.136	0.090	✔
L	12-05	12-31	0.098	0.033	✔

2020

2021

Corr: 0.9445

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.8889

Avg Real: 0.0278

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.165	0.088	✔
L	02-15	06-27	0.040	0.045	✔
L	06-27	07-17	0.057	0.012	✔
H	07-17	10-09	-0.003	0.021	✘
L	10-09	11-06	0.090	0.130	✔
L	11-06	12-20	0.018	-0.056	✘
L	12-20	12-31	0.082	0.055	✔

2021

2022

Corr: -0.7859

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: -0.0472

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.141	-0.088	✘
L	01-19	06-27	0.052	-0.184	✘
L	06-27	07-17	0.056	-0.001	✘
H	07-17	10-09	-0.004	-0.051	✔
L	10-09	12-08	0.135	0.043	✔
H	12-08	12-20	-0.029	-0.034	✔
L	12-20	12-31	0.092	-0.008	✘

2022

2023

Corr: 0.8976

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.8571

Avg Real: 0.0769

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.043	0.168	✔
H	02-15	04-15	-0.018	0.036	✘
L	04-15	07-17	0.107	0.242	✔
H	07-17	10-09	-0.010	-0.061	✔
L	10-09	12-05	0.124	0.076	✔
H	12-05	12-20	-0.027	0.062	✘
L	12-20	12-31	0.080	0.025	✔

2023

2024

Corr: 0.9031

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.5714

Avg Real: 0.0401

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.149	0.079	✔
H	02-15	04-15	-0.011	-0.008	✔
L	04-15	07-17	0.116	0.126	✔
H	07-17	10-09	-0.017	0.028	✘
L	10-09	12-08	0.129	0.082	✔
L	12-08	12-31	0.060	-0.026	✘

2024

2025

Corr: 0.8623

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0266

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.151	0.054	✔
H	02-15	04-15	-0.006	-0.159	✔
L	04-15	07-17	0.125	0.203	✔
H	07-17	10-09	-0.019	0.096	✘
L	10-09	12-08	0.136	0.025	✔
L	12-08	12-31	0.058	-0.018	✘

2025

2026

Corr: -0.4369

Hit Rate Returns: 0.5672

Hit Rate Segments: 0.6667

Avg Real: -0.0008

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.147	-0.019	✘
H	02-15	04-15	-0.016	0.016	✘