Seasonality NDX 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	1994	1995	0.351172	0.501992	0.777778	0.049760	2.39	2.25
5	1995	1996	0.899906	0.547619	0.666667	0.039881	0.99	0.88
5	1996	1997	0.584360	0.496032	0.571429	0.033127	0.60	0.65
5	1997	1998	0.748292	0.521912	0.555556	0.086947	2.20	1.98
5	1998	1999	0.872906	0.561753	0.571429	0.142784	1.71	1.72
5	1999	2000	-0.731741	0.532000	0.571429	-0.053073	-0.40	-0.38
5	2000	2001	-0.731628	0.546559	0.555556	-0.019084	-0.56	-0.36
5	2001	2002	-0.431370	0.509960	0.571429	-0.046654	-1.41	-1.10
5	2002	2003	-0.270911	0.482072	0.428571	0.061757	2.89	2.58
5	2003	2004	0.630953	0.569721	0.714286	0.015375	2.16	1.85
5	2004	2005	-0.219993	0.541833	0.428571	0.005581	-0.22	-0.23
5	2005	2006	0.487082	0.524000	0.714286	0.009883	-1.27	-0.94
5	2006	2007	0.270576	0.524000	0.428571	0.022671	2.83	3.99
5	2007	2008	-0.852225	0.533865	0.555556	-0.045126	-1.51	-1.63
5	2008	2009	-0.055321	0.494024	0.428571	0.067445	-9.76	-12.27
5	2009	2010	0.341452	0.486056	0.666667	0.027877	1.68	1.81
5	2010	2011	-0.261310	0.509960	0.714286	0.004209	0.05	0.12
5	2011	2012	0.418987	0.463710	0.555556	0.015232	0.73	0.72
5	2012	2013	0.730167	0.521912	0.555556	0.034217	1.76	1.88
5	2013	2014	0.865832	0.509960	0.714286	0.024826	0.42	0.41
5	2014	2015	0.583446	0.494024	0.428571	0.008583	0.30	0.22
5	2015	2016	0.843095	0.576000	0.142857	0.011540	0.30	0.30
5	2016	2017	0.954722	0.576000	0.333333	0.050901	1.08	1.12
5	2017	2018	0.203626	0.480000	0.428571	-0.005127	-0.08	-0.11
5	2018	2019	0.850684	0.513944	0.714286	0.054327	1.65	1.65
5	2019	2020	0.830237	0.531746	0.714286	0.060970	1.84	1.63
5	2020	2021	0.931574	0.521912	0.857143	0.038775	0.73	0.71
5	2021	2022	-0.832598	0.464000	0.333333	-0.035732	-0.66	-0.64
5	2022	2023	0.877763	0.514056	0.857143	0.076239	2.36	2.55
5	2023	2024	0.858741	0.500000	0.428571	0.043902	0.70	0.77
5	2024	2025	0.873214	0.514056	0.571429	0.030025	0.67	0.68
5	2025	2026	-0.219911	0.567164	0.250000	-0.003798	-0.01	-0.36

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: 0.3512

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7778

Avg Real: 0.0498

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.232	0.117	✔
H	03-16	04-28	-0.095	0.063	✘
L	04-28	06-03	0.117	0.058	✔
H	06-03	06-25	-0.097	0.110	✘
L	06-25	07-14	0.058	0.134	✔
H	07-14	10-11	-0.056	-0.064	✔
L	10-11	12-31	0.275	0.030	✔

1995

1996

Corr: 0.8999

Hit Rate Returns: 0.5476

Hit Rate Segments: 0.6667

Avg Real: 0.0399

Type	Start	End	Season	Real	OK
L	01-01	02-12	0.182	0.067	✔
H	02-12	04-20	-0.058	0.013	✘
L	04-20	09-19	0.196	0.158	✔
H	09-19	10-09	-0.064	0.029	✘
L	10-09	11-12	0.148	0.068	✔
H	11-12	12-18	-0.024	0.073	✘
L	12-18	12-31	0.256	-0.026	✘

1996

1997

Corr: 0.5844

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0331

Type	Start	End	Season	Real	OK
L	01-01	02-12	0.228	0.104	✔
H	02-12	04-20	-0.070	-0.103	✔
L	04-20	06-05	0.107	0.157	✔
H	06-05	07-23	-0.060	0.198	✘
L	07-23	09-19	0.173	0.033	✔
H	09-19	10-09	-0.045	0.036	✘
L	10-09	11-11	0.138	-0.168	✘
H	11-11	11-23	-0.041	0.056	✘
L	11-23	12-04	0.088	0.028	✔
H	12-04	12-16	-0.069	-0.068	✔
L	12-16	12-31	0.167	-0.008	✘

1997

1998

Corr: 0.7483

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5556

Avg Real: 0.0869

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.145	0.102	✔
H	02-03	04-19	-0.070	0.119	✘
L	04-19	05-27	0.173	-0.043	✘
L	05-27	09-19	0.163	0.090	✔
L	09-19	12-05	0.084	0.300	✔
H	12-05	12-18	-0.094	0.058	✘
L	12-18	12-31	0.144	0.100	✔

1998

1999

Corr: 0.8729

Hit Rate Returns: 0.5618

Hit Rate Segments: 0.5714

Avg Real: 0.1428

Type	Start	End	Season	Real	OK
L	01-01	04-13	0.245	0.173	✔
L	04-13	08-20	0.321	0.075	✔
H	08-20	08-31	-0.103	0.044	✘
L	08-31	09-23	0.147	0.003	✔
H	09-23	10-08	-0.094	0.082	✘
L	10-08	11-29	0.247	0.274	✔
H	11-29	12-14	-0.099	0.056	✘
L	12-14	12-31	0.309	0.291	✔

1999

2000

Corr: -0.7317

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5714

Avg Real: -0.0531

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.539	-0.030	✘
L	06-14	07-17	0.235	0.101	✔
H	07-17	08-31	-0.108	0.004	✘
L	08-31	09-20	0.185	-0.076	✘
H	09-20	10-27	-0.040	-0.162	✔
L	10-27	11-28	0.319	-0.146	✘
H	11-28	12-14	-0.088	0.005	✘
L	12-14	12-31	0.175	-0.079	✘

2000

2001

Corr: -0.7316

Hit Rate Returns: 0.5466

Hit Rate Segments: 0.5556

Avg Real: -0.0191

Type	Start	End	Season	Real	OK
L	01-01	02-24	0.269	-0.034	✘
H	02-24	05-25	-0.075	-0.064	✔
L	05-25	07-17	0.227	-0.109	✘
H	07-17	10-27	-0.068	-0.129	✔
L	10-27	12-31	0.147	0.095	✔

2001

2002

Corr: -0.4314

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.5714

Avg Real: -0.0467

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.248	-0.051	✘
H	02-03	04-16	-0.192	-0.041	✔
L	04-16	07-17	0.289	-0.239	✘
H	07-17	10-18	-0.215	-0.045	✔
L	10-18	12-05	0.262	0.060	✔
H	12-05	12-31	-0.086	-0.043	✔

2002

2003

Corr: -0.2709

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.4286

Avg Real: 0.0618

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.413	-0.040	✘
H	02-03	04-14	-0.185	0.060	✘
L	04-14	07-17	0.148	0.202	✔
H	07-17	10-07	-0.268	0.133	✘
L	10-07	12-31	0.451	0.073	✔

2003

2004

Corr: 0.6310

Hit Rate Returns: 0.5697

Hit Rate Segments: 0.7143

Avg Real: 0.0154

Type	Start	End	Season	Real	OK
L	01-01	01-23	0.271	0.046	✔
H	01-23	04-14	-0.205	-0.038	✔
L	04-14	07-15	0.142	-0.041	✘
H	07-15	09-30	-0.168	-0.002	✔
L	09-30	11-06	0.198	0.077	✔
H	11-06	12-20	-0.063	0.044	✘
L	12-20	12-31	0.151	0.020	✔

2004

2005

Corr: -0.2200

Hit Rate Returns: 0.5418

Hit Rate Segments: 0.4286

Avg Real: 0.0056

Type	Start	End	Season	Real	OK
L	01-01	01-23	0.101	-0.062	✘
H	01-23	04-15	-0.212	-0.045	✔
L	04-15	06-05	0.107	0.085	✔
H	06-05	09-27	-0.179	0.015	✘
L	09-27	12-08	0.164	0.073	✔
H	12-08	12-31	-0.139	-0.025	✔

2005

2006

Corr: 0.4871

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.7143

Avg Real: 0.0099

Type	Start	End	Season	Real	OK
L	01-01	01-12	0.036	0.040	✔
H	01-12	04-04	-0.257	-0.018	✔
L	04-04	05-27	0.116	-0.066	✘
H	05-27	09-27	-0.167	0.050	✘
L	09-27	12-31	0.270	0.060	✔

2006

2007

Corr: 0.2706

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.4286

Avg Real: 0.0227

Type	Start	End	Season	Real	OK
L	01-01	01-12	0.204	0.049	✔
H	01-12	02-07	-0.115	-0.019	✔
L	02-07	06-01	0.017	0.067	✔
H	06-01	08-05	-0.101	-0.006	✔
L	08-05	08-22	0.077	-0.010	✘
H	08-22	10-08	-0.010	0.129	✘
L	10-08	11-25	0.179	-0.076	✘
H	11-25	12-31	-0.042	0.054	✘

2007

2008

Corr: -0.8522

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.5556

Avg Real: -0.0451

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.207	-0.049	✘
H	01-14	03-11	-0.117	-0.102	✔
L	03-11	06-04	0.134	0.137	✔
H	06-04	08-14	-0.049	-0.028	✔
L	08-14	12-31	0.324	-0.367	✘

2008

2009

Corr: -0.0553

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4286

Avg Real: 0.0674

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.065	-0.079	✘
H	01-14	03-10	-0.109	-0.040	✔
L	03-10	06-01	0.102	0.289	✔
H	06-01	10-01	-0.033	0.150	✘
H	10-01	10-15	-0.072	0.069	✘
L	10-15	12-10	0.073	0.036	✔
H	12-10	12-31	-0.113	0.048	✘

2009

2010

Corr: 0.3415

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.6667

Avg Real: 0.0279

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.117	0.008	✘
L	03-09	06-01	0.192	-0.035	✘
L	06-01	09-20	0.047	0.082	✔
H	09-20	11-20	-0.114	0.077	✘
L	11-20	12-31	0.099	0.036	✔

2010

2011

Corr: -0.2613

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0042

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.121	0.010	✔
H	01-06	03-09	-0.081	0.020	✘
L	03-09	05-03	0.201	0.031	✔
H	05-03	07-07	-0.067	0.009	✘
L	07-07	09-21	0.134	-0.069	✘
H	09-21	11-20	-0.099	-0.002	✔
L	11-20	12-31	0.149	0.030	✔

2011

2012

Corr: 0.4190

Hit Rate Returns: 0.4637

Hit Rate Segments: 0.5556

Avg Real: 0.0152

Type	Start	End	Season	Real	OK
H	01-01	03-09	-0.014	0.140	✘
L	03-09	05-03	0.188	0.025	✔
H	05-03	08-19	-0.023	0.033	✘
L	08-19	09-20	0.106	0.033	✔
H	09-20	11-04	-0.013	-0.088	✔
H	11-04	11-20	-0.113	-0.034	✔
L	11-20	12-31	0.135	0.029	✔

2012

2013

Corr: 0.7302

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5556

Avg Real: 0.0342

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.109	-0.005	✘
H	01-03	03-09	-0.039	0.026	✘
L	03-09	05-02	0.170	0.036	✔
H	05-02	07-12	-0.059	0.061	✘
L	07-12	09-20	0.141	0.053	✔
H	09-20	11-20	-0.161	0.052	✘
L	11-20	12-31	0.128	0.082	✔

2013

2014

Corr: 0.8658

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0248

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.201	0.039	✔
L	03-09	05-03	0.156	-0.033	✘
H	05-03	06-24	-0.054	0.055	✘
L	06-24	09-02	0.076	0.083	✔
L	09-02	09-20	0.115	0.001	✔
H	09-20	11-21	-0.005	0.053	✘
L	11-21	12-31	0.181	-0.004	✘

2014

2015

Corr: 0.5834

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4286

Avg Real: 0.0086

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.226	0.020	✔
H	04-02	08-21	-0.004	-0.028	✔
L	08-21	09-20	0.107	0.030	✔
H	09-20	10-03	-0.052	-0.016	✔
L	10-03	11-06	0.085	0.089	✔
H	11-06	11-23	-0.039	-0.008	✔
L	11-23	12-02	0.062	0.003	✔
H	12-02	12-16	-0.033	-0.005	✔
L	12-16	12-31	0.102	-0.017	✘

2015

2016

Corr: 0.8431

Hit Rate Returns: 0.5760

Hit Rate Segments: 0.1429

Avg Real: 0.0115

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.204	-0.038	✘
H	03-05	06-25	-0.001	-0.004	✔
L	06-25	07-19	0.083	0.089	✔
H	07-19	08-21	-0.053	0.045	✘
L	08-21	09-19	0.082	-0.003	✘
H	09-19	10-03	-0.059	0.016	✘
L	10-03	10-28	0.085	-0.014	✘
L	10-28	12-31	0.058	0.013	✔

2016

2017

Corr: 0.9547

Hit Rate Returns: 0.5760

Hit Rate Segments: 0.3333

Avg Real: 0.0509

Type	Start	End	Season	Real	OK
L	01-01	02-06	0.079	0.052	✔
L	02-06	03-20	0.099	0.050	✔
H	03-20	06-27	-0.007	0.053	✘
L	06-27	08-18	0.117	0.024	✔
H	08-18	10-13	-0.027	0.061	✘
L	10-13	11-29	0.100	0.045	✔
H	11-29	12-31	-0.001	0.017	✘

2017

2018

Corr: 0.2036

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.4286

Avg Real: -0.0051

Type	Start	End	Season	Real	OK
H	01-01	02-05	-0.015	-0.002	✔
L	02-05	05-27	0.164	0.071	✔
H	05-27	06-27	-0.026	0.007	✘
L	06-27	07-20	0.086	0.058	✔
L	07-20	10-13	0.005	-0.030	✘
L	10-13	11-28	0.121	-0.024	✘
H	11-28	12-31	-0.021	-0.090	✔

2018

2019

Corr: 0.8507

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7143

Avg Real: 0.0543

Type	Start	End	Season	Real	OK
H	01-01	02-08	-0.011	0.087	✘
L	02-08	03-05	0.100	0.038	✔
L	03-05	06-27	0.033	0.079	✔
L	06-27	07-20	0.089	0.028	✔
H	07-20	10-15	-0.018	0.006	✘
L	10-15	11-28	0.087	0.079	✔
H	11-28	12-31	-0.071	0.052	✘

2019

2020

Corr: 0.8302

Hit Rate Returns: 0.5317

Hit Rate Segments: 0.7143

Avg Real: 0.0610

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.036	0.060	✔
L	02-08	03-18	0.112	-0.264	✘
L	03-18	06-27	0.007	0.301	✔
L	06-27	07-25	0.090	0.059	✔
H	07-25	08-25	-0.057	0.118	✘
L	08-25	11-08	0.109	0.042	✔
H	11-08	12-31	-0.016	0.119	✘

2020

2021

Corr: 0.9316

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.8571

Avg Real: 0.0388

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.133	0.079	✔
H	02-17	03-23	-0.069	-0.054	✔
L	03-23	04-18	0.134	0.081	✔
L	04-18	06-27	0.024	0.034	✔
L	06-27	09-02	0.197	0.085	✔
H	09-02	10-30	-0.079	0.019	✘
L	10-30	12-31	0.222	0.033	✔

2021

2022

Corr: -0.8326

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.3333

Avg Real: -0.0357

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.170	-0.114	✘
H	02-15	03-23	-0.103	-0.011	✔
L	03-23	09-02	0.392	-0.142	✘
H	09-02	10-11	-0.069	-0.079	✔
L	10-11	12-25	0.111	0.012	✔
L	12-25	12-31	0.257	0.007	✔

2022

2023

Corr: 0.8778

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.8571

Avg Real: 0.0762

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.166	0.168	✔
H	02-15	03-12	-0.117	-0.079	✔
L	03-12	04-18	0.119	0.108	✔
H	04-18	05-19	-0.058	0.066	✘
L	05-19	09-01	0.198	0.155	✔
H	09-01	10-11	-0.097	-0.023	✔
L	10-11	12-31	0.205	0.146	✔

2023

2024

Corr: 0.8587

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: 0.0439

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.249	0.079	✔
H	02-15	03-12	-0.156	0.023	✘
L	03-12	04-19	0.161	-0.071	✘
H	04-19	05-13	-0.058	0.070	✘
L	05-13	09-01	0.238	0.083	✔
H	09-01	10-02	-0.102	0.051	✘
L	10-02	12-31	0.346	0.073	✔

2024

2025

Corr: 0.8732

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.5714

Avg Real: 0.0300

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.183	0.054	✔
H	02-15	03-12	-0.153	-0.122	✔
L	03-12	07-10	0.262	0.154	✔
H	07-10	10-31	-0.019	0.144	✘
L	10-31	12-31	0.239	-0.029	✘

2025

2026

Corr: -0.2199

Hit Rate Returns: 0.5672

Hit Rate Segments: 0.2500

Avg Real: -0.0038

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.133	-0.019	✘
H	02-15	03-08	-0.102	-0.002	✔
L	03-08	04-22	0.025	0.006	✔