Seasonality PALL 15 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
15	2004	2005	-0.331774	0.466135	0.142857	0.060485	4.30	5.57
15	2005	2006	0.365680	0.400000	0.285714	0.040043	1.41	1.71
15	2006	2007	0.358034	0.480000	0.666667	0.011311	0.43	0.56
15	2007	2008	-0.191078	0.509960	0.428571	-0.066615	-2.39	-2.23
15	2008	2009	-0.436555	0.533865	0.666667	0.123392	8.08	9.65
15	2009	2010	-0.032905	0.553785	0.428571	0.135338	4.28	4.53
15	2010	2011	-0.286148	0.533865	0.714286	-0.016222	-0.55	-0.42
15	2011	2012	-0.047904	0.504000	0.555556	0.007257	0.20	0.23
15	2012	2013	0.028624	0.490040	0.571429	0.003891	0.06	0.12
15	2013	2014	-0.279473	0.466135	0.454545	0.007226	0.54	0.47
15	2014	2015	0.257969	0.458167	0.428571	-0.040306	-1.81	-2.18
15	2015	2016	-0.707259	0.504000	0.714286	0.039166	6.18	6.32
15	2016	2017	0.106130	0.528000	0.571429	0.070147	3.65	4.35
15	2017	2018	0.227835	0.548000	0.571429	0.018889	0.55	0.50
15	2018	2019	0.590445	0.525896	0.714286	0.081020	1.71	1.91
15	2019	2020	0.069273	0.539683	0.428571	0.036229	0.67	0.74
15	2020	2021	-0.427514	0.521912	0.428571	-0.027219	-0.53	-0.52
15	2021	2022	-0.310200	0.496000	0.555556	-0.005523	-0.06	-0.18
15	2022	2023	-0.786660	0.473896	0.444444	-0.038917	-1.26	-1.43
15	2023	2024	0.084378	0.512000	0.285714	-0.017034	-0.58	-0.42
15	2024	2025	0.669392	0.449799	0.428571	0.129863	4.91	6.35
15	2025	2026	-0.476499	0.435484	0.500000	-0.058038	-0.55	-1.38

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: -0.3318

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.1429

Avg Real: 0.0605

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.210	-0.008	✘
H	02-16	03-05	-0.080	0.145	✘
L	03-05	08-02	0.075	-0.058	✘
H	08-02	11-29	-0.112	0.396	✘
L	11-29	12-31	0.230	-0.050	✘

2005

2006

Corr: 0.3657

Hit Rate Returns: 0.4000

Hit Rate Segments: 0.2857

Avg Real: 0.0400

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.198	0.174	✔
H	03-16	05-10	-0.068	0.292	✘
L	05-10	08-02	0.077	-0.235	✘
H	08-02	08-16	-0.076	0.023	✘
L	08-16	11-29	0.015	-0.053	✘
L	11-29	12-31	0.249	0.057	✔

2006

2007

Corr: 0.3580

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.6667

Avg Real: 0.0113

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.252	0.045	✔
H	03-16	11-29	-0.036	-0.012	✔
L	11-29	12-10	0.088	-0.006	✘
H	12-10	12-22	-0.044	0.033	✘
L	12-22	12-31	0.232	0.033	✔

2007

2008

Corr: -0.1911

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.4286

Avg Real: -0.0666

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.186	0.197	✔
H	02-15	03-05	-0.046	0.291	✘
L	03-05	03-16	0.078	-0.116	✘
H	03-16	11-29	-0.050	-0.751	✔
L	11-29	12-31	0.257	0.036	✔

2008

2009

Corr: -0.4366

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.6667

Avg Real: 0.1234

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.276	0.037	✔
H	03-16	05-10	-0.083	0.218	✘
L	05-10	08-02	0.025	0.147	✔
H	08-02	08-16	-0.086	0.021	✘
H	08-16	10-02	-0.041	0.153	✘
L	10-02	11-17	0.066	0.403	✔
H	11-17	12-01	-0.053	0.050	✘
L	12-01	12-31	0.275	0.134	✔

2009

2010

Corr: -0.0329

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.4286

Avg Real: 0.1353

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.300	0.124	✔
H	03-16	10-24	-0.151	0.282	✘
L	10-24	11-16	0.083	0.079	✔
H	11-16	12-22	-0.033	0.263	✘
L	12-22	12-31	0.364	0.119	✔

2010

2011

Corr: -0.2861

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.7143

Avg Real: -0.0162

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.324	-0.121	✘
H	03-16	10-24	-0.107	-0.074	✔
L	10-24	11-18	0.102	-0.044	✘
H	11-18	12-22	-0.027	0.061	✘
L	12-22	12-31	0.161	0.004	✔

2011

2012

Corr: -0.0479

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.5556

Avg Real: 0.0073

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.257	0.032	✔
L	02-19	04-23	0.068	-0.058	✘
H	04-23	07-10	-0.093	-0.147	✔
L	07-10	08-02	0.080	-0.011	✘
H	08-02	10-04	-0.124	0.156	✘
L	10-04	11-28	0.058	0.006	✔
L	11-28	12-22	0.032	0.006	✔
L	12-22	12-31	0.331	0.029	✔

2012

2013

Corr: 0.0286

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.5714

Avg Real: 0.0039

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.279	0.084	✔
L	02-19	04-23	0.050	-0.128	✘
H	04-23	05-05	-0.086	0.027	✘
H	05-05	10-24	-0.074	0.076	✘
L	10-24	12-10	0.137	-0.014	✘
H	12-10	12-21	-0.043	-0.056	✔
L	12-21	12-31	0.311	0.029	✔

2013

2014

Corr: -0.2795

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.4545

Avg Real: 0.0072

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.230	0.006	✔
H	02-19	04-19	-0.022	0.087	✘
H	04-19	05-05	-0.085	0.051	✘
L	05-05	09-22	0.005	-0.022	✘
H	09-22	10-04	-0.064	-0.062	✔
L	10-04	12-10	0.141	0.068	✔
H	12-10	12-21	-0.048	-0.011	✔
L	12-21	12-31	0.269	-0.021	✘

2014

2015

Corr: 0.2580

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.4286

Avg Real: -0.0403

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.232	0.033	✔
H	03-08	09-06	-0.079	-0.314	✔
H	09-06	10-04	-0.098	0.139	✘
L	10-04	12-10	0.148	-0.191	✘
H	12-10	12-21	-0.053	0.013	✘
L	12-21	12-31	0.260	0.016	✔

2015

2016

Corr: -0.7073

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.7143

Avg Real: 0.0392

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.139	-0.084	✘
L	01-22	03-08	0.055	0.115	✔
H	03-08	10-04	-0.193	0.261	✘
L	10-04	12-10	0.091	0.061	✔
H	12-10	12-21	-0.052	-0.119	✔
L	12-21	12-31	0.188	0.040	✔

2016

2017

Corr: 0.1061

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.5714

Avg Real: 0.0701

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.201	0.087	✔
L	03-05	04-13	0.017	0.034	✔
H	04-13	06-28	-0.092	0.085	✘
L	06-28	12-09	0.063	0.214	✔
H	12-09	12-21	-0.061	0.039	✘
L	12-21	12-31	0.229	0.033	✔

2017

2018

Corr: 0.2278

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.5714

Avg Real: 0.0189

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.240	-0.100	✘
L	03-05	04-13	0.025	0.004	✔
H	04-13	05-20	-0.076	-0.022	✔
L	05-20	10-23	0.022	0.138	✔
L	10-23	12-11	0.110	0.094	✔
H	12-11	12-21	-0.056	-0.011	✔
L	12-21	12-31	0.307	0.027	✔

2018

2019

Corr: 0.5904

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: 0.0810

Type	Start	End	Season	Real	OK
L	01-01	04-20	0.307	0.133	✔
H	04-20	05-20	-0.095	-0.045	✔
L	05-20	06-06	0.059	0.018	✔
H	06-06	10-04	-0.070	0.250	✘
L	10-04	11-08	0.113	0.062	✔
H	11-08	12-22	-0.011	0.090	✘
L	12-22	12-31	0.307	0.052	✔

2019

2020

Corr: 0.0693

Hit Rate Returns: 0.5397

Hit Rate Segments: 0.4286

Avg Real: 0.0362

Type	Start	End	Season	Real	OK
L	01-01	04-22	0.264	-0.011	✘
H	04-22	05-20	-0.077	0.083	✘
L	05-20	10-04	0.026	0.105	✔
L	10-04	12-11	0.185	-0.022	✘
H	12-11	12-22	-0.046	-0.002	✔
L	12-22	12-31	0.301	0.068	✔

2020

2021

Corr: -0.4275

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.4286

Avg Real: -0.0272

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.218	0.002	✔
L	02-19	04-20	0.059	0.162	✔
H	04-20	10-04	-0.035	-0.361	✔
L	10-04	11-08	0.119	0.070	✔
H	11-08	12-22	-0.002	-0.080	✔
L	12-22	12-31	0.335	0.004	✔

2021

2022

Corr: -0.3102

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5556

Avg Real: -0.0055

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.202	0.285	✔
L	02-19	04-20	0.041	0.057	✔
H	04-20	10-04	-0.056	-0.074	✔
L	10-04	11-08	0.105	-0.217	✘
H	11-08	12-21	-0.014	-0.125	✔
L	12-21	12-31	0.262	0.056	✔

2022

2023

Corr: -0.7867

Hit Rate Returns: 0.4739

Hit Rate Segments: 0.4444

Avg Real: -0.0389

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.276	-0.150	✘
H	03-05	03-16	-0.078	-0.006	✔
L	03-16	04-20	0.060	0.091	✔
H	04-20	05-24	-0.078	-0.100	✔
L	05-24	12-21	0.085	-0.118	✘
L	12-21	12-31	0.354	-0.067	✘

2023

2024

Corr: 0.0844

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.2857

Avg Real: -0.0170

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.203	-0.057	✘
H	03-08	03-16	-0.074	0.054	✘
L	03-16	04-20	0.084	0.002	✔
H	04-20	06-28	-0.090	-0.049	✔
L	06-28	11-26	0.131	0.018	✔
L	11-26	12-31	0.302	-0.087	✘

2024

2025

Corr: 0.6694

Hit Rate Returns: 0.4498

Hit Rate Segments: 0.4286

Avg Real: 0.1299

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.185	0.062	✔
H	03-08	06-26	-0.106	0.250	✘
L	06-26	09-19	0.106	0.005	✔
H	09-19	11-26	-0.026	0.304	✘
L	11-26	12-31	0.136	0.236	✔

2025

2026

Corr: -0.4765

Hit Rate Returns: 0.4355

Hit Rate Segments: 0.5000

Avg Real: -0.0580

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.182	-0.006	✘
H	03-08	03-16	-0.065	-0.050	✔
L	03-16	04-20	0.057	-0.060	✘