Seasonality PALL 20 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
20	2009	2010	-0.021877	0.513944	0.666667	0.105263	5.46	6.01
20	2010	2011	-0.361804	0.541833	0.714286	-0.016222	-0.64	-0.48
20	2011	2012	-0.183726	0.488000	0.428571	0.009568	0.23	0.28
20	2012	2013	-0.006578	0.513944	0.636364	0.001246	0.06	0.06
20	2013	2014	0.329338	0.458167	0.571429	0.012650	0.38	0.38
20	2014	2015	-0.200333	0.462151	0.222222	-0.028512	-1.23	-1.09
20	2015	2016	0.111573	0.480000	0.714286	0.035276	1.18	1.30
20	2016	2017	0.425405	0.540000	0.444444	0.054011	1.99	2.24
20	2017	2018	0.106018	0.532000	0.571429	0.023273	0.64	0.71
20	2018	2019	0.520604	0.509960	0.714286	0.078146	2.68	2.80
20	2019	2020	0.152437	0.571429	0.285714	0.025530	1.15	0.88
20	2020	2021	-0.260982	0.525896	0.285714	-0.026311	-1.10	-1.04
20	2021	2022	-0.102407	0.516000	0.555556	0.001892	-0.08	0.09
20	2022	2023	-0.786019	0.506024	0.285714	-0.049224	-1.26	-1.37
20	2023	2024	0.019466	0.472000	0.285714	-0.017034	-0.69	-0.46
20	2024	2025	0.570977	0.441767	0.571429	0.123526	3.54	3.97
20	2025	2026	-0.634945	0.451613	0.666667	-0.029194	-0.36	-0.70

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: -0.0219

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.6667

Avg Real: 0.1053

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.225	0.124	✔
L	03-16	08-02	0.006	0.093	✔
H	08-02	08-15	-0.076	-0.081	✔
H	08-15	11-29	-0.011	0.500	✘
L	11-29	12-10	0.060	0.101	✔
H	12-10	12-22	-0.045	0.043	✘
L	12-22	12-31	0.223	0.119	✔

2010

2011

Corr: -0.3618

Hit Rate Returns: 0.5418

Hit Rate Segments: 0.7143

Avg Real: -0.0162

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.211	0.064	✔
L	02-17	04-23	0.073	-0.093	✘
H	04-23	06-01	-0.061	0.017	✘
L	06-01	08-02	0.057	0.071	✔
H	08-02	08-15	-0.085	-0.099	✔
L	08-15	11-29	0.036	-0.204	✘
L	11-29	12-31	0.295	0.088	✔

2011

2012

Corr: -0.1837

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.4286

Avg Real: 0.0096

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.242	0.032	✔
L	02-17	04-23	0.055	-0.021	✘
H	04-23	05-05	-0.057	-0.033	✔
L	05-05	08-02	0.077	-0.118	✘
H	08-02	08-15	-0.087	0.010	✘
L	08-15	11-29	0.007	0.166	✔
L	11-29	12-31	0.305	0.031	✔

2012

2013

Corr: -0.0066

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.6364

Avg Real: 0.0012

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.208	0.073	✔
L	02-16	04-23	0.060	-0.128	✘
H	04-23	05-05	-0.061	0.027	✘
L	05-05	08-02	0.061	0.054	✔
H	08-02	08-15	-0.079	0.042	✘
H	08-15	10-24	-0.017	-0.020	✔
L	10-24	12-22	0.063	-0.070	✘
L	12-22	12-31	0.261	0.029	✔

2013

2014

Corr: 0.3293

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.5714

Avg Real: 0.0127

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.251	0.055	✔
H	03-16	07-10	-0.066	0.137	✘
L	07-10	08-02	0.058	-0.010	✘
H	08-02	08-15	-0.071	0.055	✘
H	08-15	10-24	-0.014	-0.158	✔
L	10-24	12-10	0.109	0.047	✔
H	12-10	12-22	-0.041	-0.003	✔
L	12-22	12-31	0.270	-0.021	✘

2014

2015

Corr: -0.2003

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.2222

Avg Real: -0.0285

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.255	-0.016	✘
H	03-16	07-10	-0.063	-0.162	✔
L	07-10	08-02	0.051	-0.051	✘
H	08-02	10-24	-0.090	0.116	✘
L	10-24	12-10	0.115	-0.178	✘
H	12-10	12-22	-0.043	0.018	✘
L	12-22	12-31	0.264	0.012	✔

2015

2016

Corr: 0.1116

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.7143

Avg Real: 0.0353

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.258	0.075	✔
H	03-16	07-10	-0.081	0.066	✘
L	07-10	08-02	0.050	0.172	✔
H	08-02	10-04	-0.085	-0.032	✔
L	10-04	11-27	0.037	0.082	✔
L	11-27	12-10	0.071	-0.048	✘
H	12-10	12-22	-0.041	-0.124	✔
L	12-22	12-31	0.268	0.045	✔

2016

2017

Corr: 0.4254

Hit Rate Returns: 0.5400

Hit Rate Segments: 0.4444

Avg Real: 0.0540

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.255	0.077	✔
H	03-16	07-10	-0.066	0.107	✘
L	07-10	08-02	0.066	0.078	✔
H	08-02	08-15	-0.063	-0.013	✔
H	08-15	10-24	-0.012	0.109	✘
L	10-24	12-10	0.107	0.062	✔
H	12-10	12-22	-0.051	0.039	✘
L	12-22	12-31	0.316	0.033	✔

2017

2018

Corr: 0.1060

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5714

Avg Real: 0.0233

Type	Start	End	Season	Real	OK
L	01-01	01-21	0.132	0.012	✔
L	01-21	03-16	0.107	-0.095	✘
H	03-16	10-24	-0.078	0.119	✘
L	10-24	12-10	0.109	0.085	✔
H	12-10	12-21	-0.042	0.013	✘
L	12-21	12-31	0.252	0.027	✔

2018

2019

Corr: 0.5206

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0781

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.197	0.207	✔
H	03-08	05-20	-0.070	-0.148	✔
L	05-20	06-06	0.044	0.018	✔
H	06-06	10-19	-0.050	0.321	✘
L	10-19	12-10	0.113	0.110	✔
H	12-10	12-21	-0.041	-0.033	✔
L	12-21	12-31	0.223	0.052	✔

2019

2020

Corr: 0.1524

Hit Rate Returns: 0.5714

Hit Rate Segments: 0.2857

Avg Real: 0.0255

Type	Start	End	Season	Real	OK
L	01-01	01-21	0.130	0.226	✔
L	01-21	03-18	0.084	-0.415	✘
H	03-18	05-20	-0.084	0.262	✘
H	05-20	10-04	-0.010	0.105	✘
L	10-04	12-10	0.131	-0.016	✘
H	12-10	12-21	-0.046	-0.012	✔
L	12-21	12-31	0.237	0.071	✔

2020

2021

Corr: -0.2610

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.2857

Avg Real: -0.0263

Type	Start	End	Season	Real	OK
L	01-01	01-21	0.145	-0.005	✘
L	01-21	03-08	0.058	-0.020	✘
H	03-08	10-04	-0.093	-0.173	✔
L	10-04	12-10	0.115	-0.061	✘
H	12-10	12-21	-0.051	0.013	✘
L	12-21	12-31	0.172	0.042	✔

2021

2022

Corr: -0.1024

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.5556

Avg Real: 0.0019

Type	Start	End	Season	Real	OK
L	01-01	01-21	0.133	0.154	✔
L	01-21	04-20	0.094	0.189	✔
H	04-20	06-28	-0.072	-0.317	✔
L	06-28	10-04	0.006	0.242	✔
L	10-04	11-08	0.091	-0.217	✘
H	11-08	12-21	-0.047	-0.125	✔
L	12-21	12-31	0.224	0.056	✔

2022

2023

Corr: -0.7860

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.2857

Avg Real: -0.0492

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.267	-0.150	✘
H	03-05	05-20	-0.076	0.043	✘
L	05-20	10-04	0.028	-0.189	✘
L	10-04	12-11	0.104	-0.123	✘
H	12-11	12-21	-0.055	0.150	✘
L	12-21	12-31	0.343	-0.067	✘

2023

2024

Corr: 0.0195

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.2857

Avg Real: -0.0170

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.244	-0.123	✘
H	03-05	03-29	-0.033	0.062	✘
L	03-29	04-20	0.083	0.035	✔
H	04-20	06-28	-0.112	-0.049	✔
L	06-28	12-21	0.064	-0.056	✘
L	12-21	12-31	0.307	-0.025	✘

2024

2025

Corr: 0.5710

Hit Rate Returns: 0.4418

Hit Rate Segments: 0.5714

Avg Real: 0.1235

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.204	0.060	✔
H	03-04	03-22	-0.045	0.005	✘
L	03-22	04-20	0.082	0.001	✔
H	04-20	06-25	-0.091	0.171	✘
L	06-25	12-21	0.074	0.762	✔
L	12-21	12-31	0.257	-0.212	✘

2025

2026

Corr: -0.6349

Hit Rate Returns: 0.4516

Hit Rate Segments: 0.6667

Avg Real: -0.0292

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.194	0.017	✔
H	03-04	04-05	-0.033	-0.113	✔