Seasonality PALL 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 -0.048966 0.523810 0.714286 0.033202 1.09 1.04
30 2020 2021 -0.363775 0.565737 0.428571 -0.021516 -0.73 -0.50
30 2021 2022 -0.228151 0.500000 0.333333 0.001892 -0.07 0.07
30 2022 2023 -0.736123 0.481928 0.285714 -0.051894 -1.44 -1.67
30 2023 2024 -0.051633 0.500000 0.285714 -0.030986 -0.80 -1.01
30 2024 2025 0.301151 0.489960 0.714286 0.119435 4.30 4.72
30 2025 2026 -0.641323 0.500000 0.500000 -0.058038 -0.40 -0.89

seasonalcomparekey_figuresSegmentePlot
2019 2020
Corr: -0.0490
Hit Rate Returns: 0.5238
Hit Rate Segments: 0.7143
Avg Real: 0.0332
TypeStartEndSeasonRealOK
L01-0103-160.193-0.175
L03-1608-020.0210.242
H08-0208-15-0.0600.013
H08-1510-04-0.0000.055
L10-0411-270.0410.032
L11-2712-110.063-0.054
H12-1112-22-0.040-0.002
L12-2212-310.2030.068
2020 2021
Corr: -0.3638
Hit Rate Returns: 0.5657
Hit Rate Segments: 0.4286
Avg Real: -0.0215
TypeStartEndSeasonRealOK
L01-0102-190.1930.002
L02-1908-020.0470.125
H08-0208-15-0.059-0.011
L08-1511-260.061-0.362
L11-2612-110.0650.006
H12-1112-21-0.0410.047
L12-2112-310.2480.042
2021 2022
Corr: -0.2282
Hit Rate Returns: 0.5000
Hit Rate Segments: 0.3333
Avg Real: 0.0019
TypeStartEndSeasonRealOK
L01-0102-190.1940.285
L02-1903-260.023-0.006
H03-2606-28-0.027-0.197
L06-2808-020.0560.103
H08-0208-15-0.0550.046
H08-1510-04-0.0060.093
L10-0411-080.068-0.217
H11-0811-26-0.028-0.037
L11-2612-110.0640.058
H12-1112-21-0.038-0.107
L12-2112-310.2450.056
2022 2023
Corr: -0.7361
Hit Rate Returns: 0.4819
Hit Rate Segments: 0.2857
Avg Real: -0.0519
TypeStartEndSeasonRealOK
L01-0103-080.228-0.197
H03-0806-28-0.034-0.073
L06-2808-020.055-0.003
H08-0210-04-0.058-0.044
L10-0412-100.086-0.129
H12-1012-21-0.0410.150
L12-2112-310.255-0.067
2023 2024
Corr: -0.0516
Hit Rate Returns: 0.5000
Hit Rate Segments: 0.2857
Avg Real: -0.0310
TypeStartEndSeasonRealOK
L01-0102-190.191-0.121
L02-1904-200.0410.055
H04-2006-28-0.067-0.049
L06-2808-020.049-0.080
H08-0211-26-0.0290.099
L11-2612-210.025-0.074
L12-2112-310.234-0.025
2024 2025
Corr: 0.3012
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.7143
Avg Real: 0.1194
TypeStartEndSeasonRealOK
L01-0102-190.1780.104
L02-1904-200.046-0.042
H04-2005-05-0.0560.020
H05-0506-28-0.0190.207
L06-2811-260.0160.388
L11-2612-210.0200.367
L12-2112-310.243-0.212
2025 2026
Corr: -0.6413
Hit Rate Returns: 0.5000
Hit Rate Segments: 0.5000
Avg Real: -0.0580
TypeStartEndSeasonRealOK
L01-0103-080.207-0.006
H03-0806-28-0.049-0.110