Seasonality PALL 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	-0.160539	0.470120	0.571429	-0.026832	-2.92	-3.14
5	1995	1996	-0.457832	0.492063	0.714286	-0.010626	-0.42	-0.44
5	1996	1997	0.674160	0.452381	0.428571	0.092221	4.50	4.02
5	1997	1998	0.465995	0.501992	0.714286	0.091522	2.38	2.49
5	1998	1999	0.205826	0.442231	0.571429	0.054551	0.79	1.04
5	1999	2000	0.459280	0.480000	0.571429	0.158556	3.19	3.50
5	2000	2001	-0.917407	0.489879	0.285714	-0.078508	-0.62	-0.69
5	2001	2002	-0.759980	0.470120	0.555556	-0.053165	-0.75	-0.72
5	2002	2003	0.112142	0.462151	0.666667	-0.016214	-1.32	-1.39
5	2003	2004	0.029245	0.501992	0.142857	-0.004464	0.92	0.45
5	2004	2005	-0.444809	0.458167	0.000000	0.060883	-2.51	-2.67
5	2005	2006	-0.389919	0.464000	0.571429	0.035173	-0.86	-0.77
5	2006	2007	-0.160977	0.488000	0.714286	0.014542	-5.28	-3.79
5	2007	2008	-0.361934	0.505976	0.428571	-0.066038	-2.50	-2.26
5	2008	2009	-0.574645	0.474104	0.714286	0.183083	11.98	24.94
5	2009	2010	0.306709	0.597610	0.555556	0.093833	2.06	2.02
5	2010	2011	-0.231397	0.498008	0.571429	-0.027448	-0.33	-0.42
5	2011	2012	-0.371466	0.508000	0.636364	0.001379	0.19	0.05
5	2012	2013	-0.101178	0.521912	0.111111	0.002607	0.04	0.08
5	2013	2014	0.119378	0.498008	0.714286	0.011183	0.16	0.15
5	2014	2015	-0.644203	0.490040	0.285714	-0.038470	-1.13	-1.01
5	2015	2016	-0.657347	0.536000	0.285714	0.037072	-6.58	-7.07
5	2016	2017	0.104834	0.504000	0.285714	0.070369	12.11	12.62
5	2017	2018	-0.026620	0.516000	0.428571	0.018922	1.28	1.16
5	2018	2019	0.835756	0.466135	0.714286	0.076610	2.49	2.56
5	2019	2020	0.318687	0.539683	0.285714	0.029994	0.69	0.61
5	2020	2021	-0.746520	0.482072	0.428571	-0.028940	-0.29	-0.30
5	2021	2022	-0.429114	0.480000	0.571429	-0.003925	-0.04	-0.05
5	2022	2023	-0.648628	0.433735	0.285714	-0.050460	-1.07	-1.10
5	2023	2024	0.060577	0.532000	0.285714	-0.019347	-3.49	-2.91
5	2024	2025	-0.757566	0.493976	0.428571	0.112216	-5.54	-5.44
5	2025	2026	-0.623974	0.500000	0.000000	-0.073935	1.37	-13.36

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: -0.1605

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.5714

Avg Real: -0.0268

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.098	0.006	✔
H	02-15	03-05	-0.080	-0.029	✔
L	03-05	08-01	0.178	-0.010	✘
H	08-01	09-13	-0.143	-0.030	✔
L	09-13	11-06	0.078	-0.093	✘
H	11-06	12-31	-0.069	-0.032	✔

1995

1996

Corr: -0.4578

Hit Rate Returns: 0.4921

Hit Rate Segments: 0.7143

Avg Real: -0.0106

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.117	0.087	✔
H	02-15	02-25	-0.078	-0.027	✔
L	02-25	07-17	0.238	-0.044	✘
H	07-17	08-27	-0.120	-0.057	✔
L	08-27	12-01	0.010	-0.087	✘
L	12-01	12-11	0.095	0.040	✔
L	12-11	12-31	0.053	0.013	✔

1996

1997

Corr: 0.6742

Hit Rate Returns: 0.4524

Hit Rate Segments: 0.4286

Avg Real: 0.0922

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.184	0.108	✔
H	02-15	03-04	-0.088	0.124	✘
L	03-04	04-05	0.102	-0.013	✘
H	04-05	06-06	-0.059	0.571	✘
L	06-06	08-01	0.134	0.038	✔
H	08-01	12-01	-0.133	-0.154	✔
L	12-01	12-31	0.212	-0.029	✘

1997

1998

Corr: 0.4660

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7143

Avg Real: 0.0915

Type	Start	End	Season	Real	OK
L	01-01	05-28	0.327	0.467	✔
H	05-28	06-02	-0.087	-0.212	✔
L	06-02	06-04	0.123	0.094	✔
H	06-04	07-14	-0.051	0.070	✘
L	07-14	08-04	0.150	0.004	✔
H	08-04	09-08	-0.197	-0.061	✔
H	09-08	12-16	-0.016	0.208	✘
L	12-16	12-31	0.294	0.070	✔

1998

1999

Corr: 0.2058

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.5714

Avg Real: 0.0546

Type	Start	End	Season	Real	OK
L	01-01	05-15	0.493	0.009	✔
H	05-15	06-02	-0.199	0.015	✘
L	06-02	06-04	0.151	0.003	✔
H	06-04	07-14	-0.076	-0.003	✔
L	07-14	08-01	0.160	-0.023	✘
H	08-01	08-30	-0.144	0.018	✘
H	08-30	12-23	-0.007	0.315	✘
L	12-23	12-31	0.590	0.015	✔

1999

2000

Corr: 0.4593

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.5714

Avg Real: 0.1586

Type	Start	End	Season	Real	OK
L	01-01	05-15	0.469	0.250	✔
H	05-15	06-02	-0.199	0.050	✘
L	06-02	06-08	0.135	0.117	✔
H	06-08	07-10	-0.134	0.056	✘
L	07-10	08-08	0.136	0.229	✔
H	08-08	12-01	-0.134	0.152	✘
L	12-01	12-31	0.301	0.255	✔

2000

2001

Corr: -0.9174

Hit Rate Returns: 0.4899

Hit Rate Segments: 0.2857

Avg Real: -0.0785

Type	Start	End	Season	Real	OK
L	01-01	01-18	0.200	0.064	✔
L	01-18	03-16	0.440	-0.244	✘
L	03-16	11-30	0.183	-0.469	✘
L	11-30	12-31	0.379	0.101	✔

2001

2002

Corr: -0.7600

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.5556

Avg Real: -0.0532

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.538	-0.151	✘
H	03-16	11-28	-0.047	-0.233	✔
L	11-28	12-31	0.345	-0.058	✘

2002

2003

Corr: 0.1121

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.6667

Avg Real: -0.0162

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.373	0.069	✔
H	02-16	03-05	-0.146	-0.052	✔
L	03-05	05-18	0.118	-0.341	✘
H	05-18	06-01	-0.176	0.094	✘
H	06-01	11-25	-0.061	0.019	✘
L	11-25	12-31	0.428	0.015	✔

2003

2004

Corr: 0.0292

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.1429

Avg Real: -0.0045

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.308	0.250	✔
H	02-16	05-04	-0.382	0.073	✘
L	05-04	05-27	0.107	-0.013	✘
H	05-27	08-18	-0.058	-0.188	✔
L	08-18	09-09	0.120	-0.060	✘
H	09-09	11-25	-0.137	0.057	✘
L	11-25	12-31	0.292	-0.151	✘

2004

2005

Corr: -0.4448

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.0000

Avg Real: 0.0609

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.300	-0.008	✘
H	02-16	03-03	-0.161	0.100	✘
L	03-03	03-19	0.088	0.017	✔
H	03-19	05-11	-0.320	-0.028	✔
L	05-11	09-09	0.059	-0.067	✘
H	09-09	11-25	-0.148	0.418	✘
L	11-25	12-31	0.276	-0.011	✘

2005

2006

Corr: -0.3899

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.5714

Avg Real: 0.0352

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.199	0.038	✔
H	01-22	07-27	-0.441	0.148	✘
H	07-27	12-21	-0.039	0.049	✘
L	12-21	12-31	0.139	0.023	✔

2006

2007

Corr: -0.1610

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.7143

Avg Real: 0.0145

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.172	0.021	✔
H	01-22	02-27	-0.092	0.021	✘
L	02-27	03-22	0.113	0.012	✔
H	03-22	06-13	-0.233	0.030	✘
L	06-13	11-16	0.159	0.009	✔
H	11-16	12-21	-0.137	-0.033	✔
L	12-21	12-31	0.189	0.042	✔

2007

2008

Corr: -0.3619

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.4286

Avg Real: -0.0660

Type	Start	End	Season	Real	OK
L	01-01	03-22	0.277	0.181	✔
H	03-22	08-14	-0.209	-0.330	✔
L	08-14	11-13	0.213	-0.257	✘
H	11-13	12-21	-0.087	-0.094	✔
L	12-21	12-31	0.236	0.039	✔

2008

2009

Corr: -0.5746

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.7143

Avg Real: 0.1831

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.613	0.218	✔
H	04-19	04-29	-0.151	-0.037	✔
H	04-29	07-12	-0.082	0.071	✘
H	07-12	09-11	-0.296	0.300	✘
L	09-11	11-18	0.139	0.413	✔
H	11-18	12-22	-0.133	-0.084	✔
L	12-22	12-31	0.649	0.279	✔

2009

2010

Corr: 0.3067

Hit Rate Returns: 0.5976

Hit Rate Segments: 0.5556

Avg Real: 0.0938

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.554	0.280	✔
H	04-19	10-04	-0.291	0.055	✘
L	10-04	11-18	0.281	0.325	✔
H	11-18	12-22	-0.143	0.133	✘
L	12-22	12-31	0.573	0.119	✔

2010

2011

Corr: -0.2314

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5714

Avg Real: -0.0274

Type	Start	End	Season	Real	OK
L	01-01	05-11	0.630	-0.097	✘
H	05-11	05-20	-0.173	0.024	✘
H	05-20	10-23	-0.121	-0.154	✔
L	10-23	11-08	0.202	0.044	✔
H	11-08	12-22	-0.055	-0.027	✔
L	12-22	12-31	0.548	0.004	✔

2011

2012

Corr: -0.3715

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.6364

Avg Real: 0.0014

Type	Start	End	Season	Real	OK
L	01-01	02-21	0.352	0.069	✔
L	02-21	06-21	0.109	-0.153	✘
H	06-21	10-23	-0.276	-0.023	✔
L	10-23	11-08	0.181	0.031	✔
H	11-08	12-19	-0.082	0.119	✘
L	12-19	12-31	0.463	0.017	✔

2012

2013

Corr: -0.1012

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.1111

Avg Real: 0.0026

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.529	0.044	✔
H	03-05	03-24	-0.153	0.035	✘
L	03-24	09-04	0.105	-0.085	✘
H	09-04	10-23	-0.213	0.069	✘
L	10-23	12-22	0.172	-0.069	✘
L	12-22	12-31	0.538	0.029	✔

2013

2014

Corr: 0.1194

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.7143

Avg Real: 0.0112

Type	Start	End	Season	Real	OK
L	01-01	02-18	0.255	0.010	✔
H	02-18	06-28	-0.083	0.145	✘
L	06-28	09-16	0.224	-0.002	✘
H	09-16	10-04	-0.093	-0.119	✔
L	10-04	11-27	0.162	0.054	✔
L	11-27	12-06	0.162	-0.012	✘
H	12-06	12-19	-0.094	0.008	✘
L	12-19	12-31	0.404	-0.013	✘

2014

2015

Corr: -0.6442

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.2857

Avg Real: -0.0385

Type	Start	End	Season	Real	OK
L	01-01	04-30	0.313	-0.019	✘
H	04-30	05-20	-0.131	-0.003	✔
L	05-20	09-01	0.140	-0.259	✘
H	09-01	10-19	-0.103	0.146	✘
L	10-19	11-27	0.056	-0.168	✘
L	11-27	12-06	0.120	0.021	✔
H	12-06	12-31	-0.023	0.016	✘

2015

2016

Corr: -0.6573

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.2857

Avg Real: 0.0371

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.217	0.031	✔
H	03-08	05-11	-0.114	0.090	✘
L	05-11	06-10	0.085	-0.115	✘
H	06-10	06-27	-0.122	0.023	✘
L	06-27	08-23	0.075	0.262	✔
H	08-23	11-18	-0.177	0.052	✘
L	11-18	12-31	0.208	-0.084	✘

2016

2017

Corr: 0.1048

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.2857

Avg Real: 0.0704

Type	Start	End	Season	Real	OK
H	01-01	01-08	-0.086	0.066	✘
L	01-08	03-09	0.169	-0.017	✘
H	03-09	06-26	-0.135	0.167	✘
L	06-26	08-23	0.143	0.096	✔
H	08-23	12-31	-0.138	0.180	✘

2017

2018

Corr: -0.0266

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.4286

Avg Real: 0.0189

Type	Start	End	Season	Real	OK
L	01-01	06-10	0.157	-0.071	✘
H	06-10	06-26	-0.091	-0.060	✔
L	06-26	08-16	0.139	-0.062	✘
H	08-16	12-21	-0.087	0.313	✘
L	12-21	12-31	0.050	0.027	✔

2018

2019

Corr: 0.8358

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.7143

Avg Real: 0.0766

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.115	0.036	✔
H	01-04	04-07	-0.041	0.055	✘
L	04-07	04-29	0.099	-0.010	✘
H	04-29	09-14	-0.010	0.188	✘
L	09-14	10-14	0.104	0.088	✔
H	10-14	11-13	-0.066	-0.004	✔
L	11-13	12-31	0.140	0.184	✔

2019

2020

Corr: 0.3187

Hit Rate Returns: 0.5397

Hit Rate Segments: 0.2857

Avg Real: 0.0300

Type	Start	End	Season	Real	OK
L	01-01	03-21	0.267	-0.162	✘
H	03-21	04-07	-0.095	0.233	✘
L	04-07	04-28	0.103	-0.132	✘
H	04-28	08-25	-0.045	0.126	✘
L	08-25	10-02	0.202	0.073	✔
H	10-02	11-13	-0.066	0.008	✘
L	11-13	12-31	0.195	0.063	✔

2020

2021

Corr: -0.7465

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.4286

Avg Real: -0.0289

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.240	0.053	✔
L	03-16	03-25	0.195	0.047	✔
H	03-25	08-15	-0.003	0.017	✘
L	08-15	12-22	0.347	-0.305	✘
L	12-22	12-31	0.449	0.004	✔

2021

2022

Corr: -0.4291

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.5714

Avg Real: -0.0039

Type	Start	End	Season	Real	OK
L	01-01	03-26	0.367	0.280	✔
L	03-26	11-26	0.031	-0.209	✘
L	11-26	12-31	0.428	-0.028	✘

2022

2023

Corr: -0.6486

Hit Rate Returns: 0.4337

Hit Rate Segments: 0.2857

Avg Real: -0.0505

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.387	-0.197	✘
H	03-08	03-16	-0.194	0.034	✘
H	03-16	06-20	-0.044	-0.030	✔
L	06-20	11-26	0.130	-0.182	✘
L	11-26	12-31	0.539	0.016	✔

2023

2024

Corr: 0.0606

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.2857

Avg Real: -0.0193

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.335	-0.112	✘
H	03-04	03-16	-0.198	0.109	✘
L	03-16	04-18	0.122	-0.002	✘
H	04-18	06-20	-0.188	-0.115	✔
H	06-20	12-05	-0.024	0.053	✘
L	12-05	12-31	0.352	-0.068	✘

2024

2025

Corr: -0.7576

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4286

Avg Real: 0.1122

Type	Start	End	Season	Real	OK
L	01-01	02-10	0.034	0.117	✔
L	02-10	03-06	0.170	-0.062	✘
H	03-06	03-16	-0.173	0.021	✘
L	03-16	04-20	0.125	-0.013	✘
H	04-20	06-19	-0.242	0.139	✘
L	06-19	08-13	0.112	0.098	✔
H	08-13	12-05	-0.169	0.385	✘
L	12-05	12-31	0.171	0.182	✔

2025

2026

Corr: -0.6240

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.0000

Avg Real: -0.0739

Type	Start	End	Season	Real	OK
H	01-01	01-17	-0.155	0.093	✘
L	01-17	04-21	0.160	-0.241	✘