Seasonality PLAT 10 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
10 1999 2000 -0.146222 0.504000 0.444444 0.036887 -316.19 62.06
10 2000 2001 -0.575438 0.538462 0.285714 -0.036399 -3.17 -3.45
10 2001 2002 0.385521 0.434263 0.428571 0.036654 3.12 2.45
10 2002 2003 0.310957 0.474104 0.428571 0.055870 3.24 3.74
10 2003 2004 -0.150284 0.490040 0.444444 0.000274 0.39 0.02
10 2004 2005 0.752778 0.462151 0.857143 0.019832 0.96 1.02
10 2005 2006 0.217438 0.460000 0.428571 0.021392 1.03 1.00
10 2006 2007 0.872634 0.544000 0.428571 0.052017 1.80 1.90
10 2007 2008 -0.603716 0.561753 0.714286 -0.051737 -1.60 -1.53
10 2008 2009 0.117175 0.462151 0.666667 0.064692 3.41 3.96
10 2009 2010 0.047708 0.509960 0.636364 0.013504 0.73 0.67
10 2010 2011 0.084514 0.462151 0.333333 -0.022320 -1.09 -1.12
10 2011 2012 -0.306973 0.492000 0.428571 0.012156 0.38 0.40
10 2012 2013 -0.321357 0.498008 0.142857 -0.016936 -0.65 -0.71
10 2013 2014 0.598438 0.533865 0.777778 -0.017851 -1.21 -1.57
10 2014 2015 0.368716 0.474104 0.428571 -0.036843 -2.64 -3.11
10 2015 2016 0.366934 0.440000 0.571429 0.001963 0.59 3.38
10 2016 2017 0.345835 0.488000 0.857143 0.003057 -0.78 -0.99
10 2017 2018 0.530343 0.532000 0.857143 -0.023451 10.13 3.66
10 2018 2019 -0.302057 0.529880 1.000000 0.025924 10.37 7.78
10 2019 2020 -0.426004 0.428571 0.428571 0.007435 -2.47 -1.08
10 2020 2021 0.468844 0.505976 0.714286 -0.009178 3.78 1.43
10 2021 2022 0.258439 0.464000 0.571429 0.013693 -14.35 -2.15
10 2022 2023 0.522049 0.526104 0.571429 -0.016172 7.59 3.50
10 2023 2024 -0.301692 0.480000 0.285714 -0.012716 7.86 2.42
10 2024 2025 -0.712670 0.453815 0.285714 0.163093 825.99 -139.71
10 2025 2026 0.178759 0.419355 1.000000 -0.024784 -0.37 -10.27

seasonalcomparekey_figuresSegmentePlot
1999 2000
Corr: -0.1462
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.4444
Avg Real: 0.0369
TypeStartEndSeasonRealOK
L01-0102-150.0590.230
L02-1505-290.0120.008
H05-2906-24-0.0360.017
L06-2408-010.0460.036
H08-0108-30-0.055-0.001
H08-3012-27-0.0260.050
L12-2712-310.059-0.007
2000 2001
Corr: -0.5754
Hit Rate Returns: 0.5385
Hit Rate Segments: 0.2857
Avg Real: -0.0364
TypeStartEndSeasonRealOK
H01-0101-06-0.0120.007
L01-0602-160.084-0.048
H02-1602-25-0.052-0.005
L02-2508-010.097-0.229
H08-0108-27-0.062-0.013
L08-2712-310.0010.034
2001 2002
Corr: 0.3855
Hit Rate Returns: 0.4343
Hit Rate Segments: 0.4286
Avg Real: 0.0367
TypeStartEndSeasonRealOK
L01-0102-160.100-0.008
H02-1603-05-0.0480.079
L03-0505-290.0850.079
H05-2908-02-0.005-0.042
H08-0208-14-0.0630.065
L08-1412-190.0080.081
L12-1912-310.1080.009
2002 2003
Corr: 0.3110
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: 0.0559
TypeStartEndSeasonRealOK
L01-0102-160.0860.140
H02-1603-02-0.0420.028
L03-0206-090.104-0.044
H06-0908-14-0.0600.062
L08-1412-230.0140.182
L12-2312-310.0950.015
2003 2004
Corr: -0.1503
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.4444
Avg Real: 0.0003
TypeStartEndSeasonRealOK
L01-0101-060.0500.039
L01-0602-160.0930.002
H02-1602-25-0.041-0.006
L02-2506-090.071-0.065
H06-0908-30-0.0460.078
L08-3012-310.070-0.004
2004 2005
Corr: 0.7528
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.8571
Avg Real: 0.0198
TypeStartEndSeasonRealOK
L01-0102-160.1130.005
H02-1603-29-0.0370.006
L03-2906-080.0630.018
H06-0808-07-0.0510.040
L08-0712-230.0520.072
L12-2312-310.1290.009
2005 2006
Corr: 0.2174
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.4286
Avg Real: 0.0214
TypeStartEndSeasonRealOK
L01-0102-160.1120.031
H02-1608-20-0.0220.207
L08-2010-120.067-0.165
H10-1212-23-0.0060.052
L12-2312-310.1290.013
2006 2007
Corr: 0.8726
Hit Rate Returns: 0.5440
Hit Rate Segments: 0.4286
Avg Real: 0.0520
TypeStartEndSeasonRealOK
L01-0102-160.1090.067
H02-1604-07-0.0150.045
L04-0704-190.0640.040
H04-1905-03-0.0480.000
L05-0305-270.077-0.023
H05-2707-05-0.0680.031
L07-0510-310.0280.136
L10-3112-310.1720.070
2007 2008
Corr: -0.6037
Hit Rate Returns: 0.5618
Hit Rate Segments: 0.7143
Avg Real: -0.0517
TypeStartEndSeasonRealOK
L01-0102-160.1730.333
H02-1604-07-0.005-0.072
L04-0704-190.0660.003
H04-1907-05-0.0540.008
L07-0510-310.047-0.750
L10-3112-310.2110.072
2008 2009
Corr: 0.1172
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.6667
Avg Real: 0.0647
TypeStartEndSeasonRealOK
L01-0102-160.2270.121
H02-1604-07-0.0210.079
L04-0704-190.0630.045
H04-1905-03-0.056-0.076
L05-0305-270.0930.015
H05-2710-24-0.1640.240
L10-2412-310.1140.144
2009 2010
Corr: 0.0477
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.6364
Avg Real: 0.0135
TypeStartEndSeasonRealOK
L01-0102-170.2580.007
H02-1705-03-0.0050.124
L05-0305-230.099-0.142
H05-2310-24-0.1620.096
L10-2412-230.0910.025
L12-2312-310.2340.034
2010 2011
Corr: 0.0845
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.3333
Avg Real: -0.0223
TypeStartEndSeasonRealOK
L01-0104-190.2670.000
H04-1905-01-0.0740.060
L05-0105-270.069-0.031
H05-2710-24-0.148-0.148
L10-2412-230.071-0.067
L12-2312-310.111-0.016
2011 2012
Corr: -0.3070
Hit Rate Returns: 0.4920
Hit Rate Segments: 0.4286
Avg Real: 0.0122
TypeStartEndSeasonRealOK
L01-0104-190.2680.102
H04-1905-01-0.058-0.004
L05-0109-010.037-0.024
H09-0110-24-0.095-0.008
L10-2412-230.044-0.014
L12-2312-310.2490.005
2012 2013
Corr: -0.3214
Hit Rate Returns: 0.4980
Hit Rate Segments: 0.1429
Avg Real: -0.0169
TypeStartEndSeasonRealOK
L01-0103-010.2440.006
L03-0104-190.029-0.095
H04-1909-06-0.0240.043
H09-0610-24-0.106-0.028
L10-2412-230.044-0.078
L12-2312-310.2880.029
2013 2014
Corr: 0.5984
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.7778
Avg Real: -0.0179
TypeStartEndSeasonRealOK
L01-0102-210.2030.014
L02-2104-130.0370.021
H04-1307-06-0.0750.024
L07-0609-060.035-0.065
H09-0610-04-0.098-0.125
L10-0412-220.011-0.044
L12-2212-310.2460.016
2014 2015
Corr: 0.3687
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: -0.0368
TypeStartEndSeasonRealOK
L01-0102-210.198-0.030
L02-2105-120.051-0.024
H05-1209-06-0.053-0.119
H09-0610-04-0.107-0.082
L10-0412-220.004-0.035
L12-2212-310.2170.017
2015 2016
Corr: 0.3669
Hit Rate Returns: 0.4400
Hit Rate Segments: 0.5714
Avg Real: 0.0020
TypeStartEndSeasonRealOK
L01-0102-210.1920.063
L02-2105-120.0460.133
H05-1209-06-0.0840.059
H09-0610-04-0.116-0.129
H10-0412-22-0.007-0.090
L12-2212-310.198-0.003
2016 2017
Corr: 0.3458
Hit Rate Returns: 0.4880
Hit Rate Segments: 0.8571
Avg Real: 0.0031
TypeStartEndSeasonRealOK
L01-0102-150.1910.078
L02-1504-290.030-0.071
H04-2906-24-0.0760.001
L06-2409-080.0010.098
H09-0810-04-0.103-0.098
L10-0410-140.0390.034
H10-1412-23-0.066-0.013
L12-2312-310.1950.006
2017 2018
Corr: 0.5303
Hit Rate Returns: 0.5320
Hit Rate Segments: 0.8571
Avg Real: -0.0235
TypeStartEndSeasonRealOK
L01-0102-150.2050.061
L02-1504-130.015-0.078
H04-1309-08-0.064-0.158
H09-0810-04-0.1260.042
H10-0412-23-0.044-0.037
L12-2312-310.2020.010
2018 2019
Corr: -0.3021
Hit Rate Returns: 0.5299
Hit Rate Segments: 1.0000
Avg Real: 0.0259
TypeStartEndSeasonRealOK
L01-0102-140.154-0.011
H02-1406-27-0.0860.033
L06-2709-080.0660.174
H09-0810-04-0.080-0.088
L10-0411-040.0460.074
H11-0412-22-0.081-0.034
L12-2212-310.1570.033
2019 2020
Corr: -0.4260
Hit Rate Returns: 0.4286
Hit Rate Segments: 0.4286
Avg Real: 0.0074
TypeStartEndSeasonRealOK
L01-0101-170.1040.040
L01-1704-290.031-0.249
H04-2906-27-0.1130.017
L06-2709-060.0760.091
H09-0610-04-0.089-0.020
L10-0411-040.044-0.028
H11-0412-22-0.0880.136
L12-2212-310.1000.065
2020 2021
Corr: 0.4688
Hit Rate Returns: 0.5060
Hit Rate Segments: 0.7143
Avg Real: -0.0092
TypeStartEndSeasonRealOK
L01-0102-150.1220.171
H02-1503-19-0.096-0.061
L03-1909-060.076-0.160
H09-0610-04-0.101-0.029
H10-0412-22-0.027-0.002
L12-2212-310.111-0.002
2021 2022
Corr: 0.2584
Hit Rate Returns: 0.4640
Hit Rate Segments: 0.5714
Avg Real: 0.0137
TypeStartEndSeasonRealOK
L01-0102-240.1520.107
H02-2403-19-0.097-0.037
L03-1904-290.056-0.111
H04-2906-27-0.089-0.024
L06-2709-060.072-0.058
H09-0611-30-0.1040.188
L11-3012-310.1490.039
2022 2023
Corr: 0.5220
Hit Rate Returns: 0.5261
Hit Rate Segments: 0.5714
Avg Real: -0.0162
TypeStartEndSeasonRealOK
L01-0102-190.167-0.154
H02-1903-19-0.1130.031
L03-1908-100.031-0.075
H08-1010-03-0.096-0.032
H10-0312-22-0.0000.091
L12-2212-310.1650.015
2023 2024
Corr: -0.3017
Hit Rate Returns: 0.4800
Hit Rate Segments: 0.2857
Avg Real: -0.0127
TypeStartEndSeasonRealOK
L01-0102-230.134-0.083
H02-2303-19-0.095-0.006
L03-1904-190.0720.050
H04-1910-05-0.1410.045
L10-0512-220.026-0.045
L12-2212-310.125-0.055
2024 2025
Corr: -0.7127
Hit Rate Returns: 0.4538
Hit Rate Segments: 0.2857
Avg Real: 0.1631
TypeStartEndSeasonRealOK
L01-0102-190.1040.074
H02-1903-19-0.0970.035
L03-1905-170.088-0.027
H05-1706-20-0.0870.279
H06-2009-30-0.0230.370
L09-3012-310.1210.506
2025 2026
Corr: 0.1788
Hit Rate Returns: 0.4194
Hit Rate Segments: 1.0000
Avg Real: -0.0248
TypeStartEndSeasonRealOK
L01-0102-190.060-0.034
H02-1903-19-0.087-0.058
L03-1904-190.0780.018