Seasonality PLAT 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 0.362928 0.474104 0.428571 0.019832 1.76 1.91
15 2005 2006 0.465720 0.512000 0.571429 0.020952 1.63 1.71
15 2006 2007 0.778267 0.508000 0.571429 0.052144 2.40 2.75
15 2007 2008 -0.515103 0.545817 0.666667 -0.045405 -2.28 -2.08
15 2008 2009 0.166014 0.486056 0.555556 0.068864 4.75 5.87
15 2009 2010 0.146757 0.517928 0.571429 0.022910 0.97 1.01
15 2010 2011 -0.194955 0.470120 0.222222 -0.025516 -1.11 -1.34
15 2011 2012 -0.260721 0.488000 0.428571 0.011725 0.45 0.49
15 2012 2013 -0.469969 0.450199 0.111111 -0.013393 -0.66 -0.65
15 2013 2014 -0.051913 0.509960 0.444444 -0.017879 -0.83 -1.05
15 2014 2015 -0.005691 0.501992 0.428571 -0.037916 -1.81 -2.01
15 2015 2016 0.242321 0.460000 0.285714 0.004477 0.27 0.59
15 2016 2017 0.153186 0.472000 0.857143 -0.002287 -0.14 -0.27
15 2017 2018 0.198799 0.524000 0.428571 -0.023974 -1.88 -2.40
15 2018 2019 -0.449236 0.533865 0.857143 0.030183 5.36 6.10
15 2019 2020 -0.621459 0.468254 0.285714 0.007590 1.64 0.85
15 2020 2021 0.647319 0.517928 0.857143 -0.014338 -1.80 -3.67
15 2021 2022 0.165793 0.520000 0.714286 0.010990 3.51 -25.98
15 2022 2023 0.538114 0.514056 0.571429 -0.017818 -5.85 7.94
15 2023 2024 -0.367155 0.504000 0.285714 -0.009209 -1.73 -1.66
15 2024 2025 -0.861933 0.425703 0.222222 0.139060 -131.13 -50.80
15 2025 2026 0.176005 0.467742 0.666667 -0.024784 -1.08 -2.69

seasonalcomparekey_figuresSegmentePlot
2004 2005
Corr: 0.3629
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: 0.0198
TypeStartEndSeasonRealOK
L01-0102-160.0930.005
H02-1602-25-0.0410.005
L02-2505-270.0600.004
H05-2711-01-0.0440.073
L11-0112-230.0100.044
L12-2312-310.1000.009
2005 2006
Corr: 0.4657
Hit Rate Returns: 0.5120
Hit Rate Segments: 0.5714
Avg Real: 0.0210
TypeStartEndSeasonRealOK
L01-0102-160.0820.031
H02-1602-25-0.0380.028
L02-2505-270.0660.267
H05-2711-01-0.031-0.189
L11-0112-310.0300.034
2006 2007
Corr: 0.7783
Hit Rate Returns: 0.5080
Hit Rate Segments: 0.5714
Avg Real: 0.0521
TypeStartEndSeasonRealOK
L01-0102-160.0960.067
H02-1603-29-0.0180.030
L03-2905-270.0790.030
H05-2711-01-0.0440.170
L11-0111-120.046-0.052
H11-1212-23-0.0160.120
L12-2312-310.110-0.005
2007 2008
Corr: -0.5151
Hit Rate Returns: 0.5458
Hit Rate Segments: 0.6667
Avg Real: -0.0454
TypeStartEndSeasonRealOK
L01-0102-160.0930.333
H02-1603-29-0.011-0.091
L03-2905-270.0750.073
H05-2711-01-0.022-0.849
L11-0111-120.0450.001
H11-1212-23-0.0100.019
L12-2312-310.1100.054
2008 2009
Corr: 0.1660
Hit Rate Returns: 0.4861
Hit Rate Segments: 0.5556
Avg Real: 0.0689
TypeStartEndSeasonRealOK
L01-0102-160.1260.121
L02-1605-030.0000.001
L05-0305-270.0550.015
H05-2711-01-0.1060.202
L11-0112-230.0370.091
L12-2312-310.1410.051
2009 2010
Corr: 0.1468
Hit Rate Returns: 0.5179
Hit Rate Segments: 0.5714
Avg Real: 0.0229
TypeStartEndSeasonRealOK
L01-0102-160.1440.010
L02-1606-060.070-0.018
H06-0610-27-0.1020.106
L10-2712-230.0490.028
L12-2312-310.1680.034
2010 2011
Corr: -0.1950
Hit Rate Returns: 0.4701
Hit Rate Segments: 0.2222
Avg Real: -0.0255
TypeStartEndSeasonRealOK
L01-0102-160.1560.035
L02-1604-190.057-0.035
H04-1910-31-0.074-0.096
L10-3112-230.044-0.100
L12-2312-310.185-0.016
2011 2012
Corr: -0.2607
Hit Rate Returns: 0.4880
Hit Rate Segments: 0.4286
Avg Real: 0.0117
TypeStartEndSeasonRealOK
L01-0102-160.1530.135
L02-1604-190.070-0.033
H04-1909-22-0.0350.045
H09-2210-04-0.0580.073
L10-0412-230.035-0.123
L12-2312-310.1790.005
2012 2013
Corr: -0.4700
Hit Rate Returns: 0.4502
Hit Rate Segments: 0.1111
Avg Real: -0.0134
TypeStartEndSeasonRealOK
L01-0102-160.1660.075
L02-1604-190.070-0.170
H04-1910-24-0.1080.015
L10-2412-230.054-0.078
L12-2312-310.2220.029
2013 2014
Corr: -0.0519
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.4444
Avg Real: -0.0179
TypeStartEndSeasonRealOK
L01-0102-170.1680.017
L02-1704-190.032-0.011
H04-1910-24-0.077-0.109
L10-2411-140.056-0.021
H11-1412-23-0.011-0.018
L12-2312-310.1980.010
2014 2015
Corr: -0.0057
Hit Rate Returns: 0.5020
Hit Rate Segments: 0.4286
Avg Real: -0.0379
TypeStartEndSeasonRealOK
L01-0102-170.174-0.022
L02-1705-210.034-0.016
H05-2109-01-0.031-0.126
H09-0110-24-0.076-0.001
L10-2412-230.038-0.105
L12-2312-310.1970.019
2015 2016
Corr: 0.2423
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.2857
Avg Real: 0.0045
TypeStartEndSeasonRealOK
L01-0101-190.105-0.067
L01-1904-190.0830.213
H04-1909-01-0.0620.035
H09-0110-04-0.083-0.070
L10-0412-220.023-0.090
L12-2212-310.181-0.003
2016 2017
Corr: 0.1532
Hit Rate Returns: 0.4720
Hit Rate Segments: 0.8571
Avg Real: -0.0023
TypeStartEndSeasonRealOK
L01-0102-140.1600.068
L02-1404-190.045-0.040
H04-1906-28-0.053-0.046
L06-2809-060.0280.089
H09-0610-04-0.090-0.097
L10-0411-050.0440.006
H11-0512-23-0.040-0.019
L12-2312-310.1750.006
2017 2018
Corr: 0.1988
Hit Rate Returns: 0.5240
Hit Rate Segments: 0.4286
Avg Real: -0.0240
TypeStartEndSeasonRealOK
L01-0102-140.1730.056
L02-1404-190.026-0.068
H04-1909-06-0.012-0.150
H09-0610-04-0.1040.033
L10-0412-230.001-0.037
L12-2312-310.1870.010
2018 2019
Corr: -0.4492
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.8571
Avg Real: 0.0302
TypeStartEndSeasonRealOK
L01-0102-140.162-0.011
L02-1404-130.0310.127
H04-1309-06-0.0430.082
H09-0610-04-0.101-0.092
H10-0412-15-0.0140.065
L12-1512-310.1710.042
2019 2020
Corr: -0.6215
Hit Rate Returns: 0.4683
Hit Rate Segments: 0.2857
Avg Real: 0.0076
TypeStartEndSeasonRealOK
L01-0102-280.173-0.117
L02-2805-120.025-0.112
H05-1206-24-0.0650.047
L06-2409-060.0300.097
H09-0610-04-0.105-0.020
L10-0411-040.048-0.028
H11-0412-22-0.0540.136
L12-2212-310.1740.065
2020 2021
Corr: 0.6473
Hit Rate Returns: 0.5179
Hit Rate Segments: 0.8571
Avg Real: -0.0143
TypeStartEndSeasonRealOK
L01-0102-190.1660.191
H02-1903-19-0.065-0.072
L03-1905-120.0770.012
H05-1212-22-0.125-0.229
L12-2212-310.175-0.002
2021 2022
Corr: 0.1658
Hit Rate Returns: 0.5200
Hit Rate Segments: 0.7143
Avg Real: 0.0110
TypeStartEndSeasonRealOK
L01-0102-190.1870.118
H02-1903-19-0.075-0.056
L03-1904-290.058-0.111
H04-2912-22-0.1380.049
L12-2212-310.1940.096
2022 2023
Corr: 0.5381
Hit Rate Returns: 0.5141
Hit Rate Segments: 0.5714
Avg Real: -0.0178
TypeStartEndSeasonRealOK
L01-0102-190.207-0.154
H02-1903-19-0.0830.031
L03-1906-060.0310.040
H06-0612-22-0.139-0.056
L12-2212-310.2100.015
2023 2024
Corr: -0.3672
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.2857
Avg Real: -0.0092
TypeStartEndSeasonRealOK
L01-0102-220.145-0.084
H02-2203-18-0.0600.014
L03-1806-060.0270.103
H06-0606-24-0.068-0.013
L06-2409-040.058-0.098
H09-0412-22-0.0530.023
L12-2212-310.123-0.055
2024 2025
Corr: -0.8619
Hit Rate Returns: 0.4257
Hit Rate Segments: 0.2222
Avg Real: 0.1391
TypeStartEndSeasonRealOK
L01-0101-200.0910.043
H01-2003-19-0.0540.062
L03-1904-290.058-0.039
H04-2906-27-0.0930.400
H06-2712-22-0.0120.895
L12-2212-310.090-0.106
2025 2026
Corr: 0.1760
Hit Rate Returns: 0.4677
Hit Rate Segments: 0.6667
Avg Real: -0.0248
TypeStartEndSeasonRealOK
L01-0102-190.129-0.034
H02-1903-19-0.066-0.058
L03-1904-290.0490.018