Seasonality PLAT 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 -0.064229 0.533865 0.571429 0.022910 1.46 1.58
20 2010 2011 -0.115878 0.486056 0.428571 -0.032806 -1.53 -1.82
20 2011 2012 -0.362770 0.456000 0.428571 0.011525 0.55 0.61
20 2012 2013 -0.567655 0.490040 0.285714 -0.018263 -0.84 -0.93
20 2013 2014 0.077373 0.565737 0.571429 -0.021686 -1.10 -1.30
20 2014 2015 -0.124789 0.533865 0.428571 -0.037731 -2.16 -2.33
20 2015 2016 0.402441 0.476000 0.285714 0.002659 0.20 0.24
20 2016 2017 0.018465 0.524000 0.888889 -0.001779 -0.13 -0.21
20 2017 2018 0.104357 0.544000 0.571429 -0.023330 -1.51 -1.66
20 2018 2019 -0.261360 0.521912 0.571429 0.031129 2.26 2.39
20 2019 2020 -0.582712 0.503968 0.285714 0.008278 0.94 0.67
20 2020 2021 0.631645 0.490040 0.571429 -0.014176 -1.22 -1.80
20 2021 2022 0.043470 0.504000 0.571429 0.017150 1.32 1.77
20 2022 2023 0.403145 0.502008 0.714286 -0.012736 -1.01 -1.44
20 2023 2024 -0.132290 0.504000 0.444444 -0.008793 -1.49 -1.76
20 2024 2025 -0.706104 0.445783 0.285714 0.184050 25.16 35.27
20 2025 2026 -0.340962 0.451613 1.000000 -0.004527 -0.69 -0.19

seasonalcomparekey_figuresSegmentePlot
2009 2010
Corr: -0.0642
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.5714
Avg Real: 0.0229
TypeStartEndSeasonRealOK
L01-0102-160.1200.010
H02-1605-01-0.0040.133
L05-0105-270.052-0.105
H05-2711-01-0.0890.095
L11-0112-230.0290.007
L12-2312-310.1330.034
2010 2011
Corr: -0.1159
Hit Rate Returns: 0.4861
Hit Rate Segments: 0.4286
Avg Real: -0.0328
TypeStartEndSeasonRealOK
L01-0102-160.1210.035
L02-1605-270.058-0.016
H05-2711-01-0.075-0.121
L11-0112-230.031-0.094
L12-2312-310.137-0.016
2011 2012
Corr: -0.3628
Hit Rate Returns: 0.4560
Hit Rate Segments: 0.4286
Avg Real: 0.0115
TypeStartEndSeasonRealOK
L01-0102-160.1310.135
L02-1605-270.064-0.135
H05-2709-22-0.0370.151
H09-2210-04-0.0460.073
L10-0412-230.025-0.123
L12-2312-310.1500.005
2012 2013
Corr: -0.5677
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.2857
Avg Real: -0.0183
TypeStartEndSeasonRealOK
L01-0102-160.1360.075
L02-1603-290.001-0.078
L03-2904-180.052-0.108
H04-1809-22-0.0240.004
H09-2210-24-0.0460.019
L10-2412-230.025-0.078
L12-2312-310.1560.029
2013 2014
Corr: 0.0774
Hit Rate Returns: 0.5657
Hit Rate Segments: 0.5714
Avg Real: -0.0217
TypeStartEndSeasonRealOK
L01-0102-170.1400.017
L02-1704-180.031-0.011
L04-1806-060.0070.036
H06-0607-08-0.0500.031
L07-0809-220.022-0.120
H09-2210-04-0.041-0.073
L10-0412-230.018-0.038
L12-2312-310.1580.010
2014 2015
Corr: -0.1248
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.4286
Avg Real: -0.0377
TypeStartEndSeasonRealOK
L01-0102-160.1400.005
L02-1606-060.040-0.067
H06-0607-08-0.050-0.059
L07-0809-190.012-0.043
H09-1910-04-0.047-0.051
L10-0412-230.019-0.037
L12-2312-310.1570.019
2015 2016
Corr: 0.4024
Hit Rate Returns: 0.4760
Hit Rate Segments: 0.2857
Avg Real: 0.0027
TypeStartEndSeasonRealOK
L01-0102-160.1460.049
L02-1606-060.0280.072
H06-0607-08-0.0560.119
L07-0809-190.009-0.085
H09-1910-04-0.049-0.045
L10-0410-140.040-0.056
H10-1412-23-0.027-0.049
L12-2312-310.1600.012
2016 2017
Corr: 0.0185
Hit Rate Returns: 0.5240
Hit Rate Segments: 0.8889
Avg Real: -0.0018
TypeStartEndSeasonRealOK
L01-0102-140.1460.068
L02-1404-190.040-0.040
H04-1909-22-0.038-0.035
H09-2210-04-0.053-0.019
L10-0410-140.0350.034
H10-1412-23-0.030-0.013
L12-2312-310.1610.006
2017 2018
Corr: 0.1044
Hit Rate Returns: 0.5440
Hit Rate Segments: 0.5714
Avg Real: -0.0233
TypeStartEndSeasonRealOK
L01-0102-140.1540.056
L02-1404-190.036-0.068
H04-1909-06-0.037-0.150
H09-0610-04-0.0710.033
L10-0412-230.022-0.037
L12-2312-310.1720.010
2018 2019
Corr: -0.2614
Hit Rate Returns: 0.5219
Hit Rate Segments: 0.5714
Avg Real: 0.0311
TypeStartEndSeasonRealOK
L01-0102-150.1520.010
L02-1504-190.0220.124
H04-1909-06-0.0380.068
H09-0610-04-0.066-0.092
L10-0412-230.0210.075
L12-2312-310.1660.033
2019 2020
Corr: -0.5827
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.2857
Avg Real: 0.0083
TypeStartEndSeasonRealOK
L01-0102-160.154-0.016
L02-1604-190.028-0.221
H04-1909-06-0.0270.127
H09-0610-04-0.084-0.020
L10-0412-220.0210.107
L12-2212-310.1690.065
2020 2021
Corr: 0.6316
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.5714
Avg Real: -0.0142
TypeStartEndSeasonRealOK
L01-0101-260.1100.026
L01-2604-190.0550.101
H04-1909-01-0.028-0.190
H09-0110-04-0.081-0.033
L10-0412-220.023-0.002
L12-2212-310.154-0.002
2021 2022
Corr: 0.0435
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.5714
Avg Real: 0.0172
TypeStartEndSeasonRealOK
L01-0102-140.1540.077
H02-1403-22-0.037-0.005
L03-2204-190.059-0.034
H04-1912-22-0.087-0.014
L12-2212-310.1760.096
2022 2023
Corr: 0.4031
Hit Rate Returns: 0.5020
Hit Rate Segments: 0.7143
Avg Real: -0.0127
TypeStartEndSeasonRealOK
L01-0102-190.181-0.154
H02-1903-22-0.0540.033
L03-2204-190.0490.103
H04-1906-28-0.062-0.165
L06-2809-060.033-0.002
H09-0610-04-0.078-0.039
L10-0412-220.0150.096
L12-2212-310.1970.015
2023 2024
Corr: -0.1323
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.4444
Avg Real: -0.0088
TypeStartEndSeasonRealOK
L01-0102-190.158-0.078
H02-1903-19-0.046-0.006
L03-1904-190.0610.050
H04-1906-24-0.0770.058
L06-2409-040.028-0.098
H09-0410-04-0.0840.085
L10-0412-150.016-0.066
L12-1512-310.174-0.044
2024 2025
Corr: -0.7061
Hit Rate Returns: 0.4458
Hit Rate Segments: 0.2857
Avg Real: 0.1841
TypeStartEndSeasonRealOK
L01-0102-190.1390.074
H02-1903-22-0.051-0.001
L03-2205-100.0700.035
H05-1012-15-0.1130.912
L12-1512-310.1490.276
2025 2026
Corr: -0.3410
Hit Rate Returns: 0.4516
Hit Rate Segments: 1.0000
Avg Real: -0.0045
TypeStartEndSeasonRealOK
L01-0102-190.162-0.034
H02-1903-22-0.050-0.046
L03-2205-100.0720.056