Seasonality SILVER 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 -0.200315 0.501992 0.571429 0.053654 9.20 7.16
15 2005 2006 0.444226 0.512000 0.714286 0.054429 4.06 3.89
15 2006 2007 0.510036 0.460000 0.571429 0.023601 1.07 0.98
15 2007 2008 -0.601210 0.466135 0.714286 -0.034635 -1.31 -1.26
15 2008 2009 0.168479 0.490040 0.285714 0.072358 3.14 3.36
15 2009 2010 0.649444 0.470120 0.571429 0.108855 3.83 3.47
15 2010 2011 -0.206402 0.521912 0.555556 -0.010256 -0.38 -0.36
15 2011 2012 0.123823 0.516000 0.444444 0.002066 0.09 0.07
15 2012 2013 -0.684368 0.486056 0.285714 -0.052539 -1.38 -1.33
15 2013 2014 -0.740785 0.470120 0.333333 -0.026389 -0.91 -1.26
15 2014 2015 -0.670846 0.521912 0.363636 -0.010004 -0.56 -0.55
15 2015 2016 0.168997 0.448000 0.666667 0.007325 0.70 0.38
15 2016 2017 -0.131285 0.444000 0.714286 0.004302 0.17 0.15
15 2017 2018 -0.746789 0.504000 0.285714 -0.015276 -0.39 -0.46
15 2018 2019 0.300244 0.462151 0.428571 0.021254 0.71 0.78
15 2019 2020 0.461376 0.535714 0.333333 0.046780 2.11 2.24
15 2020 2021 -0.667150 0.466135 0.571429 -0.018336 -0.62 -0.61
15 2021 2022 -0.462920 0.512000 0.571429 0.006715 0.33 0.40
15 2022 2023 -0.206488 0.489960 0.428571 0.010121 -0.07 0.63
15 2023 2024 0.577437 0.480000 0.333333 0.021826 1.47 1.26
15 2024 2025 0.592721 0.522088 0.571429 0.198652 12.94 14.46
15 2025 2026 -0.226887 0.451613 1.000000 0.005512 0.03 0.08

seasonalcomparekey_figuresSegmentePlot
2004 2005
Corr: -0.2003
Hit Rate Returns: 0.5020
Hit Rate Segments: 0.5714
Avg Real: 0.0537
TypeStartEndSeasonRealOK
L01-0102-050.0950.022
H02-0502-25-0.0550.111
L02-2504-040.051-0.036
H04-0409-13-0.066-0.009
L09-1309-300.0500.076
H09-3011-02-0.0530.011
L11-0212-310.1150.201
2005 2006
Corr: 0.4442
Hit Rate Returns: 0.5120
Hit Rate Segments: 0.7143
Avg Real: 0.0544
TypeStartEndSeasonRealOK
L01-0102-140.1320.017
H02-1402-25-0.0510.044
L02-2504-020.0530.202
H04-0209-13-0.056-0.063
L09-1309-300.0580.027
H09-3011-02-0.0430.116
L11-0212-310.1450.038
2006 2007
Corr: 0.5100
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.5714
Avg Real: 0.0236
TypeStartEndSeasonRealOK
L01-0102-040.1510.069
L02-0405-040.042-0.003
H05-0406-13-0.072-0.026
L06-1308-020.060-0.010
H08-0211-02-0.0280.132
L11-0212-310.1760.013
2007 2008
Corr: -0.6012
Hit Rate Returns: 0.4661
Hit Rate Segments: 0.7143
Avg Real: -0.0346
TypeStartEndSeasonRealOK
L01-0104-190.2090.172
H04-1906-13-0.071-0.057
L06-1308-020.0680.060
H08-0209-15-0.055-0.381
L09-1509-300.0720.062
H09-3011-02-0.027-0.145
L11-0212-310.1100.102
2008 2009
Corr: 0.1685
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.2857
Avg Real: 0.0724
TypeStartEndSeasonRealOK
L01-0104-100.1830.067
H04-1006-13-0.0950.180
L06-1308-030.0470.014
H08-0309-16-0.0690.272
L09-1609-290.086-0.108
H09-2910-19-0.0530.145
L10-1912-020.0400.123
L12-0212-310.172-0.206
2009 2010
Corr: 0.6494
Hit Rate Returns: 0.4701
Hit Rate Segments: 0.5714
Avg Real: 0.1089
TypeStartEndSeasonRealOK
L01-0102-190.142-0.071
L02-1905-050.0180.066
H05-0506-13-0.0710.043
L06-1308-040.0490.006
H08-0409-16-0.0590.141
L09-1609-290.0760.064
H09-2910-28-0.0390.120
L10-2812-310.1250.393
2010 2011
Corr: -0.2064
Hit Rate Returns: 0.5219
Hit Rate Segments: 0.5556
Avg Real: -0.0103
TypeStartEndSeasonRealOK
L01-0102-190.2260.061
H02-1906-13-0.0510.053
L06-1308-040.0510.134
H08-0409-14-0.0590.059
L09-1409-290.085-0.328
H09-2910-28-0.0340.155
L10-2812-310.173-0.249
2011 2012
Corr: 0.1238
Hit Rate Returns: 0.5160
Hit Rate Segments: 0.4444
Avg Real: 0.0021
TypeStartEndSeasonRealOK
L01-0104-100.2760.074
H04-1006-13-0.072-0.100
L06-1308-030.074-0.035
H08-0308-17-0.0660.009
L08-1710-240.0270.122
L10-2412-310.149-0.046
2012 2013
Corr: -0.6844
Hit Rate Returns: 0.4861
Hit Rate Segments: 0.2857
Avg Real: -0.0525
TypeStartEndSeasonRealOK
L01-0104-100.223-0.108
H04-1006-28-0.088-0.258
L06-2808-030.0810.009
H08-0308-17-0.0700.113
L08-1710-240.040-0.015
L10-2412-310.144-0.105
2013 2014
Corr: -0.7408
Hit Rate Returns: 0.4701
Hit Rate Segments: 0.3333
Avg Real: -0.0264
TypeStartEndSeasonRealOK
L01-0104-100.1940.000
H04-1006-27-0.1050.050
L06-2709-210.115-0.162
H09-2110-19-0.039-0.023
L10-1912-060.106-0.056
H12-0612-23-0.039-0.033
L12-2312-310.203-0.000
2014 2015
Corr: -0.6708
Hit Rate Returns: 0.5219
Hit Rate Segments: 0.3636
Avg Real: -0.0100
TypeStartEndSeasonRealOK
L01-0104-100.1940.045
H04-1006-28-0.105-0.043
L06-2809-030.092-0.062
H09-0310-04-0.0480.030
L10-0412-060.123-0.067
H12-0612-23-0.0460.005
L12-2312-310.197-0.030
2015 2016
Corr: 0.1690
Hit Rate Returns: 0.4480
Hit Rate Segments: 0.6667
Avg Real: 0.0073
TypeStartEndSeasonRealOK
L01-0104-100.2020.108
H04-1006-28-0.1040.134
L06-2809-210.0910.148
H09-2110-04-0.050-0.146
L10-0412-060.118-0.077
H12-0612-23-0.047-0.070
L12-2312-310.2070.014
2016 2017
Corr: -0.1313
Hit Rate Returns: 0.4440
Hit Rate Segments: 0.7143
Avg Real: 0.0043
TypeStartEndSeasonRealOK
L01-0104-100.2330.101
H04-1006-28-0.091-0.070
L06-2807-130.069-0.068
L07-1309-210.0400.079
H09-2110-04-0.065-0.023
L10-0412-060.113-0.038
H12-0612-23-0.0630.024
L12-2312-310.2420.025
2017 2018
Corr: -0.7468
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.2857
Avg Real: -0.0153
TypeStartEndSeasonRealOK
L01-0104-110.252-0.033
H04-1106-27-0.106-0.034
L06-2709-060.127-0.112
H09-0610-04-0.0720.026
L10-0411-250.099-0.019
H11-2512-23-0.0540.022
L12-2312-310.2660.044
2018 2019
Corr: 0.3002
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.4286
Avg Real: 0.0213
TypeStartEndSeasonRealOK
L01-0104-110.254-0.036
H04-1106-27-0.1080.019
L06-2709-030.0940.256
H09-0310-04-0.069-0.108
L10-0412-040.091-0.043
H12-0412-23-0.0600.037
L12-2312-310.2540.023
2019 2020
Corr: 0.4614
Hit Rate Returns: 0.5357
Hit Rate Segments: 0.3333
Avg Real: 0.0468
TypeStartEndSeasonRealOK
L01-0102-230.1820.024
L02-2304-290.046-0.187
H04-2906-27-0.0880.137
L06-2709-030.1180.487
H09-0310-04-0.079-0.162
L10-0412-230.0340.065
L12-2312-310.2220.046
2020 2021
Corr: -0.6671
Hit Rate Returns: 0.4661
Hit Rate Segments: 0.5714
Avg Real: -0.0183
TypeStartEndSeasonRealOK
L01-0102-230.1700.015
H02-2306-27-0.033-0.057
L06-2709-030.166-0.052
H09-0310-04-0.101-0.075
L10-0412-230.0260.008
L12-2312-310.2100.014
2021 2022
Corr: -0.4629
Hit Rate Returns: 0.5120
Hit Rate Segments: 0.5714
Avg Real: 0.0067
TypeStartEndSeasonRealOK
L01-0102-230.1790.073
H02-2306-27-0.066-0.148
L06-2709-030.117-0.136
H09-0310-04-0.0840.134
L10-0411-080.0580.010
H11-0812-15-0.0610.075
L12-1512-310.2060.040
2022 2023
Corr: -0.2065
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.4286
Avg Real: 0.0101
TypeStartEndSeasonRealOK
L01-0102-230.174-0.112
H02-2307-07-0.0790.073
L07-0709-030.1130.046
H09-0309-30-0.082-0.057
L09-3012-220.0020.129
L12-2212-310.197-0.017
2023 2024
Corr: 0.5774
Hit Rate Returns: 0.4800
Hit Rate Segments: 0.3333
Avg Real: 0.0218
TypeStartEndSeasonRealOK
L01-0102-230.133-0.030
H02-2307-07-0.0680.350
L07-0709-030.156-0.118
H09-0309-30-0.0930.135
L09-3012-150.018-0.033
L12-1512-310.155-0.069
2024 2025
Corr: 0.5927
Hit Rate Returns: 0.5221
Hit Rate Segments: 0.5714
Avg Real: 0.1987
TypeStartEndSeasonRealOK
L01-0104-140.1230.094
H04-1406-27-0.0710.125
L06-2709-030.1270.176
H09-0309-30-0.0810.185
L09-3010-270.0640.005
H10-2712-19-0.0560.688
L12-1912-310.1160.117
2025 2026
Corr: -0.2269
Hit Rate Returns: 0.4516
Hit Rate Segments: 1.0000
Avg Real: 0.0055
TypeStartEndSeasonRealOK
L01-0104-200.1580.006