Seasonality SILVER 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 0.193114 0.470120 0.571429 0.012960 -6.75 -2.64
5 1995 1996 -0.603743 0.452381 0.636364 -0.010215 -0.93 -0.90
5 1996 1997 -0.421441 0.480159 0.428571 0.040946 2.91 3.96
5 1997 1998 -0.699192 0.474104 0.333333 -0.006152 -0.77 -0.24
5 1998 1999 0.162070 0.442231 0.714286 0.017966 3.00 3.94
5 1999 2000 0.366410 0.464000 0.571429 -0.020332 -2.41 -1.46
5 2000 2001 0.559311 0.473684 1.000000 0.001566 -0.40 -0.34
5 2001 2002 -0.360580 0.466135 0.333333 0.004619 3.39 2.05
5 2002 2003 -0.475586 0.454183 0.571429 0.037798 -31.32 -7.29
5 2003 2004 -0.269472 0.418327 0.142857 0.018456 1.56 1.37
5 2004 2005 0.416064 0.525896 0.571429 0.052992 5.42 6.46
5 2005 2006 0.349001 0.452000 0.428571 0.049750 1.67 1.51
5 2006 2007 0.534037 0.452000 0.714286 0.023258 0.41 0.38
5 2007 2008 -0.756670 0.494024 0.571429 -0.040267 -0.54 -0.58
5 2008 2009 0.061310 0.498008 0.428571 0.066535 1.56 1.45
5 2009 2010 0.657440 0.501992 0.428571 0.112198 1.46 1.49
5 2010 2011 0.055980 0.525896 0.444444 -0.006161 -0.16 -0.11
5 2011 2012 -0.174732 0.464000 0.428571 0.004926 0.07 0.11
5 2012 2013 -0.680457 0.498008 0.142857 -0.051571 -0.91 -0.88
5 2013 2014 -0.772305 0.458167 0.428571 -0.031000 -0.74 -0.80
5 2014 2015 -0.158916 0.501992 0.714286 -0.017165 -2.67 713.77
5 2015 2016 -0.224490 0.468000 0.833333 0.030072 -1.24 -1.25
5 2016 2017 0.603942 0.484000 0.714286 0.010062 -0.64 -1.92
5 2017 2018 0.606676 0.560000 0.428571 -0.013199 0.68 0.64
5 2018 2019 -0.562031 0.482072 0.714286 0.021346 -4.95 -3.46
5 2019 2020 0.335859 0.472222 0.444444 0.057679 5.25 5.49
5 2020 2021 -0.695767 0.494024 0.857143 -0.024114 -0.54 -0.64
5 2021 2022 -0.640525 0.544000 0.285714 0.005364 0.36 0.37
5 2022 2023 -0.177892 0.542169 0.444444 -0.000709 -0.08 -0.07
5 2023 2024 0.424104 0.520000 0.285714 0.030944 1.40 1.31
5 2024 2025 0.776185 0.554217 0.333333 0.149316 7.71 7.76
5 2025 2026 -0.620642 0.483871 0.000000 -0.029174 0.01 -0.89

seasonalcomparekey_figuresSegmentePlot
1994 1995
Corr: 0.1931
Hit Rate Returns: 0.4701
Hit Rate Segments: 0.5714
Avg Real: 0.0130
TypeStartEndSeasonRealOK
L01-0101-160.0700.017
H01-1602-24-0.081-0.040
L02-2404-030.0890.139
H04-0304-25-0.0530.089
L04-2505-230.113-0.063
H05-2306-27-0.046-0.017
L06-2707-060.057-0.046
H07-0610-15-0.1560.057
L10-1512-310.063-0.034
1995 1996
Corr: -0.6037
Hit Rate Returns: 0.4524
Hit Rate Segments: 0.6364
Avg Real: -0.0102
TypeStartEndSeasonRealOK
L01-0101-160.0240.024
H01-1602-27-0.0800.000
L02-2705-060.223-0.002
L05-0607-170.030-0.094
H07-1709-13-0.1200.013
L09-1312-310.007-0.049
1996 1997
Corr: -0.4214
Hit Rate Returns: 0.4802
Hit Rate Segments: 0.4286
Avg Real: 0.0409
TypeStartEndSeasonRealOK
L01-0102-060.1150.028
H02-0603-04-0.0720.081
L03-0404-010.117-0.047
H04-0104-16-0.050-0.045
L04-1605-060.126-0.015
H05-0612-02-0.1470.130
L12-0212-310.1240.140
1997 1998
Corr: -0.6992
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.3333
Avg Real: -0.0062
TypeStartEndSeasonRealOK
L01-0102-140.1490.196
H02-1403-05-0.069-0.072
L03-0505-230.172-0.185
H05-2308-06-0.0990.057
L08-0608-220.088-0.042
H08-2212-02-0.052-0.072
L12-0212-280.1280.037
H12-2812-31-0.0320.017
1998 1999
Corr: 0.1621
Hit Rate Returns: 0.4422
Hit Rate Segments: 0.7143
Avg Real: 0.0180
TypeStartEndSeasonRealOK
L01-0103-310.2080.006
H03-3107-16-0.1870.022
L07-1609-300.1020.101
H09-3012-02-0.093-0.099
L12-0212-310.0800.065
1999 2000
Corr: 0.3664
Hit Rate Returns: 0.4640
Hit Rate Segments: 0.5714
Avg Real: -0.0203
TypeStartEndSeasonRealOK
L01-0102-140.215-0.024
H02-1403-06-0.122-0.028
L03-0605-040.0890.006
H05-0407-19-0.166-0.024
L07-1912-020.039-0.060
L12-0212-310.228-0.022
2000 2001
Corr: 0.5593
Hit Rate Returns: 0.4737
Hit Rate Segments: 1.0000
Avg Real: 0.0016
TypeStartEndSeasonRealOK
L01-0101-120.0420.013
L01-1201-310.0700.035
L01-3102-050.102-0.022
H02-0505-28-0.246-0.029
H05-2812-02-0.003-0.079
L12-0212-310.0680.083
2001 2002
Corr: -0.3606
Hit Rate Returns: 0.4661
Hit Rate Segments: 0.3333
Avg Real: 0.0046
TypeStartEndSeasonRealOK
L01-0102-050.224-0.037
H02-0505-31-0.2160.131
H05-3109-16-0.015-0.098
L09-1610-040.110-0.015
H10-0412-02-0.092-0.011
L12-0212-310.2270.072
2002 2003
Corr: -0.4756
Hit Rate Returns: 0.4542
Hit Rate Segments: 0.5714
Avg Real: 0.0378
TypeStartEndSeasonRealOK
L01-0102-050.190-0.015
H02-0503-17-0.151-0.058
H03-1708-30-0.0440.133
L08-3009-280.1070.027
H09-2812-02-0.1080.090
L12-0212-310.1880.094
2003 2004
Corr: -0.2695
Hit Rate Returns: 0.4183
Hit Rate Segments: 0.1429
Avg Real: 0.0185
TypeStartEndSeasonRealOK
L01-0102-040.1540.029
H02-0403-30-0.1080.270
L03-3009-280.109-0.195
H09-2811-21-0.0760.164
L11-2112-310.168-0.124
2004 2005
Corr: 0.4161
Hit Rate Returns: 0.5259
Hit Rate Segments: 0.5714
Avg Real: 0.0530
TypeStartEndSeasonRealOK
L01-0104-060.1510.094
H04-0605-07-0.135-0.026
L05-0707-140.081-0.015
H07-1409-08-0.0580.003
L09-0809-300.0700.073
H09-3011-02-0.0360.011
L11-0212-060.0840.182
H12-0612-10-0.0560.045
L12-1012-310.0860.005
2005 2006
Corr: 0.3490
Hit Rate Returns: 0.4520
Hit Rate Segments: 0.4286
Avg Real: 0.0498
TypeStartEndSeasonRealOK
L01-0103-090.2580.082
L03-0904-110.0160.277
H04-1104-29-0.1310.133
L04-2909-080.041-0.197
L09-0812-200.1670.037
L12-2012-310.1240.047
2006 2007
Corr: 0.5340
Hit Rate Returns: 0.4520
Hit Rate Segments: 0.7143
Avg Real: 0.0233
TypeStartEndSeasonRealOK
L01-0102-070.1600.086
L02-0704-100.2460.019
H04-1006-14-0.187-0.058
L06-1408-070.153-0.005
H08-0709-14-0.083-0.043
L09-1412-070.3230.145
H12-0712-31-0.0170.034
2007 2008
Corr: -0.7567
Hit Rate Returns: 0.4940
Hit Rate Segments: 0.5714
Avg Real: -0.0403
TypeStartEndSeasonRealOK
L01-0104-190.4490.172
H04-1906-14-0.203-0.057
L06-1408-030.1600.022
H08-0309-14-0.070-0.398
L09-1412-040.356-0.106
H12-0412-16-0.1060.113
L12-1612-310.1070.008
2008 2009
Corr: 0.0613
Hit Rate Returns: 0.4980
Hit Rate Segments: 0.4286
Avg Real: 0.0665
TypeStartEndSeasonRealOK
L01-0104-190.4410.027
H04-1904-24-0.1450.069
H04-2406-14-0.1200.169
L06-1408-030.1500.014
H08-0309-16-0.2420.272
L09-1612-310.361-0.045
2009 2010
Corr: 0.6574
Hit Rate Returns: 0.5020
Hit Rate Segments: 0.4286
Avg Real: 0.1122
TypeStartEndSeasonRealOK
L01-0102-220.330-0.075
L02-2206-020.1510.119
H06-0209-14-0.1990.115
L09-1409-220.1580.046
L09-2212-230.0540.467
L12-2312-310.5030.090
2010 2011
Corr: 0.0560
Hit Rate Returns: 0.5259
Hit Rate Segments: 0.4444
Avg Real: -0.0062
TypeStartEndSeasonRealOK
L01-0105-120.4790.129
H05-1206-13-0.1710.003
L06-1308-040.1210.134
H08-0408-17-0.1680.045
L08-1710-280.103-0.158
L10-2811-240.253-0.118
H11-2412-23-0.048-0.062
L12-2312-310.619-0.044
2011 2012
Corr: -0.1747
Hit Rate Returns: 0.4640
Hit Rate Segments: 0.4286
Avg Real: 0.0049
TypeStartEndSeasonRealOK
L01-0104-230.3650.040
H04-2305-05-0.132-0.015
L05-0508-030.158-0.076
H08-0308-17-0.1790.009
L08-1709-210.1410.218
H09-2110-24-0.125-0.096
L10-2411-080.1500.022
L11-0812-310.033-0.068
2012 2013
Corr: -0.6805
Hit Rate Returns: 0.4980
Hit Rate Segments: 0.1429
Avg Real: -0.0516
TypeStartEndSeasonRealOK
L01-0103-050.448-0.075
H03-0505-05-0.139-0.148
L05-0508-030.135-0.132
H08-0308-17-0.1380.113
L08-1709-200.186-0.043
H09-2010-02-0.150-0.003
L10-0211-240.170-0.060
H11-2412-23-0.119-0.028
L12-2312-310.317-0.001
2013 2014
Corr: -0.7723
Hit Rate Returns: 0.4582
Hit Rate Segments: 0.4286
Avg Real: -0.0310
TypeStartEndSeasonRealOK
L01-0104-290.265-0.027
H04-2907-02-0.2260.081
L07-0209-080.339-0.105
H09-0809-26-0.125-0.069
L09-2612-010.181-0.059
H12-0112-30-0.143-0.008
L12-3012-310.322-0.030
2014 2015
Corr: -0.1589
Hit Rate Returns: 0.5020
Hit Rate Segments: 0.7143
Avg Real: -0.0172
TypeStartEndSeasonRealOK
L01-0104-290.2020.055
H04-2905-05-0.142-0.004
H05-0506-27-0.070-0.049
L06-2709-080.209-0.060
H09-0809-30-0.126-0.019
L09-3012-100.076-0.025
H12-1012-25-0.1040.014
L12-2512-310.202-0.006
2015 2016
Corr: -0.2245
Hit Rate Returns: 0.4680
Hit Rate Segments: 0.8333
Avg Real: 0.0301
TypeStartEndSeasonRealOK
L01-0104-290.1860.287
H04-2905-11-0.148-0.031
H05-1106-27-0.0720.023
L06-2709-080.1800.136
H09-0810-01-0.161-0.032
L10-0110-280.076-0.072
H10-2812-31-0.182-0.130
2016 2017
Corr: 0.6039
Hit Rate Returns: 0.4840
Hit Rate Segments: 0.7143
Avg Real: 0.0101
TypeStartEndSeasonRealOK
L01-0102-140.1960.103
H02-1406-27-0.182-0.079
L06-2707-030.074-0.035
H07-0308-05-0.0540.009
L08-0509-080.1270.104
H09-0812-22-0.226-0.097
L12-2212-310.1830.037
2017 2018
Corr: 0.6067
Hit Rate Returns: 0.5600
Hit Rate Segments: 0.4286
Avg Real: -0.0132
TypeStartEndSeasonRealOK
L01-0102-140.160-0.019
H02-1403-09-0.098-0.016
H03-0906-07-0.0820.004
H06-0708-05-0.001-0.075
L08-0509-070.093-0.067
H09-0712-17-0.2150.033
L12-1712-310.1370.048
2018 2019
Corr: -0.5620
Hit Rate Returns: 0.4821
Hit Rate Segments: 0.7143
Avg Real: 0.0213
TypeStartEndSeasonRealOK
L01-0102-150.1850.017
H02-1503-11-0.079-0.029
L03-1107-120.069-0.007
H07-1211-30-0.2010.117
L11-3012-310.0910.057
2019 2020
Corr: 0.3359
Hit Rate Returns: 0.4722
Hit Rate Segments: 0.4444
Avg Real: 0.0577
TypeStartEndSeasonRealOK
L01-0102-150.183-0.018
H02-1507-07-0.0530.004
L07-0708-260.0210.513
L08-2609-030.089-0.050
H09-0312-15-0.155-0.119
L12-1512-310.1990.104
2020 2021
Corr: -0.6958
Hit Rate Returns: 0.4940
Hit Rate Segments: 0.8571
Avg Real: -0.0241
TypeStartEndSeasonRealOK
L01-0102-240.1790.028
H02-2403-19-0.134-0.064
L03-1907-070.153-0.005
L07-0708-100.249-0.103
H08-1011-30-0.200-0.019
L11-3012-310.2280.017
2021 2022
Corr: -0.6405
Hit Rate Returns: 0.5440
Hit Rate Segments: 0.2857
Avg Real: 0.0054
TypeStartEndSeasonRealOK
L01-0102-010.182-0.010
H02-0103-19-0.1660.101
L03-1907-070.079-0.263
L07-0708-100.1810.060
H08-1012-09-0.1530.127
L12-0912-310.2070.022
2022 2023
Corr: -0.1779
Hit Rate Returns: 0.5422
Hit Rate Segments: 0.4444
Avg Real: -0.0007
TypeStartEndSeasonRealOK
L01-0102-240.149-0.134
H02-2403-19-0.1320.076
L03-1907-140.0270.101
L07-1408-080.165-0.091
H08-0809-27-0.146-0.010
L09-2712-310.1990.052
2023 2024
Corr: 0.4241
Hit Rate Returns: 0.5200
Hit Rate Segments: 0.2857
Avg Real: 0.0309
TypeStartEndSeasonRealOK
L01-0102-010.174-0.021
H02-0103-19-0.1340.073
L03-1907-060.0430.268
L07-0608-060.162-0.170
H08-0609-30-0.1100.187
L09-3012-310.201-0.100
2024 2025
Corr: 0.7762
Hit Rate Returns: 0.5542
Hit Rate Segments: 0.3333
Avg Real: 0.1493
TypeStartEndSeasonRealOK
L01-0102-010.0670.059
H02-0103-19-0.1040.082
L03-1905-290.200-0.020
H05-2907-01-0.0820.092
L07-0108-060.1170.061
L08-0612-310.0501.109
2025 2026
Corr: -0.6206
Hit Rate Returns: 0.4839
Hit Rate Segments: 0.0000
Avg Real: -0.0292
TypeStartEndSeasonRealOK
H01-0102-27-0.0660.292
L02-2704-150.180-0.286