Seasonality SPX 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	0.275731	0.513944	0.250000	0.012854	0.95	0.81
20	2010	2011	-0.451488	0.501992	0.714286	-0.005771	-0.08	-0.29
20	2011	2012	0.382106	0.467742	0.428571	0.017195	1.03	1.09
20	2012	2013	0.925413	0.537849	0.857143	0.038723	2.15	2.25
20	2013	2014	0.887516	0.478088	0.571429	0.018765	0.90	0.99
20	2014	2015	-0.052610	0.486056	0.750000	0.001189	-0.05	0.10
20	2015	2016	0.849713	0.492000	0.444444	0.010481	0.88	0.72
20	2016	2017	0.848126	0.536000	0.625000	0.021693	1.52	1.71
20	2017	2018	-0.279977	0.508000	0.428571	-0.010510	-0.61	-0.69
20	2018	2019	0.835091	0.545817	0.571429	0.041345	3.19	3.46
20	2019	2020	0.472464	0.531746	0.555556	0.015485	1.73	1.77
20	2020	2021	0.922643	0.533865	0.714286	0.041914	2.36	2.68
20	2021	2022	-0.725213	0.504000	0.428571	-0.030371	-1.29	-1.37
20	2022	2023	0.881587	0.510040	0.857143	0.035328	1.61	1.72
20	2023	2024	0.891555	0.484000	0.571429	0.034059	1.64	1.68
20	2024	2025	0.788918	0.546185	0.888889	0.019121	1.08	1.26
20	2025	2026	-0.327779	0.641791	0.666667	-0.002364	-0.04	-0.24

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.2757

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.2500

Avg Real: 0.0129

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.018	0.007	✘
L	03-09	06-05	0.084	-0.067	✘
H	06-05	09-16	-0.010	0.065	✘
H	09-16	10-09	-0.041	0.036	✘
L	10-09	12-31	0.100	0.081	✔

2010

2011

Corr: -0.4515

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7143

Avg Real: -0.0058

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.011	0.038	✘
L	03-09	06-05	0.075	-0.016	✘
L	06-05	09-16	0.006	-0.055	✘
H	09-16	10-09	-0.035	-0.048	✔
L	10-09	12-31	0.100	0.049	✔

2011

2012

Corr: 0.3821

Hit Rate Returns: 0.4677

Hit Rate Segments: 0.4286

Avg Real: 0.0172

Type	Start	End	Season	Real	OK
H	01-01	03-09	-0.004	0.073	✘
L	03-09	06-05	0.071	-0.067	✘
L	06-05	09-16	0.002	0.141	✔
H	09-16	10-09	-0.036	-0.015	✔
L	10-09	12-05	0.080	-0.025	✘
H	12-05	12-31	-0.005	0.013	✘

2012

2013

Corr: 0.9254

Hit Rate Returns: 0.5378

Hit Rate Segments: 0.8571

Avg Real: 0.0387

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.087	-0.002	✘
H	01-03	03-02	-0.017	0.040	✘
L	03-02	06-05	0.069	0.057	✔
L	06-05	09-16	0.011	0.061	✔
H	09-16	10-09	-0.036	-0.028	✔
L	10-09	12-31	0.098	0.131	✔

2013

2014

Corr: 0.8875

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.5714

Avg Real: 0.0188

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.095	-0.000	✘
H	01-03	03-02	-0.017	0.015	✘
L	03-02	05-05	0.067	0.021	✔
L	05-05	09-16	0.020	0.062	✔
H	09-16	10-09	-0.039	-0.039	✔
L	10-09	12-31	0.109	0.071	✔

2014

2015

Corr: -0.0526

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.7500

Avg Real: 0.0012

Type	Start	End	Season	Real	OK
L	01-01	03-02	0.006	0.029	✔
L	03-02	05-05	0.070	-0.014	✘
L	05-05	09-16	0.024	-0.046	✘
H	09-16	10-09	-0.039	0.010	✘
L	10-09	12-05	0.089	0.037	✔
L	12-05	12-31	0.007	-0.016	✘

2015

2016

Corr: 0.8497

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4444

Avg Real: 0.0105

Type	Start	End	Season	Real	OK
L	01-01	03-14	0.009	0.003	✔
L	03-14	05-02	0.057	0.031	✔
L	05-02	09-16	0.011	0.029	✔
H	09-16	10-09	-0.035	0.007	✘
L	10-09	12-05	0.085	0.020	✔
L	12-05	12-31	0.010	0.017	✔

2016

2017

Corr: 0.8481

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.6250

Avg Real: 0.0217

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.001	0.047	✔
L	02-28	05-02	0.068	0.012	✔
L	05-02	09-16	0.008	0.048	✔
H	09-16	10-09	-0.036	0.018	✘
L	10-09	12-31	0.101	0.057	✔

2017

2018

Corr: -0.2800

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.4286

Avg Real: -0.0105

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.095	0.006	✔
H	01-03	02-28	-0.019	0.000	✘
L	02-28	05-02	0.068	-0.029	✘
H	05-02	09-16	-0.002	0.100	✘
H	09-16	10-09	-0.038	-0.003	✔
L	10-09	12-31	0.106	-0.139	✘

2018

2019

Corr: 0.8351

Hit Rate Returns: 0.5458

Hit Rate Segments: 0.5714

Avg Real: 0.0413

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.077	-0.025	✘
H	01-03	02-28	-0.026	0.134	✘
L	02-28	06-02	0.066	-0.013	✘
L	06-02	09-16	0.003	0.101	✔
H	09-16	10-09	-0.036	-0.031	✔
L	10-09	12-31	0.084	0.124	✔

2019

2020

Corr: 0.4725

Hit Rate Returns: 0.5317

Hit Rate Segments: 0.5556

Avg Real: 0.0155

Type	Start	End	Season	Real	OK
H	01-01	03-10	-0.005	-0.115	✔
L	03-10	05-02	0.056	-0.016	✘
L	05-02	09-16	0.010	0.167	✔
H	09-16	10-09	-0.040	0.028	✘
L	10-09	12-06	0.067	0.068	✔
H	12-06	12-31	-0.005	0.020	✘

2020

2021

Corr: 0.9226

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.7143

Avg Real: 0.0419

Type	Start	End	Season	Real	OK
H	01-04	03-16	-0.028	0.071	✘
L	03-16	05-04	0.066	0.055	✔
L	05-04	09-16	0.023	0.084	✔
H	09-16	10-09	-0.034	-0.022	✔
L	10-09	12-06	0.078	0.062	✔
H	12-06	12-31	-0.013	0.047	✘

2021

2022

Corr: -0.7252

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.4286

Avg Real: -0.0304

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.085	-0.021	✘
H	01-06	03-16	-0.013	-0.071	✔
L	03-16	04-29	0.061	-0.047	✘
L	04-29	09-16	0.043	-0.054	✘
H	09-16	10-09	-0.032	-0.049	✔
L	10-09	12-31	0.098	0.047	✔

2022

2023

Corr: 0.8816

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.8571

Avg Real: 0.0353

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.081	0.038	✔
H	01-11	03-12	-0.023	-0.028	✔
L	03-12	04-29	0.066	0.082	✔
L	04-29	09-19	0.052	0.072	✔
H	09-19	10-11	-0.033	-0.018	✔
L	10-11	12-31	0.094	0.103	✔

2023

2024

Corr: 0.8916

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.5714

Avg Real: 0.0341

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.095	0.055	✔
H	02-16	03-12	-0.031	0.036	✘
L	03-12	04-29	0.063	-0.012	✘
H	04-29	06-27	-0.012	0.077	✘
L	06-27	07-30	0.045	-0.010	✘
H	07-30	10-11	-0.025	0.080	✘
L	10-11	12-31	0.092	0.014	✔

2024

2025

Corr: 0.7889

Hit Rate Returns: 0.5462

Hit Rate Segments: 0.8889

Avg Real: 0.0191

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.090	0.042	✔
H	02-16	03-09	-0.030	-0.061	✔
L	03-09	07-23	0.108	0.127	✔
L	07-23	09-19	0.011	0.052	✔
H	09-19	10-11	-0.034	-0.019	✔
L	10-11	12-31	0.088	0.033	✔

2025

2026

Corr: -0.3278

Hit Rate Returns: 0.6418

Hit Rate Segments: 0.6667

Avg Real: -0.0024

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.095	-0.003	✘
H	02-16	03-16	-0.030	-0.021	✔
L	03-16	07-23	0.113	0.017	✔