Seasonality SPX 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	0.619908	0.549801	0.500000	0.058955	4.94	4.26
5	1995	1996	0.840368	0.539683	0.777778	0.021740	0.93	0.92
5	1996	1997	0.860242	0.519841	0.333333	0.035190	1.65	1.69
5	1997	1998	0.405803	0.577689	0.571429	0.037409	1.09	1.07
5	1998	1999	0.757752	0.509960	0.545455	0.017851	0.64	0.66
5	1999	2000	-0.344357	0.532000	0.555556	-0.010215	-0.24	-0.24
5	2000	2001	-0.596523	0.538462	0.714286	-0.015644	-0.49	-0.48
5	2001	2002	-0.571827	0.474104	0.444444	-0.023961	-1.54	-1.20
5	2002	2003	-0.516361	0.498008	0.571429	0.031885	-49.15	170.86
5	2003	2004	0.067933	0.561753	0.571429	0.014134	-10.37	-5.14
5	2004	2005	-0.245263	0.549801	0.333333	0.006845	-1.05	-0.81
5	2005	2006	0.147372	0.436000	0.500000	0.014528	7.93	6.70
5	2006	2007	-0.042890	0.500000	0.142857	0.005667	0.42	0.56
5	2007	2008	-0.868788	0.553785	0.615385	-0.028669	-2.11	-2.37
5	2008	2009	-0.592681	0.474104	0.428571	0.028102	-4.35	-5.40
5	2009	2010	-0.091385	0.486056	0.500000	0.016096	3.48	58.97
5	2010	2011	-0.480484	0.482072	0.571429	0.001142	-0.09	0.06
5	2011	2012	0.099371	0.467742	0.666667	0.021429	3.01	2.53
5	2012	2013	0.502523	0.529880	0.571429	0.038148	4.76	5.28
5	2013	2014	0.810157	0.478088	0.444444	0.011650	0.46	0.43
5	2014	2015	0.039905	0.474104	0.857143	-0.003467	-0.03	-0.13
5	2015	2016	0.799273	0.588000	0.285714	0.015592	0.60	0.65
5	2016	2017	0.933909	0.532000	0.500000	0.017780	0.86	0.84
5	2017	2018	-0.085573	0.464000	0.454545	-0.005867	-0.30	-0.28
5	2018	2019	0.859981	0.561753	0.727273	0.025834	2.38	2.17
5	2019	2020	0.515688	0.503968	0.555556	0.016422	0.98	0.92
5	2020	2021	0.942566	0.513944	0.714286	0.040750	1.23	1.24
5	2021	2022	-0.752959	0.460000	0.333333	-0.022445	-0.64	-0.66
5	2022	2023	0.843354	0.550201	0.888889	0.028280	1.51	1.61
5	2023	2024	0.831085	0.456000	0.428571	0.037900	1.03	1.09
5	2024	2025	0.852459	0.534137	0.857143	0.023283	0.88	0.80
5	2025	2026	-0.247989	0.567164	0.400000	-0.001418	-0.03	-0.19

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: 0.6199

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.5000

Avg Real: 0.0590

Type	Start	End	Season	Real	OK
H	01-01	04-29	-0.005	0.121	✘
L	04-29	06-01	0.064	0.042	✔
H	06-01	10-09	-0.069	0.098	✘
L	10-09	12-30	0.079	0.082	✔

1995

1996

Corr: 0.8404

Hit Rate Returns: 0.5397

Hit Rate Segments: 0.7778

Avg Real: 0.0217

Type	Start	End	Season	Real	OK
L	01-01	02-11	0.108	0.057	✔
L	02-11	06-26	0.020	0.005	✔
L	06-26	09-01	0.071	-0.020	✘
H	09-01	10-09	-0.031	0.068	✘
L	10-09	12-30	0.102	0.092	✔
H	12-30	12-31	-0.028	-0.021	✔

1996

1997

Corr: 0.8602

Hit Rate Returns: 0.5198

Hit Rate Segments: 0.3333

Avg Real: 0.0352

Type	Start	End	Season	Real	OK
L	01-01	02-12	0.120	0.089	✔
H	02-12	04-08	-0.024	-0.050	✔
L	04-08	06-05	0.058	0.105	✔
H	06-05	07-23	-0.021	0.126	✘
L	07-23	12-27	0.149	-0.000	✘
H	12-27	12-31	-0.023	0.023	✘

1997

1998

Corr: 0.4058

Hit Rate Returns: 0.5777

Hit Rate Segments: 0.5714

Avg Real: 0.0374

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.062	-0.049	✘
L	01-10	02-13	0.072	0.083	✔
H	02-13	04-11	-0.052	0.093	✘
L	04-11	06-14	0.102	-0.011	✘
L	06-14	12-31	0.118	0.156	✔

1998

1999

Corr: 0.7578

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.5455

Avg Real: 0.0179

Type	Start	End	Season	Real	OK
L	01-01	07-17	0.304	0.155	✔
L	07-17	08-25	0.000	-0.021	✘
H	08-25	08-31	-0.056	-0.050	✔
L	08-31	09-16	0.070	-0.002	✘
H	09-16	10-27	-0.016	-0.018	✔
L	10-27	11-29	0.109	0.090	✔
L	11-29	12-31	0.002	0.050	✔

1999

2000

Corr: -0.3444

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5556

Avg Real: -0.0102

Type	Start	End	Season	Real	OK
L	01-01	07-03	0.390	0.010	✔
H	07-03	08-25	-0.017	0.026	✘
H	08-25	08-31	-0.075	0.008	✘
L	08-31	09-16	0.081	-0.036	✘
H	09-16	10-27	-0.012	-0.045	✔
L	10-27	11-28	0.151	-0.030	✘
H	11-28	12-14	-0.035	0.003	✘
L	12-14	12-31	0.189	-0.014	✘

2000

2001

Corr: -0.5965

Hit Rate Returns: 0.5385

Hit Rate Segments: 0.7143

Avg Real: -0.0156

Type	Start	End	Season	Real	OK
L	01-01	03-25	0.197	-0.112	✘
H	03-25	05-29	-0.018	0.090	✘
L	05-29	07-03	0.086	-0.026	✘
H	07-03	08-25	-0.020	-0.039	✔
H	08-25	08-31	-0.070	-0.036	✔
L	08-31	10-27	0.019	-0.023	✘
L	10-27	11-27	0.109	0.055	✔
H	11-27	12-20	-0.040	-0.007	✔
L	12-20	12-31	0.175	0.006	✔

2001

2002

Corr: -0.5718

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.4444

Avg Real: -0.0240

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.008	-0.038	✘
L	04-14	07-17	0.156	-0.170	✘
H	07-17	10-18	-0.141	-0.019	✔
L	10-18	12-05	0.132	0.019	✔
H	12-05	12-20	-0.053	-0.009	✔
L	12-20	12-31	0.093	-0.014	✘

2002

2003

Corr: -0.5164

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5714

Avg Real: 0.0319

Type	Start	End	Season	Real	OK
L	01-01	05-16	0.070	0.039	✔
H	05-16	07-17	-0.024	0.041	✘
H	07-17	08-05	-0.083	-0.018	✔
L	08-05	08-25	0.054	0.031	✔
H	08-25	10-09	-0.134	0.050	✘
L	10-09	11-27	0.131	0.022	✔
L	11-27	12-31	0.034	0.059	✔

2003

2004

Corr: 0.0679

Hit Rate Returns: 0.5618

Hit Rate Segments: 0.5714

Avg Real: 0.0141

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.127	0.012	✔
H	01-10	02-24	-0.096	0.011	✘
L	02-24	06-05	0.090	-0.015	✘
H	06-05	08-25	-0.026	-0.032	✔
H	08-25	09-23	-0.103	0.003	✘
L	09-23	12-31	0.126	0.093	✔

2004

2005

Corr: -0.2453

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.3333

Avg Real: 0.0068

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.012	-0.015	✘
H	01-14	03-14	-0.095	0.019	✘
L	03-14	06-05	0.073	-0.009	✘
H	06-05	07-23	-0.093	0.030	✘
L	07-23	09-02	0.056	-0.009	✘
H	09-02	09-27	-0.079	-0.002	✔
L	09-27	11-06	0.088	0.004	✔
H	11-06	12-31	-0.041	0.021	✘

2005

2006

Corr: 0.1474

Hit Rate Returns: 0.4360

Hit Rate Segments: 0.5000

Avg Real: 0.0145

Type	Start	End	Season	Real	OK
H	01-03	03-24	-0.087	0.027	✘
L	03-24	06-05	0.065	-0.030	✘
H	06-05	07-23	-0.090	-0.020	✔
L	07-23	08-26	0.056	0.027	✔
H	08-26	09-23	-0.073	0.010	✘
L	09-23	12-31	0.144	0.072	✔

2006

2007

Corr: -0.0429

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.1429

Avg Real: 0.0057

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.128	-0.005	✘
H	01-06	02-07	-0.057	0.026	✘
L	02-07	06-18	0.054	0.057	✔
H	06-18	07-23	-0.092	0.007	✘
L	07-23	07-31	0.051	-0.061	✘
H	07-31	10-09	-0.004	0.078	✘
L	10-09	12-31	0.139	-0.068	✘

2007

2008

Corr: -0.8688

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.6154

Avg Real: -0.0287

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.118	-0.021	✘
H	01-14	03-11	-0.058	-0.066	✔
L	03-11	06-04	0.102	0.039	✔
H	06-04	08-14	-0.037	-0.058	✔
L	08-14	09-18	0.069	-0.060	✘
H	09-18	10-22	-0.016	-0.214	✔
L	10-22	12-31	0.123	0.004	✔

2008

2009

Corr: -0.5927

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.4286

Avg Real: 0.0281

Type	Start	End	Season	Real	OK
L	01-01	06-01	0.018	0.012	✔
H	06-01	10-01	-0.029	0.093	✘
H	10-01	10-10	-0.080	0.045	✘
L	10-10	11-04	0.043	-0.032	✘
H	11-04	11-20	-0.076	0.048	✘
L	11-20	12-16	0.079	0.019	✔
H	12-16	12-31	-0.004	0.006	✘

2009

2010

Corr: -0.0914

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.5000

Avg Real: 0.0161

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.110	0.007	✘
L	03-09	05-06	0.147	-0.011	✘
L	05-06	09-19	0.040	-0.002	✘
H	09-19	11-20	-0.140	0.050	✘
L	11-20	12-31	0.095	0.053	✔

2010

2011

Corr: -0.4805

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.5714

Avg Real: 0.0011

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.116	0.002	✔
H	01-06	03-09	-0.093	0.036	✘
L	03-09	05-04	0.162	0.021	✔
H	05-04	07-02	-0.080	-0.006	✔
L	07-02	09-20	0.112	-0.107	✘
H	09-20	11-20	-0.109	0.011	✘
L	11-20	12-31	0.130	0.051	✔

2011

2012

Corr: 0.0994

Hit Rate Returns: 0.4677

Hit Rate Segments: 0.6667

Avg Real: 0.0214

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.102	0.001	✔
H	01-06	03-07	-0.096	0.059	✘
L	03-07	05-04	0.145	0.013	✔
H	05-04	08-19	-0.075	0.038	✘
L	08-19	09-20	0.084	0.033	✔
H	09-20	11-20	-0.125	-0.057	✔
L	11-20	12-31	0.107	0.030	✔

2012

2013

Corr: 0.5025

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.5714

Avg Real: 0.0381

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.106	0.003	✔
H	01-06	03-07	-0.081	0.056	✘
L	03-07	05-01	0.126	0.026	✔
H	05-01	07-12	-0.073	0.067	✘
L	07-12	09-20	0.101	0.020	✔
H	09-20	11-20	-0.129	0.049	✘
L	11-20	12-31	0.112	0.046	✔

2013

2014

Corr: 0.8102

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.4444

Avg Real: 0.0117

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.165	-0.003	✘
H	01-06	03-07	-0.040	0.028	✘
L	03-07	04-29	0.124	0.000	✔
H	04-29	06-24	-0.056	0.039	✘
L	06-24	07-26	0.080	0.015	✔
H	07-26	09-02	-0.046	0.013	✘
L	09-02	09-18	0.079	0.005	✔
H	09-18	10-03	-0.052	-0.024	✔
L	10-03	12-31	0.191	0.050	✔

2014

2015

Corr: 0.0399

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.8571

Avg Real: -0.0035

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.212	0.004	✔
H	04-02	06-05	-0.055	0.013	✘
L	06-05	07-26	0.062	-0.006	✘
H	07-26	08-21	-0.060	-0.047	✔
L	08-21	09-18	0.075	-0.006	✘
H	09-18	10-03	-0.049	-0.003	✔
L	10-03	11-06	0.088	0.054	✔
H	11-06	12-15	-0.015	-0.027	✔
L	12-15	12-31	0.095	0.000	✔

2015

2016

Corr: 0.7993

Hit Rate Returns: 0.5880

Hit Rate Segments: 0.2857

Avg Real: 0.0156

Type	Start	End	Season	Real	OK
L	01-01	04-29	0.213	0.026	✔
H	04-29	06-25	-0.032	-0.014	✔
L	06-25	07-22	0.059	0.087	✔
H	07-22	08-08	-0.058	0.003	✘
H	08-08	09-04	-0.016	-0.000	✔
L	09-04	09-18	0.058	-0.024	✘
H	09-18	10-03	-0.054	0.011	✘
L	10-03	10-29	0.084	-0.017	✘
H	10-29	12-14	-0.018	0.063	✘
L	12-14	12-31	0.136	-0.007	✘

2016

2017

Corr: 0.9339

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5000

Avg Real: 0.0178

Type	Start	End	Season	Real	OK
L	01-01	01-31	0.073	0.009	✔
L	01-31	03-20	0.089	0.042	✔
H	03-20	06-25	-0.000	0.029	✘
L	06-25	07-19	0.064	0.015	✔
H	07-19	10-14	-0.023	0.035	✘
L	10-14	11-24	0.073	0.020	✔
H	11-24	12-31	-0.004	0.032	✘

2017

2018

Corr: -0.0856

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.4545

Avg Real: -0.0059

Type	Start	End	Season	Real	OK
H	01-01	02-05	-0.020	-0.017	✔
L	02-05	07-20	0.177	0.057	✔
H	07-20	08-25	-0.052	0.027	✘
L	08-25	10-15	0.020	-0.054	✘
L	10-15	11-27	0.084	-0.025	✘
H	11-27	12-31	-0.001	-0.065	✔

2018

2019

Corr: 0.8600

Hit Rate Returns: 0.5618

Hit Rate Segments: 0.7273

Avg Real: 0.0258

Type	Start	End	Season	Real	OK
H	01-01	02-08	-0.058	0.079	✘
L	02-08	03-18	0.086	0.050	✔
L	03-18	07-20	0.063	0.057	✔
H	07-20	10-14	-0.032	-0.008	✔
L	10-14	11-30	0.065	0.070	✔
H	11-30	12-31	-0.065	0.047	✘

2019

2020

Corr: 0.5157

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.5556

Avg Real: 0.0164

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.030	0.021	✔
L	02-08	03-18	0.083	-0.293	✘
H	03-18	06-27	-0.003	0.188	✘
L	06-27	07-29	0.060	0.063	✔
H	07-29	08-25	-0.053	0.057	✘
L	08-25	12-01	0.093	0.067	✔
H	12-01	12-31	-0.024	0.029	✘

2020

2021

Corr: 0.9426

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7143

Avg Real: 0.0408

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.100	0.062	✔
H	02-17	03-23	-0.103	-0.006	✔
L	03-23	06-08	0.177	0.086	✔
H	06-08	06-27	-0.050	0.014	✘
L	06-27	09-02	0.124	0.067	✔
H	09-02	10-28	-0.058	0.016	✘
L	10-28	12-31	0.157	0.046	✔

2021

2022

Corr: -0.7530

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.3333

Avg Real: -0.0224

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.154	-0.087	✘
H	02-17	03-23	-0.121	0.016	✘
L	03-23	04-17	0.126	-0.013	✘
L	04-17	09-02	0.151	-0.097	✘
H	09-02	10-28	-0.030	-0.005	✔
L	10-28	12-31	0.214	-0.013	✘

2022

2023

Corr: 0.8434

Hit Rate Returns: 0.5502

Hit Rate Segments: 0.8889

Avg Real: 0.0283

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.096	0.070	✔
H	02-16	03-23	-0.117	-0.037	✔
L	03-23	04-19	0.112	0.054	✔
H	04-19	05-13	-0.049	-0.008	✔
L	05-13	09-02	0.130	0.099	✔
H	09-02	10-11	-0.058	-0.031	✔
L	10-11	12-31	0.154	0.103	✔

2023

2024

Corr: 0.8311

Hit Rate Returns: 0.4560

Hit Rate Segments: 0.4286

Avg Real: 0.0379

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.201	0.060	✔
H	02-15	03-23	-0.129	0.043	✘
L	03-23	04-19	0.118	-0.053	✘
L	04-19	08-13	0.087	0.099	✔
H	08-13	10-02	-0.074	0.058	✘
L	10-02	12-31	0.248	0.036	✔

2024

2025

Corr: 0.8525

Hit Rate Returns: 0.5341

Hit Rate Segments: 0.8571

Avg Real: 0.0233

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.162	0.042	✔
H	02-15	03-12	-0.126	-0.090	✔
L	03-12	04-09	0.097	-0.024	✘
L	04-09	09-02	0.110	0.163	✔
H	09-02	10-02	-0.075	0.051	✘
L	10-02	12-31	0.193	0.022	✔

2025

2026

Corr: -0.2480

Hit Rate Returns: 0.5672

Hit Rate Segments: 0.4000

Avg Real: -0.0014

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.128	-0.003	✘
H	02-15	04-22	-0.035	-0.004	✔