Seasonality WHEAT 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	-0.334693	0.422311	0.571429	0.025050	5.52	-180.96
15	2005	2006	0.707130	0.488000	0.428571	0.061313	6.39	6.52
15	2006	2007	0.553868	0.500000	0.428571	0.126068	15.27	18.97
15	2007	2008	-0.812584	0.450199	0.333333	-0.038828	-2.35	-2.84
15	2008	2009	-0.387296	0.529880	0.571429	-0.019289	-0.94	-1.40
15	2009	2010	0.811816	0.494024	0.333333	0.048608	2.28	2.46
15	2010	2011	-0.726792	0.505976	0.571429	-0.022657	-0.98	-0.74
15	2011	2012	0.786987	0.500000	0.428571	0.029409	0.94	1.19
15	2012	2013	-0.640376	0.501992	0.714286	-0.029555	-0.84	-0.91
15	2013	2014	-0.651134	0.509960	0.142857	-0.004008	-0.06	-0.31
15	2014	2015	-0.380352	0.494024	0.571429	-0.027343	-0.76	-0.79
15	2015	2016	-0.798748	0.436000	0.333333	-0.016003	-0.52	-0.42
15	2016	2017	-0.070567	0.516000	0.500000	0.005843	0.26	0.19
15	2017	2018	0.608244	0.500000	0.333333	0.026047	0.93	0.98
15	2018	2019	0.371443	0.474104	0.714286	0.013957	0.65	0.69
15	2019	2020	0.586004	0.496032	0.333333	0.015662	0.72	0.72
15	2020	2021	0.767297	0.418327	0.444444	0.021201	0.81	0.60
15	2021	2022	-0.520693	0.488000	0.285714	0.005277	0.21	0.14
15	2022	2023	-0.669321	0.477912	0.555556	-0.015402	-1.46	-0.87
15	2023	2024	-0.188323	0.484000	0.428571	-0.013008	-0.79	-0.76
15	2024	2025	-0.487531	0.485944	0.285714	-0.012368	-1.09	-0.98
15	2025	2026	0.023312	0.387097	0.500000	0.090573	16.72	-24.25

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: -0.3347

Hit Rate Returns: 0.4223

Hit Rate Segments: 0.5714

Avg Real: 0.0251

Type	Start	End	Season	Real	OK
L	01-01	01-08	0.071	0.025	✔
H	01-08	02-28	-0.076	0.098	✘
L	02-28	03-20	0.065	0.064	✔
H	03-20	04-09	-0.066	-0.108	✔
L	04-09	05-18	0.054	0.005	✔
H	05-18	07-08	-0.125	0.045	✘
L	07-08	12-31	0.172	0.036	✔

2005

2006

Corr: 0.7071

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.4286

Avg Real: 0.0613

Type	Start	End	Season	Real	OK
L	01-01	01-08	0.094	-0.044	✘
H	01-08	02-27	-0.066	0.135	✘
L	02-27	03-20	0.074	-0.066	✘
H	03-20	07-08	-0.121	0.090	✘
L	07-08	10-16	0.157	0.462	✔
H	10-16	12-10	-0.045	-0.212	✔
L	12-10	12-31	0.071	0.075	✔

2006

2007

Corr: 0.5539

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: 0.1261

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.070	-0.029	✘
H	03-20	04-09	-0.067	-0.032	✔
L	04-09	05-18	0.073	0.050	✔
H	05-18	07-08	-0.110	0.271	✘
L	07-08	10-16	0.162	0.504	✔
H	10-16	12-10	-0.074	0.169	✘
L	12-10	12-31	0.075	-0.050	✘

2007

2008

Corr: -0.8126

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.3333

Avg Real: -0.0388

Type	Start	End	Season	Real	OK
L	01-01	01-07	0.073	-0.013	✘
H	01-07	04-09	-0.062	0.034	✘
L	04-09	05-18	0.068	-0.173	✘
H	05-18	07-04	-0.081	0.089	✘
L	07-04	10-16	0.204	-0.292	✘
H	10-16	12-11	-0.068	-0.070	✔
L	12-11	12-31	0.083	0.131	✔

2008

2009

Corr: -0.3873

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.5714

Avg Real: -0.0193

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.021	-0.099	✘
H	03-20	07-08	-0.060	-0.101	✔
L	07-08	09-28	0.167	-0.054	✘
H	09-28	12-07	-0.095	0.116	✘
L	12-07	12-31	0.099	0.025	✔

2009

2010

Corr: 0.8118

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.3333

Avg Real: 0.0486

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.104	-0.133	✘
H	03-20	09-06	-0.030	0.398	✘
L	09-06	09-28	0.175	-0.032	✘
H	09-28	12-11	-0.076	0.118	✘
L	12-11	12-31	0.098	0.097	✔

2010

2011

Corr: -0.7268

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.5714

Avg Real: -0.0227

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.137	-0.102	✘
H	03-20	07-04	-0.067	-0.169	✔
L	07-04	09-08	0.055	0.119	✔
L	09-08	09-10	0.081	-0.010	✘
H	09-10	09-13	-0.073	0.020	✘
L	09-13	09-15	0.108	0.009	✔
L	09-15	09-28	0.036	-0.071	✘
H	09-28	12-11	-0.073	-0.081	✔
L	12-11	12-31	0.110	0.096	✔

2011

2012

Corr: 0.7870

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: 0.0294

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.110	-0.049	✘
H	01-06	07-04	-0.066	0.248	✘
L	07-04	08-02	0.131	0.065	✔
H	08-02	09-13	-0.040	0.024	✘
L	09-13	09-28	0.125	0.033	✔
H	09-28	12-11	-0.080	-0.147	✔
L	12-11	12-31	0.132	-0.042	✘

2012

2013

Corr: -0.6404

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7143

Avg Real: -0.0296

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.108	0.000	✔
H	01-03	06-30	-0.043	-0.142	✔
L	06-30	07-23	0.125	0.011	✔
H	07-23	09-08	-0.031	-0.025	✔
L	09-08	09-28	0.144	0.072	✔
H	09-28	12-11	-0.086	-0.064	✔
L	12-11	12-31	0.133	-0.033	✘

2013

2014

Corr: -0.6511

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.1429

Avg Real: -0.0040

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.098	0.015	✔
H	01-06	06-30	-0.052	-0.069	✔
L	06-30	08-02	0.138	-0.051	✘
H	08-02	09-08	-0.052	-0.018	✔
L	09-08	09-28	0.152	-0.099	✘
H	09-28	12-11	-0.088	0.206	✘
L	12-11	12-31	0.116	-0.025	✘

2014

2015

Corr: -0.3804

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.5714

Avg Real: -0.0273

Type	Start	End	Season	Real	OK
H	01-03	06-30	-0.051	0.046	✘
L	06-30	07-18	0.112	-0.106	✘
H	07-18	09-08	-0.035	-0.116	✔
L	09-08	09-17	0.142	0.028	✔
H	09-17	12-11	-0.022	0.002	✘
L	12-11	12-31	0.112	-0.022	✘

2015

2016

Corr: -0.7987

Hit Rate Returns: 0.4360

Hit Rate Segments: 0.3333

Avg Real: -0.0160

Type	Start	End	Season	Real	OK
H	01-02	07-01	-0.045	-0.092	✔
L	07-01	07-18	0.110	0.029	✔
H	07-18	09-04	-0.059	-0.123	✔
L	09-04	09-13	0.030	0.064	✔
L	09-13	09-15	0.115	-0.002	✘
L	09-15	10-29	0.036	0.020	✔
H	10-29	12-31	-0.046	-0.018	✔

2016

2017

Corr: -0.0706

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.5000

Avg Real: 0.0058

Type	Start	End	Season	Real	OK
H	01-02	07-01	-0.031	0.257	✘
L	07-01	08-05	0.110	-0.202	✘
H	08-05	09-04	-0.079	-0.106	✔
L	09-04	09-13	0.039	-0.033	✘
L	09-13	09-15	0.104	0.078	✔
L	09-15	10-29	0.031	-0.054	✘
H	10-29	12-31	-0.038	0.006	✘

2017

2018

Corr: 0.6082

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.3333

Avg Real: 0.0260

Type	Start	End	Season	Real	OK
H	01-02	07-01	-0.020	0.148	✘
L	07-01	07-18	0.101	0.033	✔
H	07-18	09-04	-0.106	0.019	✘
L	09-04	09-13	0.034	-0.072	✘
L	09-13	09-15	0.099	0.019	✔
H	09-15	12-11	-0.035	0.008	✘
L	12-11	12-31	0.101	-0.015	✘

2018

2019

Corr: 0.3714

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.7143

Avg Real: 0.0140

Type	Start	End	Season	Real	OK
H	01-02	07-02	-0.010	-0.006	✔
L	07-02	08-05	0.095	-0.018	✘
H	08-05	09-01	-0.037	-0.085	✔
H	09-01	09-04	-0.081	0.018	✘
L	09-04	09-24	0.147	0.050	✔
L	09-24	12-31	0.032	0.153	✔

2019

2020

Corr: 0.5860

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.3333

Avg Real: 0.0157

Type	Start	End	Season	Real	OK
H	01-01	05-13	-0.054	-0.107	✔
L	05-13	08-05	0.144	0.016	✔
H	08-05	09-04	-0.115	0.053	✘
L	09-04	09-13	0.040	-0.051	✘
L	09-13	09-15	0.101	-0.019	✘
L	09-15	10-13	0.047	0.100	✔
H	10-13	12-31	-0.008	0.083	✘

2020

2021

Corr: 0.7673

Hit Rate Returns: 0.4183

Hit Rate Segments: 0.4444

Avg Real: 0.0212

Type	Start	End	Season	Real	OK
H	01-01	05-13	-0.001	0.093	✘
L	05-13	08-05	0.148	0.018	✔
H	08-05	09-04	-0.102	0.003	✘
L	09-04	09-09	0.077	-0.045	✘
H	09-09	09-13	-0.043	0.011	✘
L	09-13	09-17	0.117	0.034	✔
L	09-17	10-13	0.044	0.016	✔
L	10-13	12-31	0.022	0.081	✔

2021

2022

Corr: -0.5207

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.2857

Avg Real: 0.0053

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.056	-0.016	✘
H	01-06	05-13	-0.046	0.569	✘
L	05-13	08-05	0.150	-0.504	✘
H	08-05	09-04	-0.101	0.021	✘
L	09-04	09-13	0.029	0.057	✔
L	09-13	09-17	0.115	-0.001	✘
L	09-17	12-31	0.068	-0.051	✘

2022

2023

Corr: -0.6693

Hit Rate Returns: 0.4779

Hit Rate Segments: 0.5556

Avg Real: -0.0154

Type	Start	End	Season	Real	OK
L	01-01	05-13	0.100	-0.181	✘
L	05-13	05-18	0.067	-0.063	✘
H	05-18	07-02	-0.071	0.051	✘
L	07-02	08-05	0.086	0.024	✔
H	08-05	09-04	-0.126	-0.110	✔
L	09-04	09-20	0.130	-0.014	✘
H	09-20	12-09	-0.035	0.055	✘
L	12-09	12-31	0.078	0.024	✔

2023

2024

Corr: -0.1883

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.4286

Avg Real: -0.0130

Type	Start	End	Season	Real	OK
H	01-01	03-10	-0.039	-0.114	✔
L	03-10	05-28	0.104	0.252	✔
H	05-28	07-02	-0.080	-0.197	✔
L	07-02	07-19	0.097	-0.063	✘
H	07-19	09-02	-0.063	-0.016	✔
H	09-02	09-04	-0.075	0.022	✘
L	09-04	09-17	0.127	0.017	✔
L	09-17	10-23	0.044	0.005	✔
L	10-23	12-31	0.015	-0.044	✘

2024

2025

Corr: -0.4875

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.2857

Avg Real: -0.0124

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.056	0.002	✘
L	02-27	05-28	0.093	-0.030	✘
H	05-28	07-02	-0.072	0.062	✘
L	07-02	07-19	0.073	-0.033	✘
H	07-19	09-04	-0.062	-0.073	✔
L	09-04	11-08	0.090	0.047	✔
H	11-08	11-27	-0.056	-0.012	✔
L	11-27	12-31	0.047	-0.045	✘

2025

2026

Corr: 0.0233

Hit Rate Returns: 0.3871

Hit Rate Segments: 0.5000

Avg Real: 0.0906

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.061	0.167	✘
L	02-27	05-28	0.093	0.014	✔