Seasonality WHEAT 30 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
30 2019 2020 0.797900 0.424603 0.555556 0.015662 1.24 1.33
30 2020 2021 0.780707 0.454183 0.428571 0.028594 1.35 1.41
30 2021 2022 -0.488737 0.504000 0.428571 0.004665 0.34 0.28
30 2022 2023 -0.720688 0.514056 0.444444 -0.020524 -1.40 -1.21
30 2023 2024 -0.241441 0.472000 0.571429 -0.021838 -0.74 -1.34
30 2024 2025 -0.515461 0.409639 0.285714 -0.011387 -0.60 -0.76
30 2025 2026 0.200603 0.313433 0.000000 0.125370 1.19 -13.98

seasonalcomparekey_figuresSegmentePlot
2019 2020
Corr: 0.7979
Hit Rate Returns: 0.4246
Hit Rate Segments: 0.5556
Avg Real: 0.0157
TypeStartEndSeasonRealOK
L01-0101-060.061-0.018
H01-0609-04-0.041-0.020
L09-0409-280.1110.018
H09-2812-11-0.0240.104
L12-1112-310.0680.057
2020 2021
Corr: 0.7807
Hit Rate Returns: 0.4542
Hit Rate Segments: 0.4286
Avg Real: 0.0286
TypeStartEndSeasonRealOK
L01-0101-060.0600.009
H01-0602-25-0.0400.038
L02-2503-200.043-0.070
H03-2004-29-0.0450.172
L04-2905-180.051-0.062
H05-1807-02-0.055-0.081
L07-0207-230.0680.060
H07-2309-04-0.0340.048
L09-0409-280.108-0.004
H09-2812-11-0.0160.123
L12-1112-310.069-0.028
2021 2022
Corr: -0.4887
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.4286
Avg Real: 0.0047
TypeStartEndSeasonRealOK
L01-0101-060.059-0.016
H01-0604-01-0.0440.314
L04-0105-180.0560.325
H05-1807-02-0.056-0.508
L07-0207-230.069-0.063
H07-2309-04-0.0380.054
L09-0409-240.0970.084
L09-2410-160.0220.002
H10-1612-31-0.005-0.091
2022 2023
Corr: -0.7207
Hit Rate Returns: 0.5141
Hit Rate Segments: 0.4444
Avg Real: -0.0205
TypeStartEndSeasonRealOK
L01-0105-180.104-0.211
H05-1807-02-0.0710.051
L07-0208-020.0700.033
H08-0209-04-0.042-0.093
L09-0410-160.119-0.028
H10-1612-11-0.0510.042
L12-1112-310.0720.024
2023 2024
Corr: -0.2414
Hit Rate Returns: 0.4720
Hit Rate Segments: 0.5714
Avg Real: -0.0218
TypeStartEndSeasonRealOK
H01-0209-04-0.010-0.068
L09-0409-170.0830.017
L09-1710-160.0350.015
H10-1612-11-0.053-0.036
L12-1112-310.069-0.019
2024 2025
Corr: -0.5155
Hit Rate Returns: 0.4096
Hit Rate Segments: 0.2857
Avg Real: -0.0114
TypeStartEndSeasonRealOK
L01-0105-180.091-0.038
H05-1807-02-0.0610.064
L07-0207-190.060-0.033
H07-1909-04-0.045-0.073
L09-0409-150.0790.042
L09-1510-160.037-0.041
H10-1612-31-0.0010.007
2025 2026
Corr: 0.2006
Hit Rate Returns: 0.3134
Hit Rate Segments: 0.0000
Avg Real: 0.1254
TypeStartEndSeasonRealOK
L01-0105-180.0930.125