Seasonality WHEAT 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	-0.153229	0.509960	0.777778	0.036382	13.07	8.56
5	1995	1996	-0.633799	0.519841	0.571429	-0.018963	-1.06	-0.49
5	1996	1997	0.383815	0.523810	0.285714	-0.025140	6.18	6.42
5	1997	1998	0.274650	0.490040	0.428571	-0.022460	31.15	10.67
5	1998	1999	0.214620	0.498008	0.833333	-0.029122	2.75	2.62
5	1999	2000	0.208300	0.456000	0.714286	0.018470	-1.12	-1.54
5	2000	2001	-0.315211	0.489879	0.571429	0.006593	-0.31	-0.29
5	2001	2002	-0.236240	0.478088	0.714286	0.013699	-2.10	-1.58
5	2002	2003	0.555083	0.450199	0.285714	0.021510	2.86	3.16
5	2003	2004	-0.808146	0.442231	0.428571	-0.019453	-0.92	-0.94
5	2004	2005	-0.199396	0.466135	0.571429	0.021505	0.93	5.94
5	2005	2006	0.740000	0.488000	0.750000	0.056539	4.63	5.86
5	2006	2007	0.911362	0.492000	0.166667	0.138160	2.65	2.67
5	2007	2008	-0.842236	0.521912	0.500000	-0.055419	-0.81	-0.90
5	2008	2009	-0.585208	0.498008	0.333333	-0.018822	-0.38	-0.45
5	2009	2010	0.811076	0.486056	0.444444	0.048110	0.80	0.78
5	2010	2011	-0.795833	0.470120	0.000000	-0.022036	-0.26	-0.18
5	2011	2012	0.830584	0.476000	0.500000	0.034817	0.56	1.42
5	2012	2013	-0.429642	0.498008	0.666667	-0.028467	-1.61	16.27
5	2013	2014	-0.568372	0.537849	0.428571	-0.001735	-0.20	-0.16
5	2014	2015	-0.414067	0.430279	0.333333	-0.021266	-3.57	-2.55
5	2015	2016	-0.010659	0.492000	0.714286	-0.014964	1.26	2.25
5	2016	2017	0.148325	0.448000	0.428571	0.008083	-0.84	67.68
5	2017	2018	-0.404507	0.480000	0.666667	0.019992	-1.39	-2.00
5	2018	2019	-0.329151	0.513944	0.428571	0.017904	-2.29	-4.33
5	2019	2020	-0.157757	0.456349	0.428571	0.025990	-19.06	-5.01
5	2020	2021	0.493704	0.434263	0.285714	0.021640	1.21	1.07
5	2021	2022	-0.564198	0.464000	0.285714	0.014182	0.15	0.31
5	2022	2023	-0.842214	0.437751	0.142857	-0.023211	-0.69	-0.59
5	2023	2024	-0.077232	0.488000	0.571429	-0.008064	-0.54	-0.37
5	2024	2025	-0.062345	0.461847	0.142857	-0.009492	-1.90	-1.95
5	2025	2026	0.351516	0.403226	0.333333	0.060382	-4.27	-5.10

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: -0.1532

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7778

Avg Real: 0.0364

Type	Start	End	Season	Real	OK
L	01-01	01-24	0.198	-0.056	✘
H	01-24	03-14	-0.071	-0.068	✔
L	03-14	03-20	0.058	0.029	✔
H	03-20	04-14	-0.096	-0.011	✔
L	04-14	05-18	0.040	0.047	✔
H	05-18	05-22	-0.102	-0.008	✔
H	05-22	07-09	-0.067	0.138	✘
L	07-09	12-31	0.262	0.248	✔

1995

1996

Corr: -0.6338

Hit Rate Returns: 0.5198

Hit Rate Segments: 0.5714

Avg Real: -0.0190

Type	Start	End	Season	Real	OK
L	01-01	01-24	0.233	-0.033	✘
H	01-24	04-14	-0.106	0.178	✘
L	04-14	05-18	0.047	0.176	✔
H	05-18	05-21	-0.079	-0.057	✔
H	05-21	07-09	-0.030	-0.206	✔
L	07-09	07-23	0.093	-0.074	✘
H	07-23	08-20	-0.037	0.001	✘
L	08-20	10-01	0.178	-0.041	✘
L	10-01	12-31	0.176	-0.103	✘

1996

1997

Corr: 0.3838

Hit Rate Returns: 0.5238

Hit Rate Segments: 0.2857

Avg Real: -0.0251

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.117	-0.071	✘
H	02-03	03-14	-0.114	0.056	✘
L	03-14	03-20	0.129	0.037	✔
H	03-20	03-23	-0.136	-0.019	✔
L	03-23	05-18	0.131	0.001	✔
H	05-18	05-22	-0.148	-0.038	✔
H	05-22	07-05	-0.047	-0.146	✔
L	07-05	09-30	0.110	0.105	✔
L	09-30	12-31	0.047	-0.073	✘

1997

1998

Corr: 0.2747

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.4286

Avg Real: -0.0225

Type	Start	End	Season	Real	OK
H	01-01	03-12	-0.046	0.023	✘
L	03-12	03-20	0.144	-0.056	✘
H	03-20	03-23	-0.132	0.037	✘
L	03-23	05-18	0.142	-0.114	✘
H	05-18	05-22	-0.133	0.012	✘
H	05-22	06-20	-0.085	-0.029	✔
L	06-20	10-21	0.165	0.002	✔
H	10-21	12-31	-0.106	-0.033	✔

1998

1999

Corr: 0.2146

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.8333

Avg Real: -0.0291

Type	Start	End	Season	Real	OK
H	01-01	03-18	-0.183	-0.045	✔
L	03-18	03-20	0.075	0.005	✔
H	03-20	04-03	-0.070	0.017	✘
L	04-03	05-19	0.089	-0.090	✘
H	05-19	07-05	-0.154	-0.050	✔
L	07-05	10-09	0.171	0.068	✔
H	10-09	12-31	-0.166	-0.090	✔

1999

2000

Corr: 0.2083

Hit Rate Returns: 0.4560

Hit Rate Segments: 0.7143

Avg Real: 0.0185

Type	Start	End	Season	Real	OK
H	01-01	02-28	-0.196	-0.012	✔
L	02-28	03-20	0.110	0.088	✔
H	03-20	03-21	-0.095	-0.024	✔
L	03-21	04-09	0.004	-0.007	✘
L	04-09	04-26	0.117	-0.017	✘
H	04-26	07-08	-0.170	-0.012	✔
L	07-08	10-22	0.103	0.057	✔
H	10-22	12-31	-0.173	0.092	✘

2000

2001

Corr: -0.3152

Hit Rate Returns: 0.4899

Hit Rate Segments: 0.5714

Avg Real: 0.0066

Type	Start	End	Season	Real	OK
H	01-01	02-26	-0.124	-0.062	✔
L	02-26	03-20	0.144	0.043	✔
H	03-20	03-21	-0.106	-0.015	✔
L	03-21	05-17	0.092	0.033	✔
H	05-17	06-05	-0.153	-0.055	✔
H	06-05	07-16	-0.072	0.078	✘
L	07-16	10-11	0.086	-0.010	✘
H	10-11	12-31	-0.135	0.035	✘

2001

2002

Corr: -0.2362

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.7143

Avg Real: 0.0137

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.131	0.034	✔
H	01-15	02-26	-0.130	-0.090	✔
L	02-26	03-27	0.096	0.063	✔
H	03-27	07-03	-0.162	0.074	✘
L	07-03	10-26	0.143	0.324	✔
H	10-26	12-13	-0.128	-0.243	✔
L	12-13	12-31	0.124	-0.067	✘

2002

2003

Corr: 0.5551

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.2857

Avg Real: 0.0215

Type	Start	End	Season	Real	OK
L	01-01	01-13	0.143	-0.053	✘
H	01-13	04-27	-0.169	-0.057	✔
L	04-27	10-28	0.230	0.280	✔
H	10-28	12-13	-0.156	0.010	✘
L	12-13	12-31	0.151	-0.029	✘

2003

2004

Corr: -0.8081

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.4286

Avg Real: -0.0195

Type	Start	End	Season	Real	OK
L	01-01	01-08	0.114	-0.029	✘
H	01-08	04-29	-0.175	-0.035	✔
L	04-29	05-15	0.134	-0.064	✘
H	05-15	07-08	-0.060	-0.083	✔
L	07-08	10-28	0.229	-0.029	✘
H	10-28	12-13	-0.100	-0.087	✔
L	12-13	12-31	0.130	0.157	✔

2004

2005

Corr: -0.1994

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.5714

Avg Real: 0.0215

Type	Start	End	Season	Real	OK
L	01-01	01-12	0.163	0.017	✔
H	01-12	04-29	-0.174	0.036	✘
L	04-29	05-15	0.113	-0.071	✘
H	05-15	07-08	-0.069	0.074	✘
L	07-08	10-28	0.176	-0.036	✘
H	10-28	12-14	-0.088	-0.027	✔
L	12-14	12-31	0.184	0.098	✔

2005

2006

Corr: 0.7400

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.7500

Avg Real: 0.0565

Type	Start	End	Season	Real	OK
H	01-02	05-03	-0.145	0.023	✘
L	05-03	06-01	0.098	0.110	✔
H	06-01	06-28	-0.069	-0.058	✔
L	06-28	07-18	0.123	0.075	✔
H	07-18	10-10	-0.024	0.298	✘
L	10-10	10-28	0.105	0.022	✔
H	10-28	12-10	-0.116	-0.092	✔
L	12-10	12-31	0.127	0.075	✔

2006

2007

Corr: 0.9114

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.1667

Avg Real: 0.1382

Type	Start	End	Season	Real	OK
H	01-02	04-29	-0.091	0.050	✘
L	04-29	08-27	0.159	0.497	✔
L	08-27	10-25	0.234	0.167	✔
H	10-25	12-10	-0.163	0.225	✘
L	12-10	12-31	0.194	-0.050	✘

2007

2008

Corr: -0.8422

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5000

Avg Real: -0.0554

Type	Start	End	Season	Real	OK
H	01-02	07-02	-0.026	-0.054	✔
L	07-02	10-01	0.292	-0.214	✘
H	10-01	12-11	-0.046	-0.195	✔
L	12-11	12-29	0.063	0.110	✔
L	12-29	12-31	0.148	0.020	✔

2008

2009

Corr: -0.5852

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.3333

Avg Real: -0.0188

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.350	-0.157	✘
H	03-12	06-10	-0.176	0.132	✘
L	06-10	09-28	0.266	-0.230	✘
H	09-28	12-06	-0.194	0.133	✘
L	12-06	12-31	0.308	0.025	✔

2009

2010

Corr: 0.8111

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.4444

Avg Real: 0.0481

Type	Start	End	Season	Real	OK
L	01-01	03-17	0.383	-0.111	✘
H	03-17	09-08	-0.124	0.328	✘
L	09-08	09-09	0.237	0.050	✔
H	09-09	09-13	-0.142	0.013	✘
L	09-13	09-15	0.246	0.023	✔
L	09-15	09-30	0.097	-0.095	✘
H	09-30	12-09	-0.129	0.133	✘
L	12-09	12-31	0.425	0.082	✔

2010

2011

Corr: -0.7958

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.0000

Avg Real: -0.0220

Type	Start	End	Season	Real	OK
L	01-01	06-30	0.295	-0.274	✘
L	06-30	08-05	0.298	0.117	✔
H	08-05	09-08	-0.229	0.038	✘
L	09-08	09-09	0.274	-0.010	✘
H	09-09	09-13	-0.167	-0.015	✔
L	09-13	09-15	0.274	0.009	✔
H	09-15	11-20	-0.052	-0.121	✔
L	11-20	12-31	0.308	0.076	✔

2011

2012

Corr: 0.8306

Hit Rate Returns: 0.4760

Hit Rate Segments: 0.5000

Avg Real: 0.0348

Type	Start	End	Season	Real	OK
H	01-01	05-13	-0.006	-0.098	✔
L	05-13	08-23	0.341	0.403	✔
H	08-23	09-08	-0.220	0.016	✘
H	09-10	09-12	-0.184	0.000	✘
L	09-12	09-17	0.247	0.014	✔
H	09-17	11-23	-0.191	-0.046	✔
L	11-23	12-31	0.260	-0.106	✘

2012

2013

Corr: -0.4296

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.6667

Avg Real: -0.0285

Type	Start	End	Season	Real	OK
L	01-01	02-09	0.189	0.001	✔
H	02-09	06-30	-0.154	-0.123	✔
L	06-30	08-05	0.283	-0.001	✘
H	08-05	09-08	-0.271	-0.014	✔
L	09-08	09-15	0.223	-0.008	✘
H	09-15	12-31	-0.095	-0.048	✔

2013

2014

Corr: -0.5684

Hit Rate Returns: 0.5378

Hit Rate Segments: 0.4286

Avg Real: -0.0017

Type	Start	End	Season	Real	OK
H	01-01	03-10	-0.177	0.080	✘
L	03-10	05-27	0.152	-0.007	✘
H	05-27	06-30	-0.144	-0.128	✔
L	06-30	08-05	0.236	-0.021	✘
H	08-05	09-08	-0.241	-0.032	✔
L	09-08	09-15	0.208	-0.055	✘
L	09-15	10-24	0.028	0.028	✔
H	10-24	12-31	-0.101	0.121	✘

2014

2015

Corr: -0.4141

Hit Rate Returns: 0.4303

Hit Rate Segments: 0.3333

Avg Real: -0.0213

Type	Start	End	Season	Real	OK
H	01-01	03-11	-0.084	-0.135	✔
L	03-11	04-30	0.097	-0.062	✘
H	04-30	06-30	-0.151	0.256	✘
L	06-30	08-05	0.236	-0.196	✘
H	08-05	09-10	-0.092	-0.058	✔
L	09-10	11-08	0.059	0.095	✔
H	11-08	11-17	-0.087	-0.025	✔
L	11-17	12-03	0.104	-0.039	✘
H	12-03	12-31	-0.116	0.009	✘

2015

2016

Corr: -0.0107

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.7143

Avg Real: -0.0150

Type	Start	End	Season	Real	OK
H	01-01	01-17	-0.146	0.034	✘
L	01-17	05-18	0.066	0.012	✔
H	05-18	06-16	-0.138	-0.016	✔
L	06-16	07-13	0.145	-0.094	✘
H	07-13	09-04	-0.109	-0.123	✔
L	09-04	11-08	0.090	0.097	✔
H	11-08	12-31	-0.134	-0.016	✔

2016

2017

Corr: 0.1483

Hit Rate Returns: 0.4480

Hit Rate Segments: 0.4286

Avg Real: 0.0081

Type	Start	End	Season	Real	OK
H	01-01	02-26	-0.174	0.061	✘
L	02-26	05-18	0.089	0.017	✔
H	05-18	06-16	-0.092	0.097	✘
L	06-16	07-14	0.112	0.112	✔
H	07-14	09-04	-0.158	-0.222	✔
L	09-04	10-31	0.158	-0.030	✘
H	10-31	12-31	-0.146	0.021	✘

2017

2018

Corr: -0.4045

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.6667

Avg Real: 0.0200

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.126	0.069	✘
L	02-27	03-20	0.095	-0.024	✘
H	03-20	07-14	-0.005	0.101	✘
H	07-14	09-10	-0.208	0.036	✘
L	09-10	10-13	0.110	0.031	✔
H	10-13	12-31	-0.098	-0.050	✔

2018

2019

Corr: -0.3292

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.4286

Avg Real: 0.0179

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.083	-0.090	✔
L	02-27	03-15	0.110	0.002	✔
L	03-15	06-08	0.039	0.083	✔
H	06-08	08-07	-0.079	-0.038	✔
H	08-07	09-10	-0.193	-0.007	✔
L	09-10	12-18	0.158	0.120	✔
H	12-18	12-31	-0.093	0.027	✘

2019

2020

Corr: -0.1578

Hit Rate Returns: 0.4563

Hit Rate Segments: 0.4286

Avg Real: 0.0260

Type	Start	End	Season	Real	OK
L	01-01	02-13	0.068	-0.035	✘
H	02-13	02-25	-0.091	-0.006	✔
H	02-25	05-11	-0.017	-0.040	✔
L	05-11	06-30	0.198	-0.048	✘
H	06-30	09-07	-0.239	0.090	✘
L	09-07	10-13	0.137	0.109	✔
H	10-13	12-31	-0.089	0.083	✘

2020

2021

Corr: 0.4937

Hit Rate Returns: 0.4343

Hit Rate Segments: 0.2857

Avg Real: 0.0216

Type	Start	End	Season	Real	OK
L	01-01	01-26	0.207	0.036	✔
H	01-26	05-11	-0.088	0.147	✘
L	05-11	05-28	0.127	-0.150	✘
L	05-28	07-14	0.021	-0.014	✘
H	07-14	08-30	-0.149	0.085	✘
L	08-30	10-17	0.187	0.039	✔
H	10-17	12-06	-0.084	0.095	✘
L	12-06	12-31	0.162	-0.041	✘

2021

2022

Corr: -0.5642

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.2857

Avg Real: 0.0142

Type	Start	End	Season	Real	OK
L	01-01	01-26	0.185	0.043	✔
H	01-26	05-13	-0.051	0.510	✘
L	05-13	07-30	0.198	-0.488	✘
H	07-30	09-13	-0.121	0.079	✘
L	09-13	10-20	0.170	-0.015	✘
H	10-20	12-09	-0.043	-0.152	✔
L	12-09	12-31	0.154	0.076	✔

2022

2023

Corr: -0.8422

Hit Rate Returns: 0.4378

Hit Rate Segments: 0.1429

Avg Real: -0.0232

Type	Start	End	Season	Real	OK
L	01-01	02-21	0.097	-0.016	✘
L	02-21	03-05	0.119	-0.070	✘
H	03-05	04-02	-0.085	-0.004	✔
L	04-02	05-30	0.183	-0.132	✘
H	05-30	07-02	-0.138	0.077	✘
L	07-02	11-01	0.213	-0.067	✘
H	11-01	12-06	-0.102	0.057	✘
L	12-06	12-31	0.102	-0.007	✘

2023

2024

Corr: -0.0772

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.5714

Avg Real: -0.0081

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.177	-0.022	✘
H	01-19	05-01	-0.027	0.010	✘
L	05-01	06-16	0.100	0.022	✔
H	06-16	07-06	-0.130	-0.002	✔
L	07-06	07-19	0.083	-0.046	✘
H	07-19	09-01	-0.064	-0.016	✔
L	09-01	10-20	0.137	0.034	✔
H	10-20	12-09	-0.042	-0.051	✔
L	12-09	12-31	0.115	0.017	✔

2024

2025

Corr: -0.0623

Hit Rate Returns: 0.4618

Hit Rate Segments: 0.1429

Avg Real: -0.0095

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.090	-0.050	✘
H	03-04	04-02	-0.071	0.035	✘
L	04-02	05-16	0.123	-0.024	✘
H	05-16	07-06	-0.181	0.069	✘
L	07-06	11-01	0.155	-0.027	✘
H	11-01	12-01	-0.080	-0.027	✔
L	12-01	12-31	0.090	-0.043	✘

2025

2026

Corr: 0.3515

Hit Rate Returns: 0.4032

Hit Rate Segments: 0.3333

Avg Real: 0.0604

Type	Start	End	Season	Real	OK
H	01-01	01-08	-0.111	0.023	✘
L	01-08	03-07	0.086	0.184	✔
H	03-07	04-02	-0.091	0.000	✘