Seasonality COFFEE 10 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
10	1999	2000	-0.760389	0.479839	0.285714	-0.064562	-2.31	-2.19
10	2000	2001	-0.541643	0.518519	0.714286	-0.038756	-2.37	-2.13
10	2001	2002	0.230677	0.518072	0.666667	0.030154	2.45	2.17
10	2002	2003	-0.015282	0.524194	0.777778	0.005948	0.33	0.31
10	2003	2004	0.084692	0.479839	0.714286	0.066014	3.25	3.88
10	2004	2005	0.698350	0.472000	0.714286	0.011847	0.47	0.69
10	2005	2006	0.308014	0.554217	0.285714	0.020389	0.92	0.66
10	2006	2007	-0.062281	0.491935	0.285714	0.011327	0.55	0.43
10	2007	2008	-0.246493	0.486056	0.285714	-0.026812	-2.06	-1.76
10	2008	2009	0.223678	0.525896	0.555556	0.024246	2.20	2.08
10	2009	2010	0.375120	0.470120	0.428571	0.099350	5.02	4.68
10	2010	2011	-0.600164	0.500000	0.428571	-0.000517	-0.11	-0.01
10	2011	2012	-0.749745	0.512000	0.285714	-0.049044	-0.98	-0.92
10	2012	2013	-0.629438	0.442231	0.571429	-0.036135	-1.19	-1.11
10	2013	2014	-0.031608	0.478088	0.428571	0.060156	3.67	4.20
10	2014	2015	-0.761833	0.450199	0.714286	-0.028563	-1.08	-1.05
10	2015	2016	0.436141	0.512000	0.142857	0.012452	0.91	0.79
10	2016	2017	-0.439622	0.508000	0.555556	-0.007076	-1.15	-1.09
10	2017	2018	-0.448456	0.532000	0.545455	-0.022762	-3.42	-5.38
10	2018	2019	-0.170473	0.486056	0.285714	0.043073	4.19	8.68
10	2019	2020	0.273745	0.543651	0.428571	-0.000393	0.09	-0.03
10	2020	2021	0.064027	0.505976	0.571429	0.117491	71.95	298.47
10	2021	2022	-0.711183	0.456000	0.333333	-0.032741	-2.24	-2.30
10	2022	2023	-0.286674	0.489960	0.285714	0.021605	1.12	1.44
10	2023	2024	0.867745	0.484000	0.428571	0.102633	4.08	3.69
10	2024	2025	0.065036	0.485944	0.333333	0.006264	0.38	0.17
10	2025	2026	-0.767643	0.548387	0.250000	-0.042464	-0.68	-8.78

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: -0.7604

Hit Rate Returns: 0.4798

Hit Rate Segments: 0.2857

Avg Real: -0.0646

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.204	-0.104	✘
H	03-05	04-15	-0.072	-0.117	✔
L	04-15	05-19	0.179	0.044	✔
H	05-19	06-26	-0.178	-0.093	✔
L	06-26	07-11	0.138	0.049	✔
H	07-11	08-20	-0.069	-0.124	✔
L	08-20	09-01	0.128	-0.021	✘
H	09-01	10-01	-0.156	0.069	✘
L	10-01	12-31	0.229	-0.118	✘

2000

2001

Corr: -0.5416

Hit Rate Returns: 0.5185

Hit Rate Segments: 0.7143

Avg Real: -0.0388

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.145	0.014	✔
H	03-12	04-15	-0.087	-0.106	✔
L	04-15	05-22	0.183	0.132	✔
H	05-22	06-26	-0.171	-0.151	✔
L	06-26	07-19	0.175	-0.052	✘
H	07-19	10-01	-0.140	-0.076	✔
L	10-01	10-13	0.091	-0.043	✘
L	10-13	12-31	0.052	0.037	✔

2001

2002

Corr: 0.2307

Hit Rate Returns: 0.5181

Hit Rate Segments: 0.6667

Avg Real: 0.0302

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.166	0.199	✔
H	03-12	04-15	-0.102	-0.076	✔
L	04-15	05-22	0.214	-0.052	✘
H	05-22	06-26	-0.199	-0.035	✔
L	06-26	07-18	0.177	-0.031	✘
H	07-18	10-02	-0.157	0.197	✘
L	10-02	12-31	0.185	0.069	✔

2002

2003

Corr: -0.0153

Hit Rate Returns: 0.5242

Hit Rate Segments: 0.7778

Avg Real: 0.0059

Type	Start	End	Season	Real	OK
H	01-01	01-31	-0.052	0.059	✘
L	01-31	03-12	0.140	-0.100	✘
H	03-12	04-08	-0.104	0.033	✘
L	04-08	05-22	0.230	0.084	✔
H	05-22	06-26	-0.187	-0.135	✔
L	06-26	07-18	0.155	0.084	✔
H	07-18	08-20	-0.108	-0.067	✔
L	08-20	09-09	0.120	0.164	✔
H	09-09	10-02	-0.139	-0.076	✔
L	10-02	11-08	0.126	-0.067	✘
H	11-08	12-31	-0.073	0.095	✘

2003

2004

Corr: 0.0847

Hit Rate Returns: 0.4798

Hit Rate Segments: 0.7143

Avg Real: 0.0660

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.215	0.088	✔
H	03-12	04-15	-0.079	-0.062	✔
L	04-15	05-22	0.216	0.028	✔
H	05-22	06-23	-0.211	-0.032	✔
L	06-23	09-06	0.137	-0.090	✘
H	09-06	09-20	-0.124	0.183	✘
L	09-20	11-08	0.108	0.002	✔
H	11-08	11-27	-0.116	0.132	✘
L	11-27	12-31	0.272	0.133	✔

2004

2005

Corr: 0.6983

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.7143

Avg Real: 0.0118

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.224	0.325	✔
H	03-12	04-15	-0.099	-0.194	✔
L	04-15	05-29	0.136	0.091	✔
H	05-29	07-06	-0.235	-0.106	✔
L	07-06	09-09	0.103	-0.116	✘
H	09-09	10-02	-0.101	-0.019	✔
L	10-02	12-31	0.291	0.138	✔

2005

2006

Corr: 0.3080

Hit Rate Returns: 0.5542

Hit Rate Segments: 0.2857

Avg Real: 0.0204

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.291	-0.027	✘
H	03-12	04-15	-0.112	0.008	✘
L	04-15	05-29	0.172	-0.079	✘
H	05-29	06-21	-0.227	-0.034	✔
H	06-21	10-04	-0.031	0.086	✘
L	10-04	12-31	0.404	0.200	✔

2006

2007

Corr: -0.0623

Hit Rate Returns: 0.4919

Hit Rate Segments: 0.2857

Avg Real: 0.0113

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.256	-0.102	✘
H	03-12	04-15	-0.095	0.006	✘
L	04-15	05-29	0.163	0.018	✔
H	05-29	06-21	-0.227	0.031	✘
H	06-21	08-20	-0.052	0.002	✘
L	08-20	12-31	0.424	0.173	✔

2007

2008

Corr: -0.2465

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.2857

Avg Real: -0.0268

Type	Start	End	Season	Real	OK
L	01-01	01-17	0.167	0.003	✔
H	01-17	04-16	-0.112	0.003	✘
L	04-16	05-26	0.076	-0.006	✘
H	05-26	06-25	-0.148	0.116	✘
H	06-25	08-20	-0.026	-0.077	✔
L	08-20	11-27	0.113	-0.173	✘
L	11-27	12-31	0.181	-0.015	✘

2008

2009

Corr: 0.2237

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.5556

Avg Real: 0.0242

Type	Start	End	Season	Real	OK
L	01-01	01-17	0.194	0.044	✔
L	01-17	03-12	0.017	-0.058	✘
H	03-12	04-14	-0.114	0.063	✘
L	04-14	05-26	0.111	0.190	✔
H	05-26	08-16	-0.162	-0.068	✔
L	08-16	11-15	0.159	0.051	✔
H	11-15	11-27	-0.067	0.014	✘
L	11-27	12-31	0.162	-0.018	✘

2009

2010

Corr: 0.3751

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.4286

Avg Real: 0.0994

Type	Start	End	Season	Real	OK
L	01-01	01-26	0.202	-0.025	✘
H	01-26	04-14	-0.088	-0.045	✔
L	04-14	06-02	0.104	0.025	✔
H	06-02	06-19	-0.108	0.175	✘
H	06-19	08-20	-0.025	0.159	✘
L	08-20	09-14	0.120	0.091	✔
H	09-14	10-30	-0.055	0.063	✘
L	10-30	12-31	0.198	0.302	✔

2010

2011

Corr: -0.6002

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: -0.0005

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.168	0.023	✔
H	01-22	08-25	-0.037	0.159	✘
L	08-25	09-14	0.129	-0.036	✘
L	09-14	12-04	0.032	-0.166	✘
L	12-04	12-31	0.222	-0.030	✘

2011

2012

Corr: -0.7497

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.2857

Avg Real: -0.0490

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.252	-0.196	✘
H	03-12	04-14	-0.045	-0.015	✔
L	04-14	06-02	0.084	-0.076	✘
H	06-02	06-19	-0.087	-0.008	✔
L	06-19	08-15	0.022	0.023	✔
L	08-15	09-14	0.149	0.083	✔
H	09-14	10-04	-0.063	-0.025	✔
L	10-04	12-04	0.086	-0.137	✘
L	12-04	12-31	0.189	-0.001	✘

2012

2013

Corr: -0.6294

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.5714

Avg Real: -0.0361

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.162	-0.005	✘
H	01-22	04-16	-0.057	-0.085	✔
L	04-16	05-28	0.072	-0.063	✘
H	05-28	06-19	-0.068	-0.025	✔
L	06-19	08-18	0.029	-0.015	✘
L	08-18	09-14	0.107	-0.030	✘
H	09-14	11-01	-0.084	-0.062	✔
L	11-01	12-31	0.232	0.034	✔

2013

2014

Corr: -0.0316

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.4286

Avg Real: 0.0602

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.174	0.614	✔
H	03-01	04-16	-0.078	0.012	✘
L	04-16	06-03	0.057	-0.133	✘
H	06-03	06-17	-0.066	-0.019	✔
L	06-17	08-25	0.023	0.123	✔
L	08-25	09-14	0.069	-0.056	✘
H	09-14	11-01	-0.067	0.052	✘
L	11-01	12-31	0.207	-0.173	✘

2014

2015

Corr: -0.7618

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.7143

Avg Real: -0.0286

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.212	-0.186	✘
H	03-05	06-17	-0.092	-0.028	✔
L	06-17	10-14	0.145	0.050	✔
H	10-14	12-06	-0.081	-0.049	✔
L	12-06	12-31	0.121	0.025	✔

2015

2016

Corr: 0.4361

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.1429

Avg Real: 0.0125

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.127	-0.076	✘
H	01-11	03-31	-0.046	0.105	✘
L	03-31	04-22	0.076	-0.038	✘
H	04-22	06-17	-0.088	0.145	✘
L	06-17	10-14	0.135	0.118	✔
H	10-14	11-13	-0.095	0.033	✘
L	11-13	12-31	0.142	-0.200	✘

2016

2017

Corr: -0.4396

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.5556

Avg Real: -0.0071

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.103	0.028	✔
L	03-05	08-24	0.007	-0.107	✘
L	08-24	10-14	0.097	-0.002	✘
H	10-14	12-09	-0.140	-0.023	✔
L	12-09	12-31	0.084	0.038	✔

2017

2018

Corr: -0.4485

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5455

Avg Real: -0.0228

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.103	-0.057	✘
L	01-11	04-22	0.040	-0.054	✘
H	04-22	06-22	-0.075	-0.024	✔
L	06-22	09-14	0.119	-0.141	✘
H	09-14	12-12	-0.127	0.018	✘
L	12-12	12-31	0.110	0.031	✔

2018

2019

Corr: -0.1705

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.2857

Avg Real: 0.0431

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.101	0.044	✔
L	01-11	05-02	0.041	-0.137	✘
H	05-02	06-22	-0.086	0.096	✘
L	06-22	10-14	0.154	-0.072	✘
H	10-14	12-12	-0.142	0.413	✘
L	12-12	12-31	0.108	-0.062	✘

2019

2020

Corr: 0.2737

Hit Rate Returns: 0.5437

Hit Rate Segments: 0.4286

Avg Real: -0.0004

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.094	-0.064	✘
L	01-11	04-24	0.020	-0.074	✘
H	04-24	06-22	-0.063	-0.073	✔
L	06-22	07-17	0.099	0.040	✔
H	07-17	08-24	-0.058	0.151	✘
L	08-24	10-14	0.107	-0.084	✘
H	10-14	12-14	-0.102	0.110	✘
L	12-14	12-31	0.104	0.037	✔

2020

2021

Corr: 0.0640

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.5714

Avg Real: 0.1175

Type	Start	End	Season	Real	OK
L	01-01	04-22	0.092	0.065	✔
H	04-22	06-22	-0.111	0.134	✘
L	06-22	07-31	0.108	0.224	✔
H	07-31	09-18	-0.046	0.115	✘
L	09-18	10-14	0.064	0.204	✔
H	10-14	12-09	-0.096	0.247	✘
L	12-09	12-31	0.079	-0.113	✘

2021

2022

Corr: -0.7112

Hit Rate Returns: 0.4560

Hit Rate Segments: 0.3333

Avg Real: -0.0327

Type	Start	End	Season	Real	OK
L	01-01	04-22	0.058	0.018	✔
H	04-22	06-18	-0.067	0.002	✘
L	06-18	07-22	0.131	-0.118	✘
H	07-22	09-18	-0.041	0.042	✘
L	09-18	10-14	0.094	-0.122	✘
H	10-14	12-09	-0.067	-0.174	✔
L	12-09	12-31	0.054	0.043	✔

2022

2023

Corr: -0.2867

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.2857

Avg Real: 0.0216

Type	Start	End	Season	Real	OK
L	01-01	07-12	0.023	-0.045	✘
L	07-12	07-31	0.108	0.035	✔
H	07-31	09-18	-0.063	-0.036	✔
L	09-18	10-12	0.106	-0.057	✘
H	10-12	10-30	-0.083	0.059	✘
L	10-30	11-27	0.065	0.124	✔
H	11-27	12-09	-0.066	0.045	✘
L	12-09	12-31	0.080	0.025	✔

2023

2024

Corr: 0.8677

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.4286

Avg Real: 0.1026

Type	Start	End	Season	Real	OK
L	01-01	01-30	0.039	0.020	✔
L	01-30	02-22	0.088	-0.001	✘
H	02-22	07-12	-0.043	0.291	✘
L	07-12	07-31	0.103	-0.108	✘
H	07-31	09-18	-0.073	0.172	✘
L	09-18	10-12	0.093	-0.047	✘
H	10-12	10-30	-0.062	-0.063	✔
L	10-30	11-27	0.088	0.418	✔
L	11-27	12-31	0.074	-0.044	✘

2024

2025

Corr: 0.0650

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.3333

Avg Real: 0.0063

Type	Start	End	Season	Real	OK
H	01-01	03-15	-0.083	0.174	✘
L	03-15	06-08	0.126	-0.097	✘
L	06-08	10-30	0.000	0.093	✔
L	10-30	11-28	0.135	0.065	✔
L	11-28	12-31	0.017	-0.199	✘

2025

2026

Corr: -0.7676

Hit Rate Returns: 0.5484

Hit Rate Segments: 0.2500

Avg Real: -0.0425

Type	Start	End	Season	Real	OK
L	01-01	07-13	0.009	-0.173	✘