Seasonality COFFEE 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	-0.862789	0.455645	0.428571	-0.054588	-0.97	-0.90
5	1995	1996	-0.186326	0.497976	0.285714	0.048767	2.16	2.20
5	1996	1997	-0.089126	0.464000	0.142857	0.076848	1.63	2.07
5	1997	1998	-0.833215	0.481928	0.428571	-0.044313	-0.89	-0.84
5	1998	1999	-0.326518	0.453815	0.428571	0.006059	0.08	0.26
5	1999	2000	0.469529	0.516129	0.285714	-0.059473	-27.62	-86.94
5	2000	2001	0.518357	0.493827	0.285714	-0.038756	-2.26	-2.27
5	2001	2002	-0.461104	0.542169	0.454545	0.017375	-2.90	-3.03
5	2002	2003	0.097876	0.479839	0.636364	0.005677	-0.60	-0.73
5	2003	2004	0.256303	0.548387	0.428571	0.045502	-11.88	54.36
5	2004	2005	0.139152	0.508000	0.714286	0.007413	0.67	0.76
5	2005	2006	0.495365	0.546185	0.444444	0.014068	0.79	0.65
5	2006	2007	0.577418	0.512097	0.454545	0.012688	0.21	0.27
5	2007	2008	-0.472622	0.438247	0.428571	-0.026333	-0.64	-0.79
5	2008	2009	0.164449	0.541833	0.428571	0.027180	1.04	0.93
5	2009	2010	0.610190	0.454183	0.555556	0.075549	3.35	3.12
5	2010	2011	-0.658264	0.540000	0.444444	-0.001702	-0.08	-0.04
5	2011	2012	-0.711163	0.556000	0.428571	-0.054892	-1.74	-1.63
5	2012	2013	-0.177708	0.494024	0.428571	-0.037005	-11.80	-7.37
5	2013	2014	-0.094135	0.525896	0.714286	0.072275	924.14	-12.63
5	2014	2015	-0.690362	0.458167	0.428571	-0.028385	-1.20	-1.02
5	2015	2016	-0.631286	0.548000	0.428571	0.013087	-1.12	-0.74
5	2016	2017	0.474040	0.504000	0.777778	-0.006591	0.87	0.52
5	2017	2018	0.281197	0.508000	0.714286	-0.035166	-23.53	2734.62
5	2018	2019	-0.557384	0.513944	0.142857	0.043360	10.39	10.98
5	2019	2020	-0.157269	0.500000	0.428571	0.001293	-0.43	-0.70
5	2020	2021	0.764678	0.462151	0.333333	0.140573	15.19	11.78
5	2021	2022	-0.807005	0.452000	0.714286	-0.044655	-0.92	-1.10
5	2022	2023	-0.214294	0.445783	0.285714	0.025299	0.63	0.84
5	2023	2024	0.925078	0.492000	0.857143	0.097930	2.12	1.99
5	2024	2025	0.184903	0.477912	0.363636	0.005856	0.18	0.14
5	2025	2026	-0.844266	0.483871	0.250000	-0.037077	-0.33	-2.49

seasonal

compare

key_figures

Segmente

Plot

1994

1995

Corr: -0.8628

Hit Rate Returns: 0.4556

Hit Rate Segments: 0.4286

Avg Real: -0.0546

Type	Start	End	Season	Real	OK
H	01-01	04-19	-0.018	0.008	✘
L	04-19	05-23	0.240	-0.082	✘
H	05-23	06-25	-0.133	-0.067	✔
L	06-25	07-12	0.353	-0.005	✘
H	07-12	08-17	-0.171	0.044	✘
L	08-17	09-23	0.309	-0.118	✘
H	09-23	12-31	-0.250	-0.126	✔

1995

1996

Corr: -0.1863

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.2857

Avg Real: 0.0488

Type	Start	End	Season	Real	OK
H	01-01	01-31	-0.216	0.409	✘
L	01-31	04-19	0.021	-0.115	✘
L	04-19	05-21	0.208	0.066	✔
H	05-21	06-26	-0.116	-0.011	✔
L	06-26	07-13	0.302	-0.032	✘
H	07-13	08-17	-0.188	0.059	✘
L	08-17	09-24	0.191	-0.161	✘
H	09-24	12-31	-0.305	0.119	✘

1996

1997

Corr: -0.0891

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.1429

Avg Real: 0.0768

Type	Start	End	Season	Real	OK
H	01-01	04-16	-0.151	0.784	✘
L	04-16	05-21	0.265	0.386	✔
H	05-21	06-26	-0.132	-0.539	✔
L	06-26	07-13	0.319	-0.036	✘
H	07-13	08-12	-0.172	0.225	✘
L	08-12	08-26	0.169	-0.086	✘
H	08-26	12-31	-0.213	-0.135	✔

1997

1998

Corr: -0.8332

Hit Rate Returns: 0.4819

Hit Rate Segments: 0.4286

Avg Real: -0.0443

Type	Start	End	Season	Real	OK
H	01-01	01-09	-0.301	-0.051	✔
L	01-09	03-05	0.290	-0.059	✘
H	03-05	04-08	-0.157	-0.044	✔
L	04-08	05-18	0.476	-0.087	✘
H	05-18	06-26	-0.208	-0.098	✔
L	06-26	07-13	0.321	-0.017	✘
L	07-13	09-04	0.053	0.015	✔
H	09-04	09-30	-0.286	-0.045	✔
H	09-30	12-31	-0.152	0.074	✘

1998

1999

Corr: -0.3265

Hit Rate Returns: 0.4538

Hit Rate Segments: 0.4286

Avg Real: 0.0061

Type	Start	End	Season	Real	OK
L	01-02	02-20	0.321	-0.158	✘
H	02-20	04-04	-0.090	0.059	✘
L	04-04	05-16	0.383	0.000	✔
H	05-16	06-26	-0.278	-0.069	✔
L	06-26	08-29	0.315	-0.100	✘
H	08-29	09-30	-0.302	-0.019	✔
H	09-30	12-20	-0.052	0.431	✘
L	12-20	12-31	0.565	-0.077	✘

1999

2000

Corr: 0.4695

Hit Rate Returns: 0.5161

Hit Rate Segments: 0.2857

Avg Real: -0.0595

Type	Start	End	Season	Real	OK
L	01-01	05-29	0.375	-0.148	✘
H	05-29	07-06	-0.404	-0.129	✔
L	07-06	09-01	0.149	-0.089	✘
H	09-01	10-01	-0.242	0.069	✘
L	10-01	11-15	0.241	-0.078	✘
H	11-15	12-28	-0.103	-0.025	✔
L	12-28	12-31	0.281	-0.015	✘

2000

2001

Corr: 0.5184

Hit Rate Returns: 0.4938

Hit Rate Segments: 0.2857

Avg Real: -0.0388

Type	Start	End	Season	Real	OK
L	01-01	02-13	0.359	-0.009	✘
H	02-13	04-12	-0.095	-0.082	✔
L	04-12	05-29	0.231	0.035	✔
H	05-29	06-16	-0.297	-0.006	✔
H	06-16	10-02	-0.103	-0.224	✔
L	10-02	10-13	0.157	-0.032	✘
H	10-13	11-27	-0.055	-0.023	✔
L	11-27	12-05	0.169	0.057	✔
L	12-05	12-31	0.138	0.003	✔

2001

2002

Corr: -0.4611

Hit Rate Returns: 0.5422

Hit Rate Segments: 0.4545

Avg Real: 0.0174

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.157	-0.012	✘
H	03-05	04-12	-0.121	0.135	✘
L	04-12	05-29	0.213	-0.033	✘
H	05-29	06-13	-0.263	-0.094	✔
H	06-13	07-10	-0.104	0.059	✘
L	07-10	07-18	0.143	-0.051	✘
H	07-18	10-03	-0.184	0.187	✘
L	10-03	11-27	0.030	0.214	✔
L	11-27	12-05	0.151	0.095	✔
L	12-05	12-31	0.008	-0.230	✘

2002

2003

Corr: 0.0979

Hit Rate Returns: 0.4798

Hit Rate Segments: 0.6364

Avg Real: 0.0057

Type	Start	End	Season	Real	OK
H	01-01	04-25	-0.120	0.034	✘
L	04-25	05-22	0.105	0.042	✔
H	05-22	08-16	-0.221	-0.101	✔
L	08-16	11-27	0.111	-0.028	✘
L	11-27	12-05	0.149	0.037	✔
H	12-05	12-31	-0.192	0.049	✘

2003

2004

Corr: 0.2563

Hit Rate Returns: 0.5484

Hit Rate Segments: 0.4286

Avg Real: 0.0455

Type	Start	End	Season	Real	OK
H	01-01	02-19	-0.208	0.030	✘
L	02-19	05-22	0.166	0.025	✔
H	05-22	08-16	-0.240	-0.113	✔
L	08-16	10-17	0.200	0.084	✔
H	10-17	11-27	-0.136	0.219	✘
L	11-27	12-05	0.172	-0.015	✘
H	12-05	12-31	-0.122	0.089	✘

2004

2005

Corr: 0.1392

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.7143

Avg Real: 0.0074

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.191	0.001	✔
H	01-22	02-19	-0.142	0.130	✘
L	02-19	07-18	0.075	-0.145	✘
H	07-18	08-15	-0.173	-0.038	✔
L	08-15	09-13	0.221	-0.073	✘
H	09-13	10-13	-0.119	0.113	✘
L	10-13	12-31	0.201	0.065	✔

2005

2006

Corr: 0.4954

Hit Rate Returns: 0.5462

Hit Rate Segments: 0.4444

Avg Real: 0.0141

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.170	0.008	✔
L	02-19	03-12	0.169	-0.050	✘
H	03-12	08-15	-0.260	-0.014	✔
L	08-15	09-09	0.179	0.030	✔
H	09-09	12-04	-0.022	0.151	✘
L	12-04	12-31	0.256	0.055	✔

2006

2007

Corr: 0.5774

Hit Rate Returns: 0.5121

Hit Rate Segments: 0.4545

Avg Real: 0.0127

Type	Start	End	Season	Real	OK
L	01-01	04-03	0.452	-0.104	✘
H	04-03	08-20	-0.173	0.033	✘
L	08-20	09-09	0.179	-0.009	✘
L	09-09	12-16	0.162	0.088	✔
L	12-16	12-31	0.314	0.049	✔

2007

2008

Corr: -0.4726

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.4286

Avg Real: -0.0263

Type	Start	End	Season	Real	OK
L	01-01	01-26	0.277	-0.019	✘
H	01-26	08-20	-0.199	0.023	✘
L	08-20	10-01	0.155	-0.061	✘
H	10-01	11-26	-0.014	-0.112	✔
L	11-26	12-31	0.349	-0.015	✘

2008

2009

Corr: 0.1644

Hit Rate Returns: 0.5418

Hit Rate Segments: 0.4286

Avg Real: 0.0272

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.325	-0.013	✘
H	02-28	04-14	-0.134	0.083	✘
L	04-14	06-02	0.103	0.240	✔
H	06-02	08-18	-0.146	-0.156	✔
L	08-18	09-25	0.123	0.027	✔
H	09-25	10-31	-0.095	0.070	✘
L	10-31	12-31	0.395	-0.058	✘

2009

2010

Corr: 0.6102

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.5556

Avg Real: 0.0755

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.186	-0.081	✘
H	02-23	04-16	-0.089	-0.009	✔
L	04-16	06-02	0.130	0.044	✔
H	06-02	07-19	-0.156	0.188	✘
L	07-19	08-07	0.135	0.038	✔
H	08-07	10-28	-0.069	0.190	✘
L	10-28	12-31	0.278	0.309	✔

2010

2011

Corr: -0.6583

Hit Rate Returns: 0.5400

Hit Rate Segments: 0.4444

Avg Real: -0.0017

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.204	-0.016	✘
H	01-10	04-27	-0.077	0.274	✘
L	04-27	07-19	0.094	-0.220	✘
L	07-19	08-07	0.123	-0.025	✘
H	08-07	08-25	-0.050	0.172	✘
L	08-25	09-19	0.130	-0.050	✘
H	09-19	10-28	-0.072	-0.118	✔
L	10-28	12-31	0.289	-0.035	✘

2011

2012

Corr: -0.7112

Hit Rate Returns: 0.5560

Hit Rate Segments: 0.4286

Avg Real: -0.0549

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.138	-0.093	✘
H	02-28	04-27	-0.049	-0.137	✔
L	04-27	07-01	0.134	-0.035	✘
H	07-01	07-19	-0.066	0.077	✘
L	07-19	09-04	0.163	-0.103	✘
H	09-04	11-13	-0.126	-0.083	✔
L	11-13	12-31	0.167	-0.010	✘

2012

2013

Corr: -0.1777

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4286

Avg Real: -0.0370

Type	Start	End	Season	Real	OK
L	01-01	03-01	0.128	-0.044	✘
H	03-01	06-17	-0.082	-0.138	✔
L	06-17	07-05	0.116	-0.034	✘
H	07-05	08-15	-0.041	0.030	✘
L	08-15	09-04	0.102	-0.062	✘
H	09-04	11-13	-0.192	-0.064	✔
L	11-13	12-31	0.120	0.051	✔

2013

2014

Corr: -0.0941

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: 0.0723

Type	Start	End	Season	Real	OK
L	01-01	01-21	0.113	0.043	✔
H	01-21	03-16	-0.117	0.681	✘
L	03-16	05-13	0.103	-0.014	✘
H	05-13	06-20	-0.124	-0.093	✔
L	06-20	07-17	0.159	-0.104	✘
H	07-17	12-09	-0.134	0.078	✘
L	12-09	12-31	0.113	-0.034	✘

2014

2015

Corr: -0.6904

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.4286

Avg Real: -0.0284

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.273	-0.186	✘
L	03-05	05-02	0.037	0.014	✔
H	05-02	06-09	-0.172	0.034	✘
L	06-09	10-14	0.217	-0.017	✘
H	10-14	12-12	-0.188	-0.103	✔
L	12-12	12-31	0.125	0.059	✔

2015

2016

Corr: -0.6313

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.4286

Avg Real: 0.0131

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.198	-0.041	✘
H	03-05	04-01	-0.089	0.069	✘
L	04-01	04-22	0.141	-0.036	✘
H	04-22	06-20	-0.257	0.135	✘
L	06-20	10-14	0.131	0.128	✔
H	10-14	12-14	-0.213	-0.122	✔
L	12-14	12-31	0.189	-0.026	✘

2016

2017

Corr: 0.4740

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.7778

Avg Real: -0.0066

Type	Start	End	Season	Real	OK
L	01-01	04-22	0.134	-0.055	✘
H	04-22	06-20	-0.165	-0.055	✔
L	06-20	07-17	0.120	0.070	✔
H	07-17	09-05	-0.086	-0.037	✔
L	09-05	10-14	0.132	-0.000	✘
H	10-14	12-09	-0.225	-0.023	✔
L	12-09	12-31	0.072	0.038	✔

2017

2018

Corr: 0.2812

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.7143

Avg Real: -0.0352

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.215	-0.123	✘
H	04-19	06-22	-0.175	-0.003	✔
L	06-22	08-11	0.132	-0.053	✘
H	08-11	09-18	-0.095	-0.109	✔
L	09-18	10-14	0.128	0.189	✔
H	10-14	12-12	-0.197	-0.166	✔
L	12-12	12-31	0.164	0.031	✔

2018

2019

Corr: -0.5574

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.1429

Avg Real: 0.0434

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.178	-0.048	✘
L	03-20	07-31	0.018	0.049	✔
H	07-31	09-18	-0.134	-0.028	✔
L	09-18	10-14	0.182	-0.020	✘
H	10-14	12-18	-0.217	0.370	✘
L	12-18	12-31	0.185	-0.020	✘

2019

2020

Corr: -0.1573

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: 0.0013

Type	Start	End	Season	Real	OK
L	01-01	01-27	0.124	-0.161	✘
H	01-27	03-04	-0.145	0.083	✘
L	03-04	07-15	0.099	-0.167	✘
H	07-15	09-18	-0.094	0.125	✘
L	09-18	11-07	0.109	-0.039	✘
H	11-07	12-15	-0.068	0.139	✘
L	12-15	12-31	0.078	0.029	✔

2020

2021

Corr: 0.7647

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.3333

Avg Real: 0.1406

Type	Start	End	Season	Real	OK
H	01-04	02-24	-0.115	0.092	✘
L	02-24	03-25	0.080	-0.088	✘
H	03-25	06-22	-0.092	0.195	✘
L	06-22	07-31	0.136	0.224	✔
H	07-31	08-20	-0.081	0.043	✘
L	08-20	09-12	0.093	0.058	✔
L	09-12	12-31	0.032	0.331	✔

2021

2022

Corr: -0.8070

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.7143

Avg Real: -0.0447

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.183	0.038	✔
H	01-04	06-22	-0.104	0.031	✘
L	06-22	07-19	0.075	-0.082	✘
L	07-19	07-22	0.110	-0.061	✘
H	07-22	08-20	-0.089	0.041	✘
L	08-20	10-30	0.069	-0.244	✘
L	10-30	12-29	0.208	-0.034	✘
H	12-29	12-31	-0.108	-0.012	✔

2022

2023

Corr: -0.2143

Hit Rate Returns: 0.4458

Hit Rate Segments: 0.2857

Avg Real: 0.0253

Type	Start	End	Season	Real	OK
H	01-01	05-15	-0.107	0.157	✘
L	05-15	06-01	0.128	-0.057	✘
H	06-01	07-14	-0.081	-0.127	✔
L	07-14	07-27	0.143	-0.003	✘
H	07-27	10-30	-0.067	-0.014	✔
L	10-30	12-24	0.196	0.203	✔
H	12-24	12-31	-0.093	-0.036	✔

2023

2024

Corr: 0.9251

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.8571

Avg Real: 0.0979

Type	Start	End	Season	Real	OK
H	01-01	07-14	-0.055	0.310	✘
L	07-14	09-11	0.164	0.033	✔
H	09-11	10-30	-0.099	0.008	✘
L	10-30	12-16	0.322	0.394	✔
H	12-16	12-31	-0.122	-0.019	✔

2024

2025

Corr: 0.1849

Hit Rate Returns: 0.4779

Hit Rate Segments: 0.3636

Avg Real: 0.0059

Type	Start	End	Season	Real	OK
L	01-01	03-29	0.115	0.169	✔
L	03-29	04-17	0.171	-0.006	✘
H	04-17	07-14	-0.112	-0.219	✔
L	07-14	08-28	0.211	0.253	✔
H	08-28	10-30	-0.121	0.014	✘
L	10-30	12-18	0.354	-0.145	✘
H	12-18	12-31	-0.118	0.011	✘

2025

2026

Corr: -0.8443

Hit Rate Returns: 0.4839

Hit Rate Segments: 0.2500

Avg Real: -0.0371

Type	Start	End	Season	Real	OK
L	01-01	04-24	0.381	-0.173	✘