Seasonality COPPER 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	0.638808	0.456000	0.285714	0.048619	4.25	4.06
15	2005	2006	0.120645	0.532000	0.571429	0.051396	3.72	3.33
15	2006	2007	0.438853	0.508000	0.285714	0.014272	0.92	0.59
15	2007	2008	-0.585227	0.512000	0.714286	-0.080877	-2.97	-3.26
15	2008	2009	0.651670	0.478088	0.375000	0.171928	9.97	9.13
15	2009	2010	0.079919	0.472000	0.285714	0.041048	1.86	1.68
15	2010	2011	-0.557657	0.478088	0.444444	-0.023138	-1.02	-1.04
15	2011	2012	-0.477476	0.520000	0.571429	0.005978	0.15	0.20
15	2012	2013	-0.830504	0.454183	0.222222	-0.008174	-0.33	-0.33
15	2013	2014	-0.625887	0.454183	0.454545	-0.015551	-0.63	-0.78
15	2014	2015	-0.556345	0.513944	0.222222	-0.027597	-1.17	-1.35
15	2015	2016	0.284233	0.492000	0.857143	0.035568	1.23	1.67
15	2016	2017	0.466234	0.504000	0.444444	0.033857	1.43	1.50
15	2017	2018	-0.810166	0.460000	0.285714	-0.024943	-0.77	-0.71
15	2018	2019	-0.362886	0.549801	0.571429	0.008675	0.36	0.35
15	2019	2020	0.224557	0.452381	0.428571	0.037724	1.80	2.06
15	2020	2021	0.755454	0.450199	0.428571	0.038925	2.19	2.43
15	2021	2022	-0.547950	0.492000	0.428571	-0.019450	-1.32	-1.43
15	2022	2023	-0.020134	0.485944	0.857143	0.000455	0.39	0.07
15	2023	2024	-0.023766	0.524000	0.142857	0.005350	0.19	0.26
15	2024	2025	0.234673	0.518072	0.666667	0.047684	7.05	7.73
15	2025	2026	-0.429995	0.354839	1.000000	-0.011289	-0.30	-0.61

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: 0.6388

Hit Rate Returns: 0.4560

Hit Rate Segments: 0.2857

Avg Real: 0.0486

Type	Start	End	Season	Real	OK
L	01-01	03-23	0.126	-0.052	✘
H	03-23	04-08	-0.063	0.052	✘
L	04-08	09-26	0.055	0.208	✔
H	09-26	10-18	-0.042	0.058	✘
L	10-18	11-28	0.062	0.164	✔
H	11-28	12-31	-0.007	-0.091	✔

2005

2006

Corr: 0.1206

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.5714

Avg Real: 0.0514

Type	Start	End	Season	Real	OK
L	01-01	03-23	0.102	0.176	✔
H	03-23	04-08	-0.054	0.128	✘
L	04-08	10-14	0.028	0.322	✔
L	10-14	11-23	0.045	-0.222	✘
L	11-23	11-28	0.057	0.014	✔
H	11-28	12-31	-0.040	-0.137	✔

2006

2007

Corr: 0.4389

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.2857

Avg Real: 0.0143

Type	Start	End	Season	Real	OK
L	01-01	03-23	0.140	0.166	✔
H	03-23	04-08	-0.044	0.115	✘
L	04-08	05-25	0.091	-0.068	✘
H	05-25	10-04	-0.040	0.147	✘
L	10-04	11-23	0.048	-0.275	✘
L	11-23	11-28	0.057	0.016	✔
H	11-28	12-31	-0.035	-0.001	✔

2007

2008

Corr: -0.5852

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.7143

Avg Real: -0.0809

Type	Start	End	Season	Real	OK
H	01-01	01-05	-0.048	0.030	✘
L	01-05	04-07	0.062	0.285	✔
L	04-07	05-13	0.090	-0.075	✘
L	05-13	11-08	0.001	-0.678	✘
L	11-08	12-01	0.083	-0.049	✘
H	12-01	12-31	-0.057	-0.068	✔

2008

2009

Corr: 0.6517

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.3750

Avg Real: 0.1719

Type	Start	End	Season	Real	OK
L	01-04	05-13	0.196	0.407	✔
H	05-13	06-14	-0.053	0.226	✘
L	06-14	07-14	0.063	0.006	✔
H	07-14	09-26	-0.005	0.308	✘
H	09-26	10-25	-0.078	0.203	✘
L	10-25	12-01	0.075	0.140	✔
H	12-01	12-31	-0.071	0.085	✘

2009

2010

Corr: 0.0799

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.2857

Avg Real: 0.0410

Type	Start	End	Season	Real	OK
H	01-01	01-05	-0.049	0.002	✘
L	01-05	04-06	0.128	0.063	✔
L	04-06	04-19	0.068	-0.034	✘
H	04-19	06-14	-0.024	-0.149	✔
L	06-14	07-31	0.066	0.094	✔
H	07-31	11-08	-0.080	0.168	✘
L	11-08	12-01	0.069	-0.002	✘
H	12-01	12-31	-0.061	0.146	✘

2010

2011

Corr: -0.5577

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.4444

Avg Real: -0.0231

Type	Start	End	Season	Real	OK
L	01-01	05-05	0.233	-0.105	✘
H	05-05	06-14	-0.058	0.038	✘
L	06-14	07-31	0.081	0.072	✔
H	07-31	08-18	-0.057	-0.099	✔
L	08-18	09-22	0.056	-0.109	✘
H	09-22	11-22	-0.054	-0.034	✔
L	11-22	12-01	0.065	0.043	✔
H	12-01	12-17	-0.055	-0.044	✔
L	12-17	12-31	0.269	0.029	✔

2011

2012

Corr: -0.4775

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.5714

Avg Real: 0.0060

Type	Start	End	Season	Real	OK
L	01-01	02-18	0.076	0.051	✔
L	02-18	04-19	0.158	-0.055	✘
H	04-19	06-13	-0.030	-0.081	✔
L	06-13	07-31	0.102	0.022	✔
H	07-31	08-18	-0.065	0.001	✘
L	08-18	09-01	0.050	0.023	✔
H	09-01	12-19	-0.081	0.036	✘
L	12-19	12-31	0.276	0.013	✔

2012

2013

Corr: -0.8305

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.2222

Avg Real: -0.0082

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.240	-0.154	✘
H	04-19	06-13	-0.051	0.009	✘
L	06-13	07-31	0.116	-0.018	✘
H	07-31	08-11	-0.048	0.051	✘
L	08-11	09-22	0.058	0.006	✔
H	09-22	10-25	-0.077	-0.011	✔
H	10-25	11-23	-0.002	-0.011	✔
L	11-23	12-01	0.073	-0.002	✘
H	12-01	12-20	-0.050	0.035	✘
L	12-20	12-31	0.298	0.014	✔

2013

2014

Corr: -0.6259

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.4545

Avg Real: -0.0156

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.207	-0.105	✘
H	04-19	06-13	-0.043	-0.011	✔
L	06-13	07-31	0.112	0.056	✔
H	07-31	11-22	-0.054	-0.055	✔
L	11-22	12-01	0.081	-0.021	✘
H	12-01	12-20	-0.035	-0.007	✔
L	12-20	12-31	0.260	-0.019	✘

2014

2015

Corr: -0.5563

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.2222

Avg Real: -0.0276

Type	Start	End	Season	Real	OK
L	01-01	05-28	0.167	-0.016	✘
H	05-28	06-13	-0.057	-0.033	✔
L	06-13	07-31	0.099	-0.103	✘
H	07-31	11-22	-0.065	-0.110	✔
L	11-22	12-01	0.073	0.017	✔
H	12-01	12-20	-0.039	0.013	✘
L	12-20	12-31	0.197	-0.001	✘

2015

2016

Corr: 0.2842

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.8571

Avg Real: 0.0356

Type	Start	End	Season	Real	OK
L	01-01	05-27	0.224	0.021	✔
H	05-27	06-13	-0.057	-0.027	✔
L	06-13	07-31	0.070	0.079	✔
H	07-31	11-22	-0.075	0.167	✘
L	11-22	12-01	0.061	0.043	✔
L	12-01	12-31	0.003	-0.065	✘

2016

2017

Corr: 0.4662

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.4444

Avg Real: 0.0339

Type	Start	End	Season	Real	OK
L	01-01	04-25	0.230	0.041	✔
H	04-25	05-17	-0.040	-0.016	✔
L	05-17	05-28	0.044	0.007	✔
H	05-28	06-13	-0.054	0.013	✘
L	06-13	07-31	0.086	0.119	✔
H	07-31	08-18	-0.043	0.021	✘
L	08-18	09-22	0.043	-0.006	✘
H	09-22	10-23	-0.064	0.101	✘
L	10-23	11-04	0.043	-0.026	✘
H	11-04	11-22	-0.045	-0.006	✔
L	11-22	12-01	0.059	-0.028	✘
H	12-01	12-19	-0.039	0.025	✘
L	12-19	12-31	0.267	0.061	✔

2017

2018

Corr: -0.8102

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.2857

Avg Real: -0.0249

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.152	-0.048	✘
H	03-04	03-11	-0.027	0.003	✘
L	03-11	04-09	0.092	-0.010	✘
H	04-09	05-17	-0.023	0.002	✘
L	05-17	05-27	0.041	-0.003	✘
H	05-27	06-13	-0.055	0.060	✘
L	06-13	07-31	0.112	-0.132	✘
H	07-31	12-17	-0.050	-0.020	✔
L	12-17	12-31	0.283	-0.038	✘

2018

2019

Corr: -0.3629

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.5714

Avg Real: 0.0087

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.040	0.073	✔
L	02-05	04-25	0.175	0.023	✔
H	04-25	06-22	-0.053	-0.065	✔
L	06-22	07-31	0.087	-0.018	✘
H	07-31	12-19	-0.073	0.062	✘
L	12-19	12-31	0.047	-0.010	✘

2019

2020

Corr: 0.2246

Hit Rate Returns: 0.4524

Hit Rate Segments: 0.4286

Avg Real: 0.0377

Type	Start	End	Season	Real	OK
L	01-01	03-11	0.073	-0.118	✘
L	03-11	04-25	0.114	-0.044	✘
H	04-25	06-08	-0.057	0.082	✘
L	06-08	07-31	0.077	0.095	✔
H	07-31	11-21	-0.085	0.163	✘
L	11-21	12-01	0.043	0.073	✔
H	12-01	12-31	-0.005	0.012	✘

2020

2021

Corr: 0.7555

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.4286

Avg Real: 0.0389

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.027	-0.008	✘
L	02-02	04-26	0.146	0.261	✔
H	04-26	06-08	-0.051	0.027	✘
L	06-08	07-31	0.079	-0.019	✘
H	07-31	11-21	-0.088	-0.007	✔
L	11-21	12-31	0.062	0.019	✔

2021

2022

Corr: -0.5479

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4286

Avg Real: -0.0195

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.029	0.017	✔
L	02-02	04-09	0.118	0.052	✔
H	04-09	06-19	-0.042	-0.138	✔
L	06-19	07-31	0.068	-0.104	✘
H	07-31	11-21	-0.073	0.006	✘
L	11-21	12-31	0.069	0.053	✔

2022

2023

Corr: -0.0201

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.8571

Avg Real: 0.0005

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.037	0.087	✔
L	02-02	03-05	0.089	-0.006	✘
H	03-05	11-18	-0.068	-0.094	✔
L	11-18	12-31	0.078	0.018	✔

2023

2024

Corr: -0.0238

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.1429

Avg Real: 0.0054

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.172	-0.007	✘
H	03-05	06-20	-0.059	0.186	✘
L	06-20	09-17	0.065	-0.089	✘
H	09-17	10-04	-0.040	0.077	✘
L	10-04	12-31	0.153	-0.138	✘

2024

2025

Corr: 0.2347

Hit Rate Returns: 0.5181

Hit Rate Segments: 0.6667

Avg Real: 0.0477

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.069	0.083	✔
H	01-19	02-07	-0.024	0.072	✘
L	02-07	03-05	0.054	0.050	✔
H	03-05	08-15	-0.075	-0.079	✔
L	08-15	11-18	0.031	0.120	✔
L	11-18	12-31	0.073	0.173	✔

2025

2026

Corr: -0.4300

Hit Rate Returns: 0.3548

Hit Rate Segments: 1.0000

Avg Real: -0.0113

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.118	0.011	✔
H	03-05	06-24	-0.052	-0.033	✔