Seasonality COPPER 20 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
20	2009	2010	0.163619	0.520000	0.555556	0.032582	1.94	1.80
20	2010	2011	-0.554928	0.482072	0.571429	-0.030487	-1.31	-1.29
20	2011	2012	-0.503742	0.476000	0.285714	0.005978	0.19	0.23
20	2012	2013	-0.855553	0.454183	0.285714	-0.013655	-0.49	-0.70
20	2013	2014	-0.638385	0.482072	0.285714	-0.025187	-0.90	-1.05
20	2014	2015	-0.388804	0.498008	0.555556	-0.026579	-1.92	-1.95
20	2015	2016	0.199338	0.460000	0.571429	0.031117	1.86	2.14
20	2016	2017	0.351456	0.532000	0.428571	0.045920	2.29	2.63
20	2017	2018	-0.818858	0.484000	0.444444	-0.023529	-1.04	-1.21
20	2018	2019	-0.399374	0.517928	0.571429	0.008675	0.36	0.34
20	2019	2020	0.473233	0.448413	0.428571	0.037318	1.49	1.67
20	2020	2021	0.730424	0.474104	0.555556	0.028899	1.44	1.45
20	2021	2022	-0.731975	0.500000	0.555556	-0.014563	-0.63	-0.64
20	2022	2023	-0.686252	0.514056	0.714286	0.004265	0.15	0.16
20	2023	2024	0.553924	0.548000	0.571429	0.002297	0.17	0.09
20	2024	2025	0.422910	0.469880	0.428571	0.059038	2.95	2.87
20	2025	2026	-0.642417	0.532258	0.000000	-0.022578	-0.16	-0.24

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.1636

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.5556

Avg Real: 0.0326

Type	Start	End	Season	Real	OK
L	01-01	04-25	0.164	0.036	✔
H	04-25	06-14	-0.027	-0.159	✔
L	06-14	07-31	0.076	0.094	✔
H	07-31	08-18	-0.036	-0.010	✔
L	08-18	09-26	0.037	0.078	✔
H	09-26	10-02	-0.048	0.027	✘
H	10-02	11-08	-0.028	0.087	✘
L	11-08	12-01	0.057	-0.002	✘
H	12-01	12-23	-0.039	0.092	✘
L	12-23	12-31	0.168	0.053	✔

2010

2011

Corr: -0.5549

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.5714

Avg Real: -0.0305

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.152	-0.051	✘
H	04-19	06-14	-0.020	-0.016	✔
L	06-14	07-31	0.072	0.072	✔
H	07-31	11-23	-0.049	-0.253	✔
L	11-23	12-01	0.054	0.055	✔
H	12-01	12-07	-0.040	0.005	✘
L	12-07	12-31	0.034	-0.025	✘

2011

2012

Corr: -0.5037

Hit Rate Returns: 0.4760

Hit Rate Segments: 0.2857

Avg Real: 0.0060

Type	Start	End	Season	Real	OK
H	01-01	01-05	-0.021	-0.029	✔
L	01-05	04-25	0.156	0.079	✔
H	04-25	06-14	-0.020	-0.098	✔
L	06-14	07-31	0.077	0.018	✔
H	07-31	11-23	-0.083	0.031	✘
L	11-23	12-01	0.061	0.032	✔
H	12-01	12-31	-0.024	0.000	✘

2012

2013

Corr: -0.8556

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.2857

Avg Real: -0.0137

Type	Start	End	Season	Real	OK
H	01-01	01-05	-0.022	-0.012	✔
L	01-05	04-25	0.159	-0.114	✘
H	04-25	06-14	-0.032	-0.009	✔
L	06-14	07-31	0.075	-0.023	✘
H	07-31	11-23	-0.062	0.029	✘
L	11-23	12-01	0.063	-0.002	✘
H	12-01	12-31	-0.026	0.049	✘

2013

2014

Corr: -0.6384

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.2857

Avg Real: -0.0252

Type	Start	End	Season	Real	OK
H	01-01	01-05	-0.023	-0.007	✔
L	01-05	04-25	0.157	-0.067	✘
H	04-25	06-28	-0.024	0.006	✘
L	06-28	07-31	0.064	0.010	✔
H	07-31	11-23	-0.041	-0.055	✔
L	11-23	12-01	0.063	-0.021	✘
H	12-01	12-31	-0.028	-0.027	✔

2014

2015

Corr: -0.3888

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5556

Avg Real: -0.0266

Type	Start	End	Season	Real	OK
L	01-01	04-25	0.143	-0.035	✘
H	04-25	06-14	-0.045	-0.026	✔
L	06-14	07-31	0.069	-0.103	✘
H	07-31	08-18	-0.040	-0.025	✔
L	08-18	09-01	0.036	0.002	✔
H	09-01	10-25	-0.051	0.017	✘
L	10-25	11-23	0.004	-0.119	✘
L	11-23	12-01	0.047	0.017	✔
H	12-01	12-30	-0.034	0.025	✘
L	12-30	12-31	0.146	-0.004	✘

2015

2016

Corr: 0.1993

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.5714

Avg Real: 0.0311

Type	Start	End	Season	Real	OK
L	01-01	05-03	0.166	0.070	✔
H	05-03	06-14	-0.057	-0.082	✔
L	06-14	07-31	0.056	0.085	✔
H	07-31	11-23	-0.068	0.198	✘
L	11-23	12-01	0.051	0.012	✔
H	12-01	12-17	-0.039	-0.034	✔
L	12-17	12-31	0.033	0.000	✔

2016

2017

Corr: 0.3515

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.4286

Avg Real: 0.0459

Type	Start	End	Season	Real	OK
L	01-01	05-03	0.177	0.021	✔
H	05-03	06-13	-0.054	0.024	✘
L	06-13	07-31	0.072	0.119	✔
H	07-31	08-18	-0.045	0.021	✘
L	08-18	09-21	0.043	-0.011	✘
H	09-21	10-25	-0.061	0.104	✘
L	10-25	12-20	0.007	0.000	✘
L	12-20	12-31	0.188	0.043	✔

2017

2018

Corr: -0.8189

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.4444

Avg Real: -0.0235

Type	Start	End	Season	Real	OK
L	01-01	04-25	0.170	-0.038	✘
H	04-25	06-13	-0.051	0.036	✘
L	06-13	07-31	0.088	-0.132	✘
H	07-31	08-18	-0.034	-0.060	✔
L	08-18	09-21	0.043	0.053	✔
H	09-21	10-04	-0.044	-0.022	✔
H	10-04	11-22	-0.007	0.009	✘
L	11-22	12-01	0.049	0.002	✔
H	12-01	12-19	-0.033	-0.024	✔
L	12-19	12-31	0.197	-0.029	✘

2018

2019

Corr: -0.3994

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.5714

Avg Real: 0.0087

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.005	0.041	✔
L	01-29	04-25	0.123	0.055	✔
H	04-25	06-13	-0.039	-0.082	✔
L	06-13	07-31	0.076	-0.001	✘
H	07-31	11-22	-0.037	-0.008	✔
L	11-22	12-01	0.053	0.002	✔
L	12-01	12-31	0.005	0.064	✔

2019

2020

Corr: 0.4732

Hit Rate Returns: 0.4484

Hit Rate Segments: 0.4286

Avg Real: 0.0373

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.006	-0.090	✘
L	01-29	04-25	0.118	-0.072	✘
H	04-25	06-13	-0.037	0.095	✘
L	06-13	09-21	0.066	0.160	✔
H	09-21	11-22	-0.041	0.097	✘
L	11-22	12-01	0.056	0.073	✔
L	12-01	12-31	0.007	0.012	✔

2020

2021

Corr: 0.7304

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.5556

Avg Real: 0.0289

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.002	0.000	✔
L	01-29	04-25	0.113	0.220	✔
L	04-25	11-22	0.010	-0.015	✘
L	11-22	12-01	0.054	-0.042	✘
L	12-01	12-31	0.002	0.061	✔

2021

2022

Corr: -0.7320

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5556

Avg Real: -0.0146

Type	Start	End	Season	Real	OK
L	01-01	04-26	0.176	0.007	✔
H	04-26	06-22	-0.029	-0.115	✔
L	06-22	07-31	0.069	-0.082	✘
H	07-31	08-18	-0.041	0.018	✘
L	08-18	09-22	0.043	-0.034	✘
H	09-22	11-17	-0.031	0.048	✘
L	11-17	12-31	0.068	0.026	✔

2022

2023

Corr: -0.6863

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.7143

Avg Real: 0.0043

Type	Start	End	Season	Real	OK
L	01-01	01-29	0.055	0.120	✔
L	01-29	03-05	0.096	-0.035	✘
L	03-05	04-26	0.052	-0.064	✘
H	04-26	06-22	-0.042	0.011	✘
L	06-22	07-31	0.066	0.030	✔
H	07-31	11-22	-0.031	-0.065	✔
L	11-22	12-31	0.066	0.031	✔

2023

2024

Corr: 0.5539

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.5714

Avg Real: 0.0023

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.024	-0.012	✘
L	02-02	04-19	0.145	0.175	✔
H	04-19	06-22	-0.045	-0.014	✔
L	06-22	07-31	0.067	-0.067	✘
H	07-31	11-17	-0.047	-0.034	✔
L	11-17	12-31	0.055	-0.034	✘

2024

2025

Corr: 0.4229

Hit Rate Returns: 0.4699

Hit Rate Segments: 0.4286

Avg Real: 0.0590

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.033	0.067	✔
L	02-02	04-26	0.151	0.132	✔
H	04-26	06-23	-0.044	0.006	✘
L	06-23	07-31	0.055	-0.119	✘
H	07-31	11-17	-0.060	0.143	✘
L	11-17	12-31	0.065	0.167	✔

2025

2026

Corr: -0.6424

Hit Rate Returns: 0.5323

Hit Rate Segments: 0.0000

Avg Real: -0.0226

Type	Start	End	Season	Real	OK
L	01-01	01-13	0.071	0.057	✔
H	01-13	02-02	-0.026	-0.033	✔
L	02-02	04-26	0.157	-0.046	✘