Seasonality CORN 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	0.584728	0.484000	0.500000	0.019925	9.51	3.67
10	2000	2001	-0.381557	0.489879	0.500000	-0.013448	-9.68	-9.57
10	2001	2002	-0.897222	0.454183	0.666667	0.033626	-8.11	-5.23
10	2002	2003	0.424757	0.438247	0.500000	0.002989	0.90	0.71
10	2003	2004	0.912243	0.466135	0.571429	-0.034128	80.81	-202.59
10	2004	2005	0.205308	0.509960	0.714286	0.009205	8.34	3.20
10	2005	2006	-0.653869	0.444000	0.571429	0.110065	-26.84	-29.85
10	2006	2007	0.594486	0.536000	0.714286	0.036399	2.73	3.75
10	2007	2008	-0.189239	0.525896	0.571429	-0.026718	-1.01	-2.29
10	2008	2009	0.529992	0.470120	0.857143	-0.005804	0.04	-0.27
10	2009	2010	-0.086761	0.533865	0.444444	0.055556	2.74	3.22
10	2010	2011	-0.230403	0.458167	0.888889	0.006088	0.18	0.25
10	2011	2012	0.006150	0.428000	0.142857	0.008623	0.23	0.25
10	2012	2013	-0.395909	0.498008	0.428571	-0.017424	-1.57	-0.50
10	2013	2014	0.551438	0.525896	0.714286	-0.001359	-0.36	-0.07
10	2014	2015	-0.230405	0.501992	0.428571	-0.013176	-0.47	-0.50
10	2015	2016	0.438107	0.500000	0.714286	0.000203	0.01	0.01
10	2016	2017	0.564338	0.480000	0.714286	-0.005020	-0.21	-0.72
10	2017	2018	0.288603	0.492000	0.428571	0.011526	1.74	2.63
10	2018	2019	0.116558	0.525896	0.571429	0.007245	0.56	0.47
10	2019	2020	-0.118375	0.503968	0.714286	0.033569	4.14	4.02
10	2020	2021	0.525933	0.470120	0.571429	0.032337	13.84	11.36
10	2021	2022	0.367269	0.496000	0.571429	0.014789	3.63	2.96
10	2022	2023	0.558847	0.514056	0.428571	-0.040268	-6.14	-6.34
10	2023	2024	0.742310	0.508000	0.444444	-0.001018	-0.18	-0.13
10	2024	2025	0.530114	0.526104	0.714286	-0.004038	-0.58	-0.30
10	2025	2026	-0.081345	0.467742	0.333333	0.011238	0.45	1.95

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: 0.5847

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.5000

Avg Real: 0.0199

Type	Start	End	Season	Real	OK
H	01-01	02-26	-0.001	0.062	✘
L	02-26	03-30	0.084	0.106	✔
L	03-30	06-19	0.007	-0.138	✘
H	06-19	07-27	-0.128	-0.122	✔
H	07-27	09-21	-0.035	0.026	✘
L	09-21	12-19	0.022	0.161	✔
L	12-19	12-26	0.063	0.007	✔
H	12-26	12-31	-0.001	0.024	✘

2000

2001

Corr: -0.3816

Hit Rate Returns: 0.4899

Hit Rate Segments: 0.5000

Avg Real: -0.0134

Type	Start	End	Season	Real	OK
L	01-01	03-30	0.167	-0.079	✘
H	03-30	05-23	-0.004	-0.050	✔
H	05-23	07-27	-0.166	0.128	✘
H	07-27	09-20	-0.011	-0.029	✔
L	09-20	12-12	0.030	-0.033	✘
L	12-12	12-31	0.092	-0.032	✘

2001

2002

Corr: -0.8972

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.6667

Avg Real: 0.0336

Type	Start	End	Season	Real	OK
L	01-01	03-27	0.113	0.034	✔
H	03-27	06-19	-0.029	0.013	✘
H	06-19	07-27	-0.108	0.172	✘
H	07-27	09-21	-0.025	0.149	✘
L	09-21	12-20	0.030	-0.075	✘
L	12-20	12-31	0.065	-0.018	✘

2002

2003

Corr: 0.4248

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.5000

Avg Real: 0.0030

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.085	-0.024	✘
H	01-15	02-26	-0.030	0.002	✘
L	02-26	03-27	0.071	-0.013	✘
H	03-27	09-20	-0.105	-0.012	✔
L	09-20	12-20	0.035	0.091	✔
L	12-20	12-31	0.074	-0.001	✘

2003

2004

Corr: 0.9122

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.5714

Avg Real: -0.0341

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.082	0.061	✔
H	01-15	04-29	-0.012	0.179	✘
L	04-29	05-17	0.055	-0.074	✘
H	05-17	07-19	-0.079	-0.230	✔
H	07-19	07-27	-0.066	-0.058	✔
L	07-27	09-04	0.060	0.005	✔
H	09-04	11-29	-0.043	-0.103	✔
L	11-29	12-31	0.082	-0.019	✘

2004

2005

Corr: 0.2053

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0092

Type	Start	End	Season	Real	OK
L	01-01	05-17	0.152	0.029	✔
H	05-17	07-27	-0.145	0.144	✘
L	07-27	09-04	0.060	-0.164	✘
H	09-04	09-20	-0.061	-0.004	✔
L	09-20	11-29	0.003	-0.102	✘
L	11-29	12-31	0.149	0.146	✔

2005

2006

Corr: -0.6539

Hit Rate Returns: 0.4440

Hit Rate Segments: 0.5714

Avg Real: 0.1101

Type	Start	End	Season	Real	OK
L	01-01	03-19	0.153	0.007	✔
H	03-19	04-29	-0.043	0.091	✘
L	04-29	05-20	0.055	0.067	✔
H	05-20	07-27	-0.149	-0.076	✔
L	07-27	09-04	0.039	-0.035	✘
H	09-04	11-29	-0.085	0.643	✘
L	11-29	12-31	0.151	0.091	✔

2006

2007

Corr: 0.5945

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.7143

Avg Real: 0.0364

Type	Start	End	Season	Real	OK
L	01-01	04-02	0.161	-0.043	✘
H	04-02	04-29	-0.068	0.026	✘
L	04-29	06-02	0.052	0.078	✔
H	06-02	07-02	-0.112	-0.143	✔
L	07-02	09-04	0.035	0.017	✔
H	09-04	09-14	-0.052	-0.001	✔
L	09-14	12-31	0.231	0.321	✔

2007

2008

Corr: -0.1892

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.5714

Avg Real: -0.0267

Type	Start	End	Season	Real	OK
L	01-01	03-15	0.207	0.179	✔
H	03-15	04-29	-0.058	0.112	✘
L	04-29	06-01	0.071	0.017	✔
H	06-01	07-03	-0.113	0.282	✘
H	07-03	09-14	-0.031	-0.429	✔
L	09-14	09-22	0.065	-0.008	✘
L	09-22	12-09	0.024	-0.532	✘
L	12-09	12-31	0.137	0.205	✔

2008

2009

Corr: 0.5300

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.8571

Avg Real: -0.0058

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.166	-0.052	✘
L	01-16	06-02	0.117	0.142	✔
H	06-02	07-21	-0.128	-0.335	✔
L	07-21	09-22	0.055	0.035	✔
H	09-22	12-07	-0.072	0.104	✘
L	12-07	12-31	0.192	0.111	✔

2009

2010

Corr: -0.0868

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.4444

Avg Real: 0.0556

Type	Start	End	Season	Real	OK
L	01-01	01-16	0.176	-0.112	✘
L	01-16	04-27	0.029	-0.052	✘
L	04-27	06-02	0.110	0.002	✔
H	06-02	07-22	-0.172	0.067	✘
L	07-22	12-07	0.018	0.408	✔
L	12-07	12-16	0.109	0.096	✔
L	12-16	12-31	0.100	0.099	✔

2010

2011

Corr: -0.2304

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.8889

Avg Real: 0.0061

Type	Start	End	Season	Real	OK
L	01-01	04-27	0.024	0.212	✔
L	04-27	06-01	0.109	0.010	✔
H	06-01	07-22	-0.123	-0.110	✔
L	07-22	10-29	0.123	-0.056	✘
H	10-29	12-07	-0.057	-0.104	✔
L	12-07	12-31	0.179	0.104	✔

2011

2012

Corr: 0.0061

Hit Rate Returns: 0.4280

Hit Rate Segments: 0.1429

Avg Real: 0.0086

Type	Start	End	Season	Real	OK
L	01-01	06-01	0.184	-0.162	✘
H	06-01	07-25	-0.146	0.369	✘
L	07-25	10-03	0.014	-0.057	✘
L	10-03	10-29	0.119	-0.030	✘
H	10-29	12-07	-0.090	-0.006	✔
L	12-07	12-28	0.185	-0.059	✘
L	12-28	12-31	0.109	0.006	✔

2012

2013

Corr: -0.3959

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.4286

Avg Real: -0.0174

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.152	-0.002	✘
L	01-03	06-14	0.150	-0.050	✘
H	06-14	07-25	-0.112	-0.230	✔
H	07-25	10-04	-0.010	-0.076	✔
L	10-04	10-29	0.112	-0.016	✘
H	10-29	12-07	-0.077	-0.012	✔
L	12-07	12-31	0.190	-0.009	✘

2013

2014

Corr: 0.5514

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: -0.0014

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.149	0.063	✔
H	06-14	06-30	-0.085	-0.040	✔
L	06-30	07-14	0.080	-0.081	✘
H	07-14	07-26	-0.132	-0.065	✔
H	07-26	12-07	-0.022	0.033	✘
L	12-07	12-28	0.167	0.089	✔
L	12-28	12-31	0.123	-0.037	✘

2014

2015

Corr: -0.2304

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.4286

Avg Real: -0.0132

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.131	-0.108	✘
H	06-14	06-30	-0.080	0.166	✘
L	06-30	07-13	0.081	0.049	✔
H	07-13	07-25	-0.131	-0.104	✔
H	07-25	10-03	-0.031	0.041	✘
L	10-03	10-29	0.118	-0.034	✘
H	10-29	12-07	-0.062	-0.029	✔
L	12-07	12-28	0.172	-0.019	✘
L	12-28	12-31	0.121	-0.006	✘

2015

2016

Corr: 0.4381

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.7143

Avg Real: 0.0002

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.051	0.009	✔
H	02-28	06-24	-0.008	0.087	✘
L	06-24	07-13	0.082	-0.053	✘
H	07-13	07-26	-0.143	-0.095	✔
H	07-26	10-03	-0.020	0.038	✘
L	10-03	10-29	0.124	0.026	✔
H	10-29	12-07	-0.056	-0.012	✔
L	12-07	12-28	0.145	-0.006	✘
L	12-28	12-31	0.101	0.011	✔

2016

2017

Corr: 0.5643

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.7143

Avg Real: -0.0050

Type	Start	End	Season	Real	OK
L	01-01	06-14	0.119	0.060	✔
H	06-14	06-30	-0.086	-0.018	✔
L	06-30	07-13	0.063	-0.027	✘
H	07-13	07-24	-0.135	0.046	✘
H	07-24	08-09	-0.021	-0.014	✔
L	08-09	12-07	0.006	-0.094	✘
L	12-07	12-28	0.120	0.037	✔
L	12-28	12-31	0.083	-0.004	✘

2017

2018

Corr: 0.2886

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4286

Avg Real: 0.0115

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.117	-0.013	✘
L	01-11	06-11	0.094	0.052	✔
H	06-11	06-24	-0.070	-0.028	✔
L	06-24	07-13	0.080	-0.057	✘
H	07-13	08-10	-0.149	0.078	✘
L	08-10	10-29	0.043	0.025	✔
H	10-29	12-07	-0.083	0.021	✘
L	12-07	12-28	0.103	0.003	✔
L	12-28	12-31	0.094	0.000	✘

2018

2019

Corr: 0.1166

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.5714

Avg Real: 0.0072

Type	Start	End	Season	Real	OK
L	01-01	03-18	0.145	-0.011	✘
H	03-18	04-24	-0.029	-0.066	✔
L	04-24	05-01	0.057	0.035	✔
H	05-01	10-02	-0.131	0.074	✘
L	10-02	10-14	0.077	0.027	✔
H	10-14	12-02	-0.035	-0.063	✔
L	12-02	12-31	0.123	0.037	✔

2019

2020

Corr: -0.1184

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.7143

Avg Real: 0.0336

Type	Start	End	Season	Real	OK
L	01-01	05-28	0.143	-0.164	✘
H	05-28	06-24	-0.055	-0.010	✔
L	06-24	07-13	0.073	0.021	✔
H	07-13	08-13	-0.115	-0.019	✔
L	08-13	10-02	0.003	0.141	✔
L	10-02	10-30	0.072	0.048	✔
H	10-30	11-29	-0.057	0.069	✘
L	11-29	12-23	0.065	0.070	✔
L	12-23	12-31	0.060	0.094	✔

2020

2021

Corr: 0.5259

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.5714

Avg Real: 0.0323

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.117	0.162	✔
H	03-05	05-11	-0.053	0.408	✘
L	05-11	06-08	0.074	-0.164	✘
H	06-08	06-24	-0.060	-0.055	✔
L	06-24	07-13	0.065	-0.211	✘
H	07-13	08-01	-0.118	-0.009	✔
H	08-01	09-13	-0.029	-0.094	✔
L	09-13	12-31	0.128	0.165	✔

2021

2022

Corr: 0.3673

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0148

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.170	0.284	✔
H	03-05	04-18	-0.036	0.098	✘
L	04-18	06-08	0.072	-0.134	✘
H	06-08	06-24	-0.046	-0.076	✔
L	06-24	07-05	0.070	-0.154	✘
H	07-05	08-01	-0.151	0.025	✘
H	08-01	09-09	-0.044	0.132	✘
L	09-09	12-31	0.180	-0.011	✘

2022

2023

Corr: 0.5588

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.4286

Avg Real: -0.0403

Type	Start	End	Season	Real	OK
L	01-01	05-28	0.267	-0.099	✘
H	05-28	07-11	-0.053	-0.148	✔
H	07-11	07-15	-0.081	0.018	✘
H	07-15	08-01	-0.062	-0.003	✔
H	08-01	09-04	-0.031	-0.023	✔
L	09-04	10-27	0.089	-0.008	✘
H	10-27	12-02	-0.027	0.006	✘
L	12-02	12-31	0.172	-0.021	✘

2023

2024

Corr: 0.7423

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.4444

Avg Real: -0.0010

Type	Start	End	Season	Real	OK
L	01-01	05-01	0.192	-0.028	✘
H	05-01	05-14	-0.053	0.036	✘
L	05-14	05-28	0.058	-0.011	✘
H	05-28	09-04	-0.230	-0.107	✔
L	09-04	10-14	0.102	-0.010	✘
H	10-14	12-02	-0.008	0.035	✘
L	12-02	12-31	0.201	0.073	✔

2024

2025

Corr: 0.5301

Hit Rate Returns: 0.5261

Hit Rate Segments: 0.7143

Avg Real: -0.0040

Type	Start	End	Season	Real	OK
L	01-01	04-06	0.069	0.001	✔
L	04-06	05-28	0.091	-0.030	✘
H	05-28	05-31	-0.046	-0.015	✔
L	05-31	06-18	0.037	-0.013	✘
H	06-18	06-28	-0.078	-0.033	✔
H	06-28	09-03	-0.100	-0.050	✔
L	09-03	10-05	0.093	0.046	✔
H	10-05	12-01	-0.012	0.026	✘
L	12-01	12-31	0.149	0.016	✔

2025

2026

Corr: -0.0813

Hit Rate Returns: 0.4677

Hit Rate Segments: 0.3333

Avg Real: 0.0112

Type	Start	End	Season	Real	OK
L	01-01	02-01	0.197	-0.021	✘
L	02-01	05-14	0.005	0.061	✔