Seasonality GOLD 30 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
30 2019 2020 0.684545 0.456349 0.571429 0.032819 2.68 2.49
30 2020 2021 -0.171191 0.521912 0.428571 -0.007725 -0.58 -0.53
30 2021 2022 -0.647995 0.504000 0.571429 0.002796 0.13 0.20
30 2022 2023 0.344501 0.546185 0.285714 0.017271 1.14 1.29
30 2023 2024 0.897226 0.460000 0.285714 0.048792 2.59 3.43
30 2024 2025 0.961360 0.510040 0.857143 0.089430 5.15 5.29
30 2025 2026 0.334593 0.507463 1.000000 0.096877 0.64 1.43

seasonalcomparekey_figuresSegmentePlot
2019 2020
Corr: 0.6845
Hit Rate Returns: 0.4563
Hit Rate Segments: 0.5714
Avg Real: 0.0328
TypeStartEndSeasonRealOK
L01-0102-280.0600.037✔
H02-2808-05-0.0070.296✘
L08-0509-150.013-0.053✘
L09-1510-080.036-0.041✘
H10-0812-15-0.013-0.026✔
L12-1512-310.0620.028✔
2020 2021
Corr: -0.1712
Hit Rate Returns: 0.5219
Hit Rate Segments: 0.4286
Avg Real: -0.0077
TypeStartEndSeasonRealOK
L01-0102-260.058-0.107✘
H02-2603-20-0.0160.006✘
L03-2009-130.0330.028✔
L09-1310-090.035-0.019✘
H10-0912-15-0.0140.012✘
L12-1512-310.0640.026✔
2021 2022
Corr: -0.6480
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.5714
Avg Real: 0.0028
TypeStartEndSeasonRealOK
L01-0102-230.0650.059✔
H02-2307-08-0.001-0.092✔
L07-0809-130.021-0.022✘
L09-1310-090.031-0.004✘
H10-0912-15-0.0150.060✘
L12-1512-310.0650.027✔
2022 2023
Corr: 0.3445
Hit Rate Returns: 0.5462
Hit Rate Segments: 0.2857
Avg Real: 0.0173
TypeStartEndSeasonRealOK
L01-0102-230.070-0.009✘
H02-2307-08-0.0060.055✘
L07-0809-150.020-0.001✘
L09-1510-080.030-0.050✘
H10-0812-15-0.0100.086✘
L12-1512-310.0770.024✔
2023 2024
Corr: 0.8972
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.2857
Avg Real: 0.0488
TypeStartEndSeasonRealOK
L01-0102-220.070-0.017✘
L02-2205-230.0110.150✔
H05-2307-08-0.0200.014✘
L07-0810-090.0530.120✔
H10-0912-15-0.0090.019✘
L12-1512-310.077-0.013✘
2024 2025
Corr: 0.9614
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.8571
Avg Real: 0.0894
TypeStartEndSeasonRealOK
L01-0102-010.0560.052✔
L02-0104-110.0270.159✔
H04-1107-08-0.0160.024✘
L07-0810-130.0600.311✔
H10-1312-15-0.0080.067✘
L12-1512-310.0770.006✔
2025 2026
Corr: 0.3346
Hit Rate Returns: 0.5075
Hit Rate Segments: 1.0000
Avg Real: 0.0969
TypeStartEndSeasonRealOK
L01-0102-010.0610.128✔
L02-0104-110.0330.021✔