Seasonality INDU 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	-0.266135	0.532000	0.285714	-0.006148	-0.21	-0.18
10	2000	2001	-0.379619	0.566802	0.444444	0.005524	-0.25	0.23
10	2001	2002	-0.630839	0.458167	0.533333	-0.010390	-0.86	-0.80
10	2002	2003	0.726921	0.498008	0.571429	0.030644	1.33	1.35
10	2003	2004	-0.063556	0.549801	0.555556	0.002708	0.21	0.15
10	2004	2005	0.191114	0.533865	0.285714	0.000569	-0.01	0.02
10	2005	2006	0.617949	0.452000	0.857143	0.018181	1.09	0.91
10	2006	2007	0.439010	0.536000	0.285714	0.009408	0.53	0.57
10	2007	2008	-0.461771	0.513944	0.571429	-0.046738	-3.12	-3.29
10	2008	2009	0.053738	0.466135	0.571429	0.020400	6.15	8.00
10	2009	2010	0.062599	0.549801	0.500000	0.015915	19.17	63.05
10	2010	2011	-0.002038	0.458167	0.428571	0.004507	0.83	0.48
10	2011	2012	0.114022	0.524194	0.571429	0.008144	0.80	0.98
10	2012	2013	0.829751	0.521912	0.571429	0.033762	2.33	2.42
10	2013	2014	0.783760	0.490040	0.571429	0.012148	0.83	0.96
10	2014	2015	-0.280651	0.434263	0.500000	-0.003189	-0.22	-0.19
10	2015	2016	0.889562	0.492000	0.714286	0.023853	1.21	1.35
10	2016	2017	0.787260	0.560000	0.571429	0.035239	2.07	2.25
10	2017	2018	-0.211330	0.512000	0.555556	-0.008499	-0.43	-0.57
10	2018	2019	0.857317	0.525896	0.714286	0.030120	1.18	1.17
10	2019	2020	0.264301	0.468254	0.571429	0.008030	0.34	0.33
10	2020	2021	0.843979	0.482072	0.571429	0.029612	1.00	1.09
10	2021	2022	-0.436357	0.484000	0.428571	-0.013424	-0.43	-0.44
10	2022	2023	0.752042	0.526104	0.857143	0.019630	0.77	0.77
10	2023	2024	0.846320	0.492000	0.428571	0.018888	0.88	0.92
10	2024	2025	0.796300	0.502008	0.714286	0.017180	0.89	0.85
10	2025	2026	0.746727	0.582090	1.000000	-0.003209	-0.05	-0.80

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: -0.2661

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.2857

Avg Real: -0.0061

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.089	-0.029	✘
L	01-25	02-15	0.061	-0.027	✘
L	02-15	04-11	0.010	0.050	✔
L	04-11	07-16	0.107	-0.042	✘
H	07-16	10-27	-0.051	-0.019	✔
L	10-27	12-31	0.111	0.017	✔

2000

2001

Corr: -0.3796

Hit Rate Returns: 0.5668

Hit Rate Segments: 0.4444

Avg Real: 0.0055

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.144	0.023	✔
L	02-15	07-14	0.094	-0.033	✘
H	07-14	10-27	-0.022	-0.087	✔
L	10-27	12-05	0.076	0.079	✔
L	12-05	12-31	0.032	-0.009	✘

2001

2002

Corr: -0.6308

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.5333

Avg Real: -0.0104

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.142	-0.017	✘
H	02-15	04-04	-0.012	0.033	✘
L	04-04	05-20	0.089	-0.001	✘
H	05-20	10-27	-0.022	-0.177	✔
L	10-27	12-05	0.092	0.025	✔
L	12-05	12-31	0.063	-0.028	✘

2002

2003

Corr: 0.7269

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5714

Avg Real: 0.0306

Type	Start	End	Season	Real	OK
L	01-01	04-04	0.035	-0.038	✘
L	04-04	05-20	0.078	0.025	✔
H	05-20	07-23	-0.043	0.082	✘
L	07-23	08-25	0.044	0.014	✔
H	08-25	10-09	-0.067	0.042	✘
L	10-09	12-05	0.114	0.021	✔
L	12-05	12-31	0.091	0.069	✔

2003

2004

Corr: -0.0636

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.5556

Avg Real: 0.0027

Type	Start	End	Season	Real	OK
L	01-01	03-31	0.032	-0.005	✘
L	03-31	05-17	0.083	-0.043	✘
H	05-17	07-23	-0.038	0.005	✘
L	07-23	08-25	0.040	0.021	✔
H	08-25	09-30	-0.065	-0.010	✔
L	09-30	12-05	0.118	0.049	✔
L	12-05	12-31	0.038	0.023	✔

2004

2005

Corr: 0.1911

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.2857

Avg Real: 0.0006

Type	Start	End	Season	Real	OK
L	01-01	03-14	0.021	0.007	✔
L	03-14	05-16	0.093	-0.051	✘
L	05-16	08-25	0.004	0.018	✔
H	08-25	09-27	-0.063	0.001	✘
L	09-27	12-05	0.134	0.035	✔
L	12-05	12-31	0.025	-0.011	✘

2005

2006

Corr: 0.6179

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.8571

Avg Real: 0.0182

Type	Start	End	Season	Real	OK
L	01-01	03-14	0.012	0.028	✔
L	03-14	06-07	0.076	-0.020	✘
H	06-07	07-23	-0.042	-0.006	✔
L	07-23	08-25	0.040	0.021	✔
H	08-25	09-27	-0.070	0.037	✘
L	09-27	12-05	0.120	0.059	✔
L	12-05	12-31	0.062	0.012	✔

2006

2007

Corr: 0.4390

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.2857

Avg Real: 0.0094

Type	Start	End	Season	Real	OK
L	01-01	03-14	0.003	-0.027	✘
L	03-14	05-16	0.072	0.109	✔
L	05-16	08-25	0.000	-0.009	✘
H	08-25	09-30	-0.071	0.046	✘
L	09-30	12-05	0.115	-0.052	✘
H	12-05	12-31	-0.019	-0.014	✔

2007

2008

Corr: -0.4618

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.5714

Avg Real: -0.0467

Type	Start	End	Season	Real	OK
L	01-01	01-07	0.122	-0.017	✘
H	01-07	03-14	-0.031	-0.067	✔
L	03-14	05-16	0.083	0.079	✔
H	05-16	08-25	-0.016	-0.123	✔
H	08-25	09-30	-0.064	-0.041	✔
L	09-30	12-31	0.135	-0.159	✘

2008

2009

Corr: 0.0537

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.5714

Avg Real: 0.0204

Type	Start	End	Season	Real	OK
L	01-01	01-07	0.102	-0.029	✘
H	01-07	03-14	-0.056	-0.171	✔
L	03-14	05-16	0.081	0.116	✔
H	05-16	09-11	-0.033	0.122	✘
H	09-11	10-09	-0.072	0.029	✘
L	10-09	12-31	0.105	0.062	✔

2009

2010

Corr: 0.0626

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.5000

Avg Real: 0.0159

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.094	-0.002	✔
L	03-09	06-02	0.092	-0.030	✘
H	06-02	09-11	-0.022	0.020	✘
H	09-11	10-09	-0.063	0.044	✘
L	10-09	12-31	0.093	0.054	✔

2010

2011

Corr: -0.0020

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.4286

Avg Real: 0.0045

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.103	0.002	✔
H	01-06	01-22	-0.055	0.015	✘
H	01-22	03-09	-0.012	0.020	✘
L	03-09	06-02	0.082	0.003	✔
H	06-02	10-09	-0.067	-0.098	✔
L	10-09	12-31	0.108	0.067	✔

2011

2012

Corr: 0.1140

Hit Rate Returns: 0.5242

Hit Rate Segments: 0.5714

Avg Real: 0.0081

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.096	-0.003	✘
H	01-06	03-10	-0.062	0.045	✘
L	03-10	05-04	0.081	0.006	✔
H	05-04	07-02	-0.043	-0.013	✔
L	07-02	09-20	0.040	0.059	✔
H	09-20	10-09	-0.047	-0.010	✔
L	10-09	12-31	0.102	-0.030	✘

2012

2013

Corr: 0.8298

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5714

Avg Real: 0.0338

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.073	0.002	✔
H	01-06	03-09	-0.061	0.076	✘
L	03-09	05-03	0.093	0.039	✔
L	05-03	09-20	0.028	0.036	✔
H	09-20	11-20	-0.038	0.034	✘
L	11-20	12-31	0.081	0.050	✔

2013

2014

Corr: 0.7838

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.5714

Avg Real: 0.0121

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.067	0.002	✔
H	01-03	03-09	-0.030	-0.001	✔
L	03-09	05-04	0.082	0.006	✔
H	05-04	06-26	-0.048	0.019	✘
L	06-26	09-19	0.058	0.026	✔
H	09-19	10-09	-0.050	-0.038	✔
L	10-09	12-31	0.090	0.071	✔

2014

2015

Corr: -0.2807

Hit Rate Returns: 0.4343

Hit Rate Segments: 0.5000

Avg Real: -0.0032

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.035	0.028	✘
L	03-09	05-04	0.083	0.004	✔
H	05-04	06-26	-0.043	-0.007	✔
L	06-26	09-19	0.064	-0.088	✘
H	09-19	11-20	-0.032	0.074	✘
L	11-20	12-31	0.068	-0.022	✘

2015

2016

Corr: 0.8896

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.7143

Avg Real: 0.0239

Type	Start	End	Season	Real	OK
H	01-04	03-07	-0.029	-0.004	✔
L	03-07	05-03	0.097	0.039	✔
H	05-03	06-26	-0.044	-0.020	✔
L	06-26	07-23	0.043	0.083	✔
H	07-23	11-20	-0.010	0.022	✘
L	11-20	12-31	0.071	0.047	✔

2016

2017

Corr: 0.7873

Hit Rate Returns: 0.5600

Hit Rate Segments: 0.5714

Avg Real: 0.0352

Type	Start	End	Season	Real	OK
H	01-03	03-07	-0.030	0.052	✘
L	03-07	05-03	0.091	0.002	✔
H	05-03	06-26	-0.040	0.023	✘
L	06-26	07-23	0.054	0.009	✔
H	07-23	08-25	-0.045	0.015	✘
L	08-25	09-20	0.038	0.030	✔
H	09-20	10-09	-0.040	0.018	✘
L	10-09	12-31	0.090	0.098	✔

2017

2018

Corr: -0.2113

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.5556

Avg Real: -0.0085

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.068	0.004	✔
H	01-03	03-07	-0.017	-0.005	✔
L	03-07	05-03	0.080	-0.035	✘
H	05-03	06-27	-0.041	0.008	✘
L	06-27	09-20	0.054	0.102	✔
H	09-20	10-09	-0.039	-0.009	✔
L	10-09	12-31	0.104	-0.125	✘

2018

2019

Corr: 0.8573

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.7143

Avg Real: 0.0301

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.106	0.004	✔
H	01-04	03-07	-0.011	0.087	✘
L	03-07	05-10	0.072	0.020	✔
H	05-10	06-25	-0.030	0.026	✘
L	06-25	07-26	0.054	0.028	✔
H	07-26	08-25	-0.031	-0.067	✔
L	08-25	12-31	0.138	0.113	✔

2019

2020

Corr: 0.2643

Hit Rate Returns: 0.4683

Hit Rate Segments: 0.5714

Avg Real: 0.0080

Type	Start	End	Season	Real	OK
L	01-01	04-29	0.180	-0.147	✘
H	04-29	06-01	-0.038	0.029	✘
L	06-01	07-28	0.053	0.031	✔
H	07-28	08-25	-0.050	0.065	✘
L	08-25	09-16	0.046	-0.007	✘
H	09-16	10-03	-0.017	-0.012	✔
L	10-03	12-01	0.081	0.058	✔
L	12-01	12-31	0.018	0.027	✔

2020

2021

Corr: 0.8440

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.5714

Avg Real: 0.0296

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.139	0.046	✔
H	02-17	03-23	-0.055	0.027	✘
L	03-23	04-29	0.083	0.054	✔
H	04-29	06-27	-0.009	0.012	✘
L	06-27	07-19	0.057	-0.011	✘
H	07-19	10-03	-0.025	0.012	✘
L	10-03	12-31	0.163	0.077	✔

2021

2022

Corr: -0.4364

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.4286

Avg Real: -0.0134

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.126	-0.062	✘
H	02-17	03-23	-0.047	0.001	✘
L	03-23	04-17	0.071	0.003	✔
L	04-17	06-27	0.006	-0.081	✘
L	06-27	07-15	0.050	-0.004	✘
L	07-15	10-29	0.013	0.043	✔
L	10-29	12-31	0.136	0.011	✔

2022

2023

Corr: 0.7520

Hit Rate Returns: 0.5261

Hit Rate Segments: 0.8571

Avg Real: 0.0196

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.112	0.021	✔
H	02-17	03-23	-0.051	-0.052	✔
L	03-23	06-08	0.101	0.052	✔
H	06-08	10-02	-0.008	-0.012	✔
L	10-02	11-10	0.085	0.026	✔
L	11-10	12-31	0.058	0.103	✔

2023

2024

Corr: 0.8463

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4286

Avg Real: 0.0189

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.095	0.024	✔
H	02-17	03-23	-0.065	0.024	✘
L	03-23	04-17	0.073	-0.041	✘
L	04-17	07-29	0.043	0.074	✔
H	07-29	10-02	-0.032	0.044	✘
L	10-02	11-10	0.081	0.048	✔
L	11-10	12-31	0.050	-0.046	✘

2024

2025

Corr: 0.7963

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7143

Avg Real: 0.0172

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.099	0.051	✔
H	02-17	03-23	-0.064	-0.061	✔
L	03-23	04-19	0.067	-0.081	✘
L	04-19	09-29	0.020	0.192	✔
L	09-29	11-10	0.083	0.025	✔
L	11-10	12-31	0.048	0.016	✔

2025

2026

Corr: 0.7467

Hit Rate Returns: 0.5821

Hit Rate Segments: 1.0000

Avg Real: -0.0032

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.107	0.024	✔
H	02-17	03-23	-0.074	-0.069	✔
L	03-23	06-08	0.103	0.035	✔