Seasonality INDU 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	0.190367	0.553785	0.714286	0.000819	-0.01	0.04
15	2005	2006	0.694432	0.496000	0.571429	0.018873	0.90	0.79
15	2006	2007	0.555490	0.528000	0.285714	0.009408	0.40	0.44
15	2007	2008	-0.761904	0.505976	0.285714	-0.046738	-1.98	-2.05
15	2008	2009	0.633957	0.509960	0.571429	0.021424	1.42	1.44
15	2009	2010	0.390652	0.537849	0.285714	0.014666	0.69	0.79
15	2010	2011	-0.063176	0.442231	0.571429	0.002653	0.38	0.15
15	2011	2012	0.013459	0.487903	0.142857	0.008144	0.56	0.63
15	2012	2013	0.789103	0.513944	0.857143	0.034573	2.50	2.78
15	2013	2014	0.786987	0.509960	0.714286	0.013162	0.87	1.00
15	2014	2015	-0.067902	0.486056	0.500000	-0.000716	-0.33	-0.07
15	2015	2016	0.795979	0.492000	1.000000	0.027509	1.86	2.28
15	2016	2017	0.838117	0.516000	0.500000	0.040552	2.31	2.57
15	2017	2018	-0.145120	0.504000	0.428571	-0.008612	-0.42	-0.45
15	2018	2019	0.835783	0.533865	0.571429	0.034025	2.00	2.04
15	2019	2020	0.306808	0.488095	0.285714	0.007551	0.48	0.46
15	2020	2021	0.866561	0.478088	0.571429	0.029612	1.29	1.39
15	2021	2022	-0.436451	0.540000	0.444444	-0.010716	-0.58	-0.61
15	2022	2023	0.767777	0.502008	0.857143	0.019630	1.01	1.06
15	2023	2024	0.880003	0.472000	0.333333	0.014024	0.70	0.72
15	2024	2025	0.742047	0.526104	0.571429	0.017061	0.79	0.78
15	2025	2026	0.144415	0.611940	1.000000	-0.003209	-0.05	-0.30

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: 0.1904

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.7143

Avg Real: 0.0008

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.109	-0.010	✘
L	01-06	03-31	0.019	-0.011	✘
L	03-31	06-05	0.076	-0.004	✘
H	06-05	09-16	-0.017	0.016	✘
H	09-16	10-09	-0.041	-0.033	✔
L	10-09	12-31	0.126	0.045	✔

2005

2006

Corr: 0.6944

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0189

Type	Start	End	Season	Real	OK
L	01-01	03-31	0.045	0.024	✔
L	03-31	06-05	0.070	-0.006	✘
H	06-05	07-23	-0.028	-0.017	✔
L	07-23	08-25	0.033	0.021	✔
H	08-25	10-09	-0.049	0.053	✘
L	10-09	12-31	0.121	0.056	✔

2006

2007

Corr: 0.5555

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.2857

Avg Real: 0.0094

Type	Start	End	Season	Real	OK
L	01-01	03-31	0.031	-0.010	✘
L	03-31	06-05	0.064	0.097	✔
H	06-05	07-23	-0.028	0.028	✘
L	07-23	08-25	0.033	-0.045	✘
H	08-25	10-09	-0.043	0.068	✘
L	10-09	12-05	0.100	-0.058	✘
L	12-05	12-31	0.078	-0.014	✘

2007

2008

Corr: -0.7619

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.2857

Avg Real: -0.0467

Type	Start	End	Season	Real	OK
L	01-01	03-31	0.027	-0.060	✘
L	03-31	06-05	0.067	0.026	✔
L	06-05	08-25	0.008	-0.093	✘
H	08-25	09-30	-0.039	-0.041	✔
L	09-30	12-05	0.100	-0.170	✘
L	12-05	12-31	0.032	0.011	✔

2008

2009

Corr: 0.6340

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.5714

Avg Real: 0.0214

Type	Start	End	Season	Real	OK
L	01-01	03-31	0.017	-0.158	✘
L	03-31	05-16	0.064	0.073	✔
H	05-16	08-24	-0.002	0.111	✘
H	08-24	10-09	-0.058	0.039	✘
L	10-09	12-05	0.087	0.058	✔
L	12-05	12-31	0.011	0.004	✔

2009

2010

Corr: 0.3907

Hit Rate Returns: 0.5378

Hit Rate Segments: 0.2857

Avg Real: 0.0147

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.096	-0.001	✘
H	01-06	03-09	-0.034	-0.001	✔
L	03-09	06-05	0.102	-0.060	✘
L	06-05	08-25	0.003	0.023	✔
H	08-25	10-09	-0.052	0.089	✘
L	10-09	12-05	0.099	0.035	✔
H	12-05	12-31	-0.019	0.020	✘

2010

2011

Corr: -0.0632

Hit Rate Returns: 0.4422

Hit Rate Segments: 0.5714

Avg Real: 0.0027

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.093	0.002	✔
H	01-06	03-09	-0.035	0.044	✘
L	03-09	05-18	0.088	0.030	✔
H	05-18	06-27	-0.031	-0.044	✔
L	06-27	08-22	0.032	-0.102	✘
H	08-22	10-09	-0.045	0.021	✘
L	10-09	12-05	0.092	0.057	✔
H	12-05	12-31	-0.016	0.010	✘

2011

2012

Corr: 0.0135

Hit Rate Returns: 0.4879

Hit Rate Segments: 0.1429

Avg Real: 0.0081

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.099	-0.003	✘
H	01-06	03-14	-0.035	0.067	✘
L	03-14	05-16	0.087	-0.048	✘
H	05-16	08-24	-0.008	0.045	✘
H	08-24	10-09	-0.050	0.025	✘
L	10-09	12-05	0.088	-0.035	✘
H	12-05	12-31	-0.018	0.006	✘

2012

2013

Corr: 0.7891

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.8571

Avg Real: 0.0346

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.104	0.002	✔
H	01-06	03-09	-0.039	0.076	✘
L	03-09	05-04	0.086	0.039	✔
H	05-04	09-16	-0.023	0.039	✘
H	09-16	10-09	-0.043	-0.052	✔
L	10-09	12-31	0.114	0.132	✔

2013

2014

Corr: 0.7870

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0132

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.107	-0.001	✘
H	01-06	03-10	-0.043	-0.000	✔
L	03-10	05-03	0.079	0.006	✔
H	05-03	09-16	-0.008	0.037	✘
H	09-16	10-09	-0.047	-0.029	✔
L	10-09	12-31	0.117	0.071	✔

2014

2015

Corr: -0.0679

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.5000

Avg Real: -0.0007

Type	Start	End	Season	Real	OK
H	01-03	03-10	-0.048	0.009	✘
L	03-10	05-04	0.068	0.023	✔
H	05-04	09-16	-0.004	-0.075	✔
H	09-16	10-09	-0.048	0.019	✘
L	10-09	12-31	0.103	0.019	✔

2015

2016

Corr: 0.7960

Hit Rate Returns: 0.4920

Hit Rate Segments: 1.0000

Avg Real: 0.0275

Type	Start	End	Season	Real	OK
H	01-03	03-16	-0.030	0.010	✘
L	03-16	05-04	0.065	0.019	✔
H	05-04	09-16	-0.016	0.028	✘
H	09-16	10-09	-0.042	0.007	✘
L	10-09	12-31	0.106	0.084	✔

2016

2017

Corr: 0.8381

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.5000

Avg Real: 0.0406

Type	Start	End	Season	Real	OK
H	01-03	03-10	-0.025	0.051	✘
L	03-10	05-03	0.065	0.003	✔
L	05-03	09-18	0.002	0.069	✔
H	09-18	10-09	-0.037	0.022	✘
L	10-09	12-31	0.101	0.098	✔

2017

2018

Corr: -0.1451

Hit Rate Returns: 0.5040

Hit Rate Segments: 0.4286

Avg Real: -0.0086

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.062	0.004	✔
H	01-03	03-10	-0.024	0.017	✘
L	03-10	05-03	0.074	-0.050	✘
H	05-03	06-27	-0.025	0.008	✘
L	06-27	09-19	0.052	0.092	✔
H	09-19	10-09	-0.027	0.001	✘
L	10-09	12-31	0.093	-0.125	✘

2018

2019

Corr: 0.8358

Hit Rate Returns: 0.5339

Hit Rate Segments: 0.5714

Avg Real: 0.0340

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.063	-0.028	✘
H	01-03	03-07	-0.012	0.119	✘
L	03-07	05-04	0.059	0.044	✔
H	05-04	06-27	-0.033	0.004	✘
L	06-27	09-20	0.053	0.017	✔
H	09-20	10-11	-0.034	-0.005	✔
L	10-11	12-06	0.064	0.051	✔
L	12-06	12-31	0.002	0.022	✔

2019

2020

Corr: 0.3068

Hit Rate Returns: 0.4881

Hit Rate Segments: 0.2857

Avg Real: 0.0076

Type	Start	End	Season	Real	OK
L	01-01	03-07	0.059	-0.104	✘
L	03-07	05-04	0.065	-0.004	✘
H	05-04	06-27	-0.032	0.044	✘
L	06-27	07-23	0.046	0.037	✔
H	07-23	08-25	-0.030	0.055	✘
L	08-25	09-20	0.039	-0.020	✘
H	09-20	10-11	-0.034	0.050	✘
L	10-11	12-31	0.081	0.061	✔

2020

2021

Corr: 0.8666

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.5714

Avg Real: 0.0296

Type	Start	End	Season	Real	OK
H	01-04	03-16	-0.023	0.086	✘
L	03-16	04-29	0.078	0.041	✔
H	04-29	06-27	-0.025	0.012	✘
L	06-27	07-23	0.050	0.026	✔
H	07-23	10-11	-0.012	-0.019	✔
L	10-11	12-31	0.092	0.061	✔

2021

2022

Corr: -0.4365

Hit Rate Returns: 0.5400

Hit Rate Segments: 0.4444

Avg Real: -0.0107

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.074	0.006	✔
H	01-04	03-16	-0.017	-0.075	✔
L	03-16	04-29	0.076	-0.030	✘
H	04-29	06-27	-0.018	-0.042	✔
L	06-27	07-23	0.053	0.013	✔
H	07-23	10-11	-0.022	-0.075	✔
L	10-11	12-31	0.092	0.107	✔

2022

2023

Corr: 0.7678

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.8571

Avg Real: 0.0196

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.090	0.004	✔
H	01-04	03-22	-0.022	-0.037	✔
L	03-22	04-29	0.062	0.062	✔
H	04-29	06-27	-0.024	-0.004	✔
L	06-27	09-19	0.054	0.018	✔
H	09-19	10-11	-0.033	-0.022	✔
L	10-11	12-31	0.102	0.117	✔

2023

2024

Corr: 0.8800

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.3333

Avg Real: 0.0140

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.107	-0.007	✘
H	01-04	03-22	-0.024	0.054	✘
L	03-22	04-29	0.066	-0.029	✘
L	04-29	10-03	0.015	0.096	✔
L	10-03	12-31	0.127	0.014	✔

2024

2025

Corr: 0.7420

Hit Rate Returns: 0.5261

Hit Rate Segments: 0.5714

Avg Real: 0.0171

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.118	0.051	✔
H	02-17	03-23	-0.033	-0.061	✔
L	03-23	04-29	0.058	-0.048	✘
L	04-29	10-03	0.007	0.147	✔
L	10-03	12-02	0.094	0.017	✔
L	12-02	12-31	0.048	0.014	✔

2025

2026

Corr: 0.1444

Hit Rate Returns: 0.6119

Hit Rate Segments: 1.0000

Avg Real: -0.0032

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.122	0.024	✔
H	02-17	03-23	-0.045	-0.069	✔
L	03-23	07-22	0.104	0.035	✔