Seasonality INDU 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	0.317020	0.553785	0.428571	0.014666	0.74	0.80
20	2010	2011	-0.136194	0.501992	0.714286	0.002070	0.32	0.10
20	2011	2012	0.161123	0.467742	0.285714	0.008608	0.43	0.46
20	2012	2013	0.922636	0.509960	0.857143	0.034243	1.73	1.88
20	2013	2014	0.858729	0.470120	0.714286	0.012006	0.59	0.62
20	2014	2015	-0.157352	0.498008	0.428571	-0.003528	-0.15	-0.17
20	2015	2016	0.891706	0.492000	0.857143	0.025171	1.20	1.37
20	2016	2017	0.770817	0.584000	0.500000	0.040042	2.04	2.20
20	2017	2018	-0.358735	0.520000	0.428571	-0.008612	-0.50	-0.53
20	2018	2019	0.748903	0.561753	0.571429	0.032097	2.19	2.31
20	2019	2020	0.320210	0.535714	0.285714	0.005728	0.66	0.48
20	2020	2021	0.819975	0.505976	0.666667	0.035927	1.72	2.01
20	2021	2022	-0.355179	0.520000	0.444444	-0.013937	-0.67	-0.85
20	2022	2023	0.752149	0.526104	0.857143	0.020020	0.98	1.10
20	2023	2024	0.829867	0.460000	0.428571	0.017744	1.02	1.06
20	2024	2025	0.720619	0.538153	0.857143	0.020098	1.02	1.31
20	2025	2026	0.092739	0.611940	1.000000	-0.003432	-0.06	-0.72

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.3170

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.4286

Avg Real: 0.0147

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.012	-0.002	✔
L	03-09	06-05	0.090	-0.060	✘
H	06-05	09-16	-0.011	0.074	✘
H	09-16	10-09	-0.045	0.039	✘
L	10-09	12-31	0.106	0.054	✔

2010

2011

Corr: -0.1362

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7143

Avg Real: 0.0021

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.095	0.002	✔
H	01-06	03-09	-0.009	0.044	✘
L	03-09	06-05	0.081	-0.005	✘
L	06-05	09-16	0.004	-0.050	✘
H	09-16	10-09	-0.038	-0.035	✔
L	10-09	12-31	0.108	0.067	✔

2011

2012

Corr: 0.1611

Hit Rate Returns: 0.4677

Hit Rate Segments: 0.2857

Avg Real: 0.0086

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.004	0.042	✔
L	03-09	05-18	0.077	-0.045	✘
L	05-18	09-16	0.003	0.099	✔
H	09-16	10-09	-0.038	-0.006	✔
L	10-09	12-05	0.087	-0.035	✘
L	12-05	12-31	0.004	0.006	✔

2012

2013

Corr: 0.9226

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.8571

Avg Real: 0.0342

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.007	0.073	✔
L	03-09	05-05	0.068	0.039	✔
L	05-05	09-16	0.013	0.039	✔
H	09-16	10-09	-0.036	-0.052	✔
L	10-09	12-31	0.108	0.132	✔

2013

2014

Corr: 0.8587

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.7143

Avg Real: 0.0120

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.102	-0.001	✘
H	01-06	03-09	-0.015	0.002	✘
L	03-09	05-16	0.075	0.004	✔
L	05-16	09-16	0.008	0.039	✔
H	09-16	10-09	-0.039	-0.029	✔
L	10-09	12-31	0.116	0.071	✔

2014

2015

Corr: -0.1574

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.4286

Avg Real: -0.0035

Type	Start	End	Season	Real	OK
L	01-01	03-09	0.008	0.009	✔
L	03-09	05-16	0.079	0.016	✔
L	05-16	09-16	0.007	-0.087	✘
H	09-16	10-09	-0.038	0.019	✘
L	10-09	12-05	0.093	0.043	✔
L	12-05	12-31	0.009	-0.017	✘

2015

2016

Corr: 0.8917

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.8571

Avg Real: 0.0252

Type	Start	End	Season	Real	OK
L	01-01	03-14	0.009	0.005	✔
L	03-14	05-16	0.069	0.028	✔
H	05-16	09-16	-0.007	0.024	✘
H	09-16	10-09	-0.033	0.007	✘
L	10-09	12-05	0.087	0.052	✔
L	12-05	12-31	0.008	0.032	✔

2016

2017

Corr: 0.7708

Hit Rate Returns: 0.5840

Hit Rate Segments: 0.5000

Avg Real: 0.0400

Type	Start	End	Season	Real	OK
H	01-03	03-14	-0.013	0.048	✘
L	03-14	05-05	0.070	0.009	✔
H	05-05	09-16	-0.007	0.063	✘
H	09-16	10-09	-0.033	0.022	✘
L	10-09	12-05	0.083	0.071	✔
L	12-05	12-31	0.007	0.027	✔

2017

2018

Corr: -0.3587

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: -0.0086

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.101	0.004	✔
H	01-03	03-10	-0.017	0.017	✘
L	03-10	05-02	0.072	-0.051	✘
H	05-02	10-09	-0.046	0.101	✘
L	10-09	12-31	0.113	-0.125	✘

2018

2019

Corr: 0.7489

Hit Rate Returns: 0.5618

Hit Rate Segments: 0.5714

Avg Real: 0.0321

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.086	-0.028	✘
H	01-03	03-10	-0.024	0.118	✘
L	03-10	05-16	0.066	0.009	✔
H	05-16	06-27	-0.033	0.028	✘
L	06-27	09-16	0.032	0.024	✔
H	09-16	10-09	-0.034	-0.031	✔
L	10-09	12-31	0.095	0.094	✔

2019

2020

Corr: 0.3202

Hit Rate Returns: 0.5357

Hit Rate Segments: 0.2857

Avg Real: 0.0057

Type	Start	End	Season	Real	OK
H	01-01	03-10	-0.008	-0.133	✔
L	03-10	05-04	0.056	-0.044	✘
L	05-04	09-16	0.002	0.148	✔
H	09-16	10-09	-0.035	0.019	✘
L	10-09	12-06	0.075	0.057	✔
H	12-06	12-31	-0.008	0.019	✘

2020

2021

Corr: 0.8200

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.6667

Avg Real: 0.0359

Type	Start	End	Season	Real	OK
H	01-04	03-16	-0.033	0.086	✘
L	03-16	05-04	0.066	0.043	✔
L	05-04	09-16	0.014	0.020	✔
H	09-16	10-09	-0.031	-0.000	✔
L	10-09	12-31	0.102	0.061	✔

2021

2022

Corr: -0.3552

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4444

Avg Real: -0.0139

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.086	-0.010	✘
H	01-06	03-16	-0.017	-0.059	✔
L	03-16	05-04	0.060	-0.000	✘
H	05-04	06-27	-0.018	-0.072	✔
L	06-27	09-18	0.046	-0.017	✘
H	09-18	10-09	-0.026	-0.047	✔
L	10-09	12-31	0.097	0.108	✔

2022

2023

Corr: 0.7521

Hit Rate Returns: 0.5261

Hit Rate Segments: 0.8571

Avg Real: 0.0200

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.083	0.004	✔
H	01-04	03-16	-0.025	-0.031	✔
L	03-16	05-04	0.063	0.027	✔
H	05-04	06-27	-0.019	0.024	✘
L	06-27	09-19	0.054	0.018	✔
H	09-19	10-11	-0.026	-0.022	✔
L	10-11	12-31	0.094	0.117	✔

2023

2024

Corr: 0.8299

Hit Rate Returns: 0.4600

Hit Rate Segments: 0.4286

Avg Real: 0.0177

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.082	-0.007	✘
H	01-04	03-22	-0.021	0.054	✘
L	03-22	04-29	0.058	-0.029	✘
H	04-29	06-27	-0.023	0.021	✘
L	06-27	09-19	0.049	0.076	✔
H	09-19	10-11	-0.028	0.022	✘
L	10-11	12-31	0.092	-0.008	✘

2024

2025

Corr: 0.7206

Hit Rate Returns: 0.5382

Hit Rate Segments: 0.8571

Avg Real: 0.0201

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.070	0.008	✔
H	01-04	03-16	-0.021	-0.029	✔
L	03-16	04-29	0.058	-0.031	✘
H	04-29	06-27	-0.021	0.078	✘
L	06-27	07-23	0.046	0.028	✔
H	07-23	10-11	-0.019	0.011	✘
L	10-11	12-08	0.075	0.039	✔
H	12-08	12-31	-0.011	0.008	✘

2025

2026

Corr: 0.0927

Hit Rate Returns: 0.6119

Hit Rate Segments: 1.0000

Avg Real: -0.0034

Type	Start	End	Season	Real	OK
H	01-04	03-16	-0.021	-0.042	✔
L	03-16	04-29	0.060	0.020	✔