Seasonality INDU 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	0.301494	0.547619	0.428571	0.008599	0.41	0.42
30	2020	2021	0.887114	0.529880	0.857143	0.030795	1.28	1.44
30	2021	2022	-0.383685	0.496000	0.571429	-0.013057	-0.60	-0.59
30	2022	2023	0.754652	0.506024	0.857143	0.019603	0.94	0.97
30	2023	2024	0.803806	0.512000	0.428571	0.018030	0.88	0.89
30	2024	2025	0.661179	0.493976	0.714286	0.022079	0.88	1.07
30	2025	2026	-0.226808	0.537313	1.000000	-0.003432	-0.07	-0.53

seasonal

compare

key_figures

Segmente

Plot

2019

2020

Corr: 0.3015

Hit Rate Returns: 0.5476

Hit Rate Segments: 0.4286

Avg Real: 0.0086

Type	Start	End	Season	Real	OK
L	01-01	03-14	0.032	-0.197	✘
L	03-14	05-12	0.053	0.124	✔
L	05-12	09-16	0.014	0.148	✔
H	09-16	10-09	-0.033	0.019	✘
L	10-09	12-05	0.078	0.057	✔
L	12-05	12-31	0.007	0.019	✔

2020

2021

Corr: 0.8871

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.8571

Avg Real: 0.0308

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.088	0.020	✔
L	01-06	03-22	0.005	0.063	✔
L	03-22	06-08	0.064	0.062	✔
L	06-08	09-16	0.017	0.005	✔
H	09-16	10-09	-0.029	-0.000	✔
L	10-09	12-05	0.077	0.003	✔
L	12-05	12-31	0.031	0.037	✔

2021

2022

Corr: -0.3837

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: -0.0131

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.019	-0.069	✘
L	03-16	05-05	0.057	-0.029	✘
L	05-05	09-16	0.027	-0.059	✘
H	09-16	10-09	-0.028	-0.042	✔
L	10-09	12-06	0.080	0.120	✔
L	12-06	12-31	0.023	-0.012	✘

2022

2023

Corr: 0.7547

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.8571

Avg Real: 0.0196

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.011	-0.037	✘
L	03-12	05-04	0.056	0.039	✔
L	05-04	09-16	0.023	0.045	✔
H	09-16	10-09	-0.027	-0.031	✔
L	10-09	12-06	0.083	0.074	✔
L	12-06	12-31	0.012	0.049	✔

2023

2024

Corr: 0.8038

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.4286

Avg Real: 0.0180

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.008	0.034	✔
L	03-12	05-04	0.059	-0.009	✘
L	05-04	09-16	0.021	0.073	✔
H	09-16	10-09	-0.029	0.024	✘
L	10-09	12-05	0.083	0.060	✔
L	12-05	12-31	0.010	-0.059	✘

2024

2025

Corr: 0.6612

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.7143

Avg Real: 0.0221

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.082	0.007	✔
H	01-06	03-16	-0.010	-0.029	✔
L	03-16	05-04	0.058	-0.012	✘
L	05-04	09-16	0.023	0.107	✔
H	09-16	10-09	-0.026	0.014	✘
L	10-09	12-05	0.088	0.038	✔
L	12-05	12-31	0.006	0.003	✔

2025

2026

Corr: -0.2268

Hit Rate Returns: 0.5373

Hit Rate Segments: 1.0000

Avg Real: -0.0034

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.091	0.022	✔
H	01-06	03-16	-0.012	-0.052	✔
L	03-16	05-04	0.054	0.020	✔