Seasonality JPYUSD 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	2007	2008	0.674332	0.529880	0.428571	0.027063	6.79	5.01
10	2008	2009	0.764162	0.486056	0.428571	0.001384	-0.24	0.37
10	2009	2010	0.653420	0.490040	0.428571	0.021026	9.82	11.23
10	2010	2011	0.643040	0.505976	0.666667	0.006337	1.32	1.12
10	2011	2012	-0.305390	0.472000	0.428571	-0.018273	-1.66	-1.73
10	2012	2013	-0.284908	0.545817	0.285714	-0.022162	-4.47	-4.36
10	2013	2014	-0.745166	0.468504	0.428571	-0.017743	-49.82	-33.88
10	2014	2015	0.262037	0.433594	0.555556	-0.000228	-0.12	0.25
10	2015	2016	-0.013970	0.519380	0.714286	0.002542	-7.32	-23.95
10	2016	2017	-0.102166	0.532819	0.571429	0.004871	-6.79	-22.84
10	2017	2018	-0.531069	0.453488	0.571429	0.002133	-3.18	-2.97
10	2018	2019	0.617600	0.468992	0.714286	0.001091	-0.15	-0.36
10	2019	2020	-0.039236	0.523256	0.285714	0.008419	-3.05	-5.62
10	2020	2021	0.142777	0.486486	0.285714	-0.014956	4.24	3.72
10	2021	2022	0.134640	0.472868	0.571429	-0.016660	2.47	2.24
10	2022	2023	0.711773	0.494163	0.285714	-0.010434	1.33	1.28
10	2023	2024	0.137236	0.496154	0.555556	-0.012764	2.64	2.95
10	2024	2025	0.102045	0.498069	0.571429	0.002456	-0.16	-0.40
10	2025	2026	0.164674	0.478873	0.500000	-0.007914	0.50	-2.24

seasonal

compare

key_figures

Segmente

Plot

2007

2008

Corr: 0.6743

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.4286

Avg Real: 0.0271

Type	Start	End	Season	Real	OK
H	01-01	02-15	-0.009	0.016	✘
H	02-15	02-21	-0.030	0.005	✘
H	02-21	08-08	-0.003	-0.027	✔
L	08-08	09-03	0.042	0.017	✔
H	09-03	10-04	-0.012	0.029	✘
L	10-04	11-26	0.042	0.069	✔
H	11-26	12-31	-0.009	0.063	✘

2008

2009

Corr: 0.7642

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.4286

Avg Real: 0.0014

Type	Start	End	Season	Real	OK
H	01-01	02-21	-0.041	-0.008	✔
L	02-21	03-17	0.029	-0.039	✘
H	03-17	07-06	-0.032	0.031	✘
L	07-06	11-26	0.072	0.089	✔
H	11-26	12-31	-0.015	-0.073	✔

2009

2010

Corr: 0.6534

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.4286

Avg Real: 0.0210

Type	Start	End	Season	Real	OK
H	01-01	02-26	-0.043	0.042	✘
L	02-26	05-23	0.016	-0.013	✘
H	05-23	08-08	-0.026	0.055	✘
L	08-08	09-03	0.035	0.021	✔
L	09-03	11-26	0.033	0.003	✔
H	11-26	12-31	-0.044	0.039	✘

2010

2011

Corr: 0.6430

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.6667

Avg Real: 0.0063

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.042	-0.015	✘
H	01-15	02-21	-0.026	-0.006	✔
L	02-21	03-19	0.013	0.027	✔
H	03-19	04-09	-0.028	-0.044	✔
L	04-09	05-23	0.026	0.031	✔
H	05-23	06-13	-0.022	0.021	✘
L	06-13	08-08	0.007	0.033	✔
L	08-08	09-09	0.036	0.001	✔
L	09-09	12-31	0.040	0.009	✔

2011

2012

Corr: -0.3054

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.4286

Avg Real: -0.0183

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.053	-0.004	✘
H	01-15	02-21	-0.029	-0.036	✔
L	02-21	03-17	0.030	-0.042	✘
H	03-17	04-06	-0.038	0.011	✘
L	04-06	05-21	0.028	0.026	✔
H	05-21	06-14	-0.020	-0.000	✔
L	06-14	12-31	0.100	-0.082	✘

2012

2013

Corr: -0.2849

Hit Rate Returns: 0.5458

Hit Rate Segments: 0.2857

Avg Real: -0.0222

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.042	-0.016	✘
H	01-22	02-21	-0.030	-0.046	✔
L	02-21	03-19	0.019	-0.021	✘
H	03-19	04-06	-0.033	-0.022	✔
L	04-06	05-09	0.026	-0.011	✘
H	05-09	06-14	-0.021	0.059	✘
L	06-14	11-26	0.074	-0.065	✘
H	11-26	12-31	-0.007	-0.033	✔

2013

2014

Corr: -0.7452

Hit Rate Returns: 0.4685

Hit Rate Segments: 0.4286

Avg Real: -0.0177

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.024	0.003	✔
H	01-22	02-21	-0.037	0.019	✘
L	02-21	03-19	0.017	0.002	✔
H	03-19	04-08	-0.038	0.005	✘
L	04-08	11-26	0.066	-0.140	✘
H	11-26	12-31	-0.049	-0.014	✔

2014

2015

Corr: 0.2620

Hit Rate Returns: 0.4336

Hit Rate Segments: 0.5556

Avg Real: -0.0002

Type	Start	End	Season	Real	OK
L	01-01	01-23	0.002	0.023	✔
H	01-23	02-24	-0.033	-0.011	✔
L	02-24	03-19	0.016	-0.015	✘
H	03-19	04-06	-0.039	0.010	✘
L	04-06	10-27	0.062	-0.008	✘
H	10-27	12-27	-0.040	0.000	✘
L	12-27	12-31	0.003	0.001	✔

2015

2016

Corr: -0.0140

Hit Rate Returns: 0.5194

Hit Rate Segments: 0.7143

Avg Real: 0.0025

Type	Start	End	Season	Real	OK
L	01-01	03-22	0.000	0.063	✔
H	03-22	04-07	-0.032	0.041	✘
L	04-07	10-27	0.069	0.031	✔
H	10-27	12-26	-0.040	-0.114	✔
L	12-26	12-31	0.000	0.002	✔

2016

2017

Corr: -0.1022

Hit Rate Returns: 0.5328

Hit Rate Segments: 0.5714

Avg Real: 0.0049

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.019	0.043	✔
H	02-04	05-28	-0.038	0.004	✘
L	05-28	10-27	0.070	-0.023	✘
H	10-27	12-27	-0.057	0.004	✘
L	12-27	12-31	0.018	0.006	✔

2017

2018

Corr: -0.5311

Hit Rate Returns: 0.4535

Hit Rate Segments: 0.5714

Avg Real: 0.0021

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.025	0.019	✔
H	02-04	04-06	-0.036	0.022	✘
L	04-06	10-08	0.060	-0.058	✘
H	10-08	12-27	-0.057	0.019	✘
L	12-27	12-31	0.025	0.013	✔

2018

2019

Corr: 0.6176

Hit Rate Returns: 0.4690

Hit Rate Segments: 0.7143

Avg Real: 0.0011

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.020	-0.008	✘
H	02-04	04-05	-0.039	-0.016	✔
L	04-05	10-08	0.053	0.042	✔
H	10-08	12-27	-0.065	-0.022	✔
L	12-27	12-31	0.022	0.007	✔

2019

2020

Corr: -0.0392

Hit Rate Returns: 0.5233

Hit Rate Segments: 0.2857

Avg Real: 0.0084

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.027	-0.009	✘
H	02-04	05-28	-0.016	0.017	✘
L	05-28	08-24	0.048	0.016	✔
H	08-24	10-28	-0.018	0.016	✘
H	10-28	12-19	-0.056	0.011	✘
L	12-19	12-31	0.025	0.000	✔

2020

2021

Corr: 0.1428

Hit Rate Returns: 0.4865

Hit Rate Segments: 0.2857

Avg Real: -0.0150

Type	Start	End	Season	Real	OK
L	01-01	04-30	0.020	-0.057	✘
H	04-30	05-22	-0.016	0.003	✘
L	05-22	06-17	0.027	-0.013	✘
H	06-17	07-19	-0.011	0.007	✘
L	07-19	08-24	0.027	-0.002	✘
H	08-24	10-27	-0.020	-0.034	✔
H	10-27	12-27	-0.052	-0.008	✔
L	12-27	12-31	0.019	-0.002	✘

2021

2022

Corr: 0.1346

Hit Rate Returns: 0.4729

Hit Rate Segments: 0.5714

Avg Real: -0.0167

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.015	0.010	✔
H	01-15	05-28	-0.019	-0.099	✔
L	05-28	06-16	0.022	-0.031	✘
H	06-16	07-20	-0.013	-0.039	✔
L	07-20	08-24	0.023	0.007	✔
H	08-24	12-27	-0.078	0.022	✘
L	12-27	12-31	0.011	0.015	✔

2022

2023

Corr: 0.7118

Hit Rate Returns: 0.4942

Hit Rate Segments: 0.2857

Avg Real: -0.0104

Type	Start	End	Season	Real	OK
L	01-01	02-28	0.021	-0.038	✘
H	02-28	03-14	-0.017	0.014	✘
H	03-14	05-22	-0.017	-0.031	✔
L	05-22	06-16	0.015	-0.022	✘
H	06-16	07-20	-0.020	0.013	✘
L	07-20	08-10	0.025	-0.032	✘
H	08-10	11-30	-0.061	-0.019	✔
L	11-30	12-31	0.020	0.044	✔

2023

2024

Corr: 0.1372

Hit Rate Returns: 0.4962

Hit Rate Segments: 0.5556

Avg Real: -0.0128

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.033	-0.045	✘
H	01-25	06-06	-0.032	-0.049	✔
L	06-06	08-24	0.009	0.071	✔
H	08-24	11-09	-0.055	-0.052	✔
L	11-09	12-19	0.004	-0.024	✘
L	12-19	12-31	0.032	-0.001	✘

2024

2025

Corr: 0.1020

Hit Rate Returns: 0.4981

Hit Rate Segments: 0.5714

Avg Real: 0.0025

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.024	0.009	✔
H	01-15	07-01	-0.050	0.091	✘
L	07-01	08-24	0.029	-0.027	✘
H	08-24	11-09	-0.047	-0.039	✔
L	11-09	12-31	0.029	-0.017	✘

2025

2026

Corr: 0.1647

Hit Rate Returns: 0.4789

Hit Rate Segments: 0.5000

Avg Real: -0.0079

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.023	-0.012	✘
L	01-15	03-09	0.004	0.005	✔
H	03-09	07-20	-0.035	-0.008	✔