Seasonality NDX 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	0.837799	0.577689	0.555556	0.004313	0.09	0.15
15	2005	2006	0.351691	0.516000	0.444444	0.004250	0.16	0.14
15	2006	2007	0.670072	0.512000	0.857143	0.026657	0.85	0.92
15	2007	2008	-0.844157	0.521912	0.285714	-0.054611	-1.65	-1.59
15	2008	2009	0.862467	0.513944	0.428571	0.067445	2.59	2.56
15	2009	2010	0.650750	0.513944	0.142857	0.025079	0.71	0.81
15	2010	2011	-0.179018	0.470120	0.428571	-0.003314	0.05	-0.12
15	2011	2012	0.103986	0.463710	0.222222	0.014651	0.85	0.89
15	2012	2013	0.878414	0.521912	0.571429	0.042985	1.61	1.57
15	2013	2014	0.810208	0.494024	0.714286	0.028760	1.29	1.49
15	2014	2015	0.531291	0.458167	0.571429	0.012260	1.12	1.16
15	2015	2016	0.651734	0.496000	0.428571	0.013016	0.63	0.83
15	2016	2017	0.937830	0.540000	0.714286	0.043012	1.69	1.77
15	2017	2018	0.207741	0.512000	0.571429	-0.003361	-0.11	-0.10
15	2018	2019	0.891909	0.501992	0.571429	0.056644	1.80	2.01
15	2019	2020	0.864632	0.515873	0.571429	0.056336	2.02	1.92
15	2020	2021	0.931026	0.529880	0.666667	0.031279	0.98	1.04
15	2021	2022	-0.838347	0.488000	0.428571	-0.047081	-1.07	-1.05
15	2022	2023	0.932691	0.469880	0.714286	0.078425	2.26	2.37
15	2023	2024	0.891310	0.508000	0.428571	0.038583	0.77	0.80
15	2024	2025	0.853555	0.562249	0.571429	0.028770	0.66	0.68
15	2025	2026	-0.596114	0.507463	0.500000	-0.002036	-0.01	-0.11

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: 0.8378

Hit Rate Returns: 0.5777

Hit Rate Segments: 0.5556

Avg Real: 0.0043

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.231	-0.059	✘
H	02-03	04-14	-0.058	-0.042	✔
L	04-14	07-15	0.136	0.085	✔
H	07-15	07-23	-0.059	0.014	✘
H	07-23	10-09	-0.006	-0.023	✔
L	10-09	11-06	0.126	0.051	✔
L	11-06	12-05	0.072	0.041	✔
H	12-05	12-20	-0.052	-0.019	✔
L	12-20	12-31	0.133	-0.012	✘

2005

2006

Corr: 0.3517

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.4444

Avg Real: 0.0043

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.222	-0.009	✘
H	02-03	04-16	-0.074	0.028	✘
L	04-16	07-15	0.127	-0.138	✘
H	07-15	10-09	-0.031	0.132	✘
L	10-09	11-06	0.125	0.025	✔
L	11-06	12-05	0.066	0.043	✔
H	12-05	12-20	-0.055	-0.016	✔
L	12-20	12-31	0.150	-0.013	✘

2006

2007

Corr: 0.6701

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.8571

Avg Real: 0.0267

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.188	0.021	✔
H	01-19	04-16	-0.080	0.021	✘
L	04-16	07-17	0.105	0.118	✔
H	07-17	10-09	-0.026	0.074	✘
L	10-09	12-05	0.185	-0.041	✘
H	12-05	12-20	-0.054	-0.017	✔
L	12-20	12-31	0.098	0.009	✔

2007

2008

Corr: -0.8442

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.2857

Avg Real: -0.0546

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.180	-0.049	✘
H	01-14	04-16	-0.069	-0.050	✔
L	04-16	07-17	0.125	0.003	✔
H	07-17	10-08	-0.020	-0.255	✔
L	10-08	11-06	0.119	-0.043	✘
L	11-06	12-05	0.059	-0.031	✘
H	12-05	12-20	-0.053	0.019	✘
L	12-20	12-31	0.100	0.011	✔

2008

2009

Corr: 0.8625

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.4286

Avg Real: 0.0674

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.060	-0.079	✘
H	01-14	04-14	-0.061	0.126	✘
L	04-14	07-17	0.127	0.162	✔
H	07-17	10-09	-0.060	0.159	✘
L	10-09	12-08	0.157	0.036	✔
H	12-08	12-31	-0.046	0.069	✘

2009

2010

Corr: 0.6508

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.1429

Avg Real: 0.0251

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.069	-0.054	✘
H	02-03	04-15	-0.036	0.135	✘
L	04-15	07-17	0.145	-0.125	✘
H	07-17	10-09	-0.054	0.110	✘
L	10-09	12-08	0.171	0.092	✔
H	12-08	12-31	-0.012	0.009	✘

2010

2011

Corr: -0.1790

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.4286

Avg Real: -0.0033

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.159	0.031	✔
H	01-14	03-02	-0.042	0.001	✘
L	03-02	07-17	0.119	0.013	✔
H	07-17	10-08	-0.034	-0.063	✔
L	10-08	12-08	0.167	0.002	✔
H	12-08	12-20	-0.047	-0.000	✔
L	12-20	12-31	0.079	-0.002	✘

2011

2012

Corr: 0.1040

Hit Rate Returns: 0.4637

Hit Rate Segments: 0.2222

Avg Real: 0.0147

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.156	0.022	✔
H	01-14	03-02	-0.057	0.107	✘
L	03-02	07-17	0.112	-0.022	✘
H	07-17	10-08	-0.058	0.084	✘
L	10-08	12-08	0.150	-0.063	✘
H	12-08	12-20	-0.045	0.020	✘
L	12-20	12-31	0.078	-0.014	✘

2012

2013

Corr: 0.8784

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5714

Avg Real: 0.0430

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.175	-0.004	✘
H	01-14	03-02	-0.046	0.004	✘
L	03-02	07-17	0.098	0.119	✔
H	07-17	10-09	-0.061	0.021	✘
L	10-09	11-06	0.112	0.088	✔
L	11-06	12-31	0.092	0.075	✔

2013

2014

Corr: 0.8102

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.7143

Avg Real: 0.0288

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.155	0.000	✔
H	01-10	03-02	-0.068	0.037	✘
L	03-02	06-05	0.084	0.030	✔
H	06-05	10-09	-0.041	0.054	✘
L	10-09	11-06	0.101	0.055	✔
H	11-06	11-20	-0.034	0.022	✘
L	11-20	12-31	0.111	-0.002	✘

2014

2015

Corr: 0.5313

Hit Rate Returns: 0.4582

Hit Rate Segments: 0.5714

Avg Real: 0.0123

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.021	-0.004	✘
H	01-10	02-28	-0.061	0.064	✘
L	02-28	06-05	0.072	-0.001	✘
H	06-05	10-09	-0.050	-0.025	✔
L	10-09	11-06	0.095	0.080	✔
H	11-06	12-31	-0.044	-0.027	✔

2015

2016

Corr: 0.6517

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.4286

Avg Real: 0.0130

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.054	-0.048	✘
H	01-11	03-16	-0.073	0.027	✘
L	03-16	05-28	0.082	0.024	✔
H	05-28	10-09	-0.040	0.076	✘
L	10-09	12-06	0.140	-0.023	✘
H	12-06	12-31	-0.058	0.017	✘

2016

2017

Corr: 0.9378

Hit Rate Returns: 0.5400

Hit Rate Segments: 0.7143

Avg Real: 0.0430

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.113	0.025	✔
H	01-10	02-05	-0.048	0.026	✘
L	02-05	09-18	0.136	0.166	✔
H	09-18	10-09	-0.037	0.016	✘
L	10-09	12-06	0.107	0.048	✔
L	12-06	12-31	0.025	0.021	✔

2017

2018

Corr: 0.2077

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.5714

Avg Real: -0.0034

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.102	0.023	✔
H	01-10	03-10	-0.019	0.067	✘
L	03-10	04-25	0.088	-0.095	✘
L	04-25	06-27	0.002	0.070	✔
L	06-27	11-04	0.132	-0.001	✘
H	11-04	11-20	-0.033	-0.063	✔
L	11-20	12-31	0.091	-0.030	✘

2018

2019

Corr: 0.8919

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.5714

Avg Real: 0.0566

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.052	0.104	✔
L	02-05	06-02	0.116	0.016	✔
H	06-02	06-27	-0.031	0.107	✘
L	06-27	09-20	0.094	0.026	✔
H	09-20	10-11	-0.040	0.003	✘
L	10-11	11-04	0.057	0.058	✔
H	11-04	11-20	-0.034	0.011	✘
L	11-20	12-31	0.076	0.071	✔

2019

2020

Corr: 0.8646

Hit Rate Returns: 0.5159

Hit Rate Segments: 0.5714

Avg Real: 0.0563

Type	Start	End	Season	Real	OK
L	01-01	02-10	0.055	0.073	✔
L	02-10	04-26	0.099	-0.082	✘
H	04-26	06-27	-0.008	0.114	✘
L	06-27	07-23	0.066	0.070	✔
H	07-23	08-25	-0.018	0.129	✘
L	08-25	09-20	0.053	-0.088	✘
H	09-20	10-11	-0.043	0.084	✘
L	10-11	11-04	0.057	-0.035	✘
H	11-04	11-20	-0.037	0.015	✘
L	11-20	11-28	0.047	0.040	✔
L	11-28	12-31	0.009	0.070	✔

2020

2021

Corr: 0.9310

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.6667

Avg Real: 0.0313

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.092	0.036	✔
L	03-16	04-29	0.100	0.064	✔
H	04-29	06-27	-0.004	0.030	✘
L	06-27	09-20	0.112	0.038	✔
H	09-20	11-20	-0.018	0.123	✘
L	11-20	11-28	0.053	-0.028	✘
L	11-28	12-31	0.050	-0.006	✘

2021

2022

Corr: -0.8383

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.4286

Avg Real: -0.0471

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.094	-0.154	✘
L	03-16	04-29	0.098	-0.067	✘
L	04-29	06-27	0.013	-0.051	✘
L	06-27	07-23	0.081	0.024	✔
H	07-23	10-11	-0.008	-0.093	✔
L	10-11	11-04	0.067	0.004	✔
H	11-04	11-20	-0.044	0.050	✘
L	11-20	12-31	0.149	-0.037	✘

2022

2023

Corr: 0.9327

Hit Rate Returns: 0.4699

Hit Rate Segments: 0.7143

Avg Real: 0.0784

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.117	0.145	✔
H	02-16	03-08	-0.035	-0.021	✔
L	03-08	08-13	0.181	0.259	✔
L	08-13	09-19	0.014	-0.001	✘
H	09-19	10-11	-0.053	0.005	✘
L	10-11	12-31	0.146	0.146	✔

2023

2024

Corr: 0.8913

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.4286

Avg Real: 0.0386

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.159	0.069	✔
H	02-16	03-09	-0.037	0.020	✘
L	03-09	04-17	0.076	-0.028	✘
H	04-17	05-24	-0.006	0.079	✘
L	05-24	07-29	0.125	0.015	✔
H	07-29	10-03	-0.003	0.044	✘
L	10-03	12-31	0.155	0.074	✔

2024

2025

Corr: 0.8536

Hit Rate Returns: 0.5622

Hit Rate Segments: 0.5714

Avg Real: 0.0288

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.146	0.054	✔
L	02-16	05-20	0.022	-0.038	✘
L	05-20	07-22	0.114	0.081	✔
H	07-22	10-03	-0.007	0.082	✘
L	10-03	11-08	0.078	0.013	✔
L	11-08	12-31	0.064	-0.017	✘

2025

2026

Corr: -0.5961

Hit Rate Returns: 0.5075

Hit Rate Segments: 0.5000

Avg Real: -0.0020

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.079	-0.019	✘
H	02-16	03-12	-0.042	-0.007	✔
L	03-12	06-27	0.114	0.023	✔