Seasonality NDX 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	0.657480	0.529880	0.285714	0.022144	0.74	0.64
20	2010	2011	-0.209848	0.501992	0.777778	-0.003433	0.04	-0.13
20	2011	2012	0.185734	0.483871	0.428571	0.021324	0.70	0.79
20	2012	2013	0.967006	0.565737	0.857143	0.045878	1.37	1.42
20	2013	2014	0.922676	0.513944	0.727273	0.017869	0.76	0.81
20	2014	2015	0.578992	0.446215	0.555556	0.009501	0.32	0.32
20	2015	2016	0.799747	0.532000	0.222222	0.006419	0.34	0.26
20	2016	2017	0.935689	0.528000	0.571429	0.043397	1.45	1.65
20	2017	2018	-0.016156	0.512000	0.571429	-0.001549	-0.13	-0.05
20	2018	2019	0.869617	0.529880	0.714286	0.053277	2.24	2.30
20	2019	2020	0.858527	0.543651	0.666667	0.048846	3.61	3.60
20	2020	2021	0.920425	0.494024	0.714286	0.042011	1.45	1.74
20	2021	2022	-0.803193	0.496000	0.222222	-0.039870	-1.35	-1.51
20	2022	2023	0.916970	0.489960	0.714286	0.078425	2.20	2.31
20	2023	2024	0.883133	0.508000	0.571429	0.039160	1.10	1.17
20	2024	2025	0.847424	0.538153	1.000000	0.026659	0.81	0.80
20	2025	2026	-0.619810	0.597015	0.333333	-0.000776	-0.01	-0.04

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.6575

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.2857

Avg Real: 0.0221

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.013	0.075	✔
L	04-14	07-17	0.117	-0.119	✘
H	07-17	10-09	-0.053	0.110	✘
L	10-09	12-05	0.159	0.087	✔
H	12-05	12-20	-0.037	0.018	✘
L	12-20	12-31	0.084	-0.003	✘

2010

2011

Corr: -0.2098

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.7778

Avg Real: -0.0034

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.175	0.031	✔
H	02-03	04-14	-0.032	-0.005	✔
L	04-14	06-05	0.086	-0.008	✘
H	06-05	10-09	-0.003	-0.032	✔
L	10-09	11-06	0.104	0.034	✔
L	11-06	12-20	0.011	-0.040	✘
L	12-20	12-31	0.094	-0.002	✘

2011

2012

Corr: 0.1857

Hit Rate Returns: 0.4839

Hit Rate Segments: 0.4286

Avg Real: 0.0213

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.154	0.022	✔
H	01-14	04-14	-0.046	0.132	✘
L	04-14	06-05	0.083	-0.079	✘
H	06-05	10-09	-0.006	0.110	✘
L	10-09	11-06	0.101	-0.026	✘
L	11-06	12-31	0.086	-0.009	✘

2012

2013

Corr: 0.9670

Hit Rate Returns: 0.5657

Hit Rate Segments: 0.8571

Avg Real: 0.0459

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.147	-0.004	✘
H	01-14	04-15	-0.030	0.022	✘
L	04-15	07-17	0.105	0.105	✔
H	07-17	10-09	-0.021	0.021	✘
L	10-09	11-06	0.095	0.088	✔
L	11-06	12-20	0.008	0.053	✔
L	12-20	12-31	0.076	0.022	✔

2013

2014

Corr: 0.9227

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.7273

Avg Real: 0.0179

Type	Start	End	Season	Real	OK
L	01-01	01-14	0.151	0.005	✔
H	01-14	04-15	-0.020	-0.026	✔
L	04-15	07-17	0.114	0.109	✔
H	07-17	10-09	-0.026	0.026	✘
L	10-09	12-05	0.145	0.096	✔
H	12-05	12-20	-0.032	-0.008	✔
L	12-20	12-31	0.082	-0.016	✘

2014

2015

Corr: 0.5790

Hit Rate Returns: 0.4462

Hit Rate Segments: 0.5556

Avg Real: 0.0095

Type	Start	End	Season	Real	OK
L	01-01	01-19	0.065	-0.021	✘
H	01-19	04-15	-0.014	0.060	✘
L	04-15	07-17	0.124	0.056	✔
H	07-17	10-09	-0.025	-0.069	✔
L	10-09	12-08	0.155	0.077	✔
L	12-08	12-31	0.018	-0.024	✘

2015

2016

Corr: 0.7997

Hit Rate Returns: 0.5320

Hit Rate Segments: 0.2222

Avg Real: 0.0064

Type	Start	End	Season	Real	OK
L	01-01	04-15	0.011	0.010	✔
L	04-15	05-01	0.059	-0.045	✘
L	05-01	07-17	0.047	0.046	✔
H	07-17	10-09	-0.023	0.054	✘
L	10-09	12-05	0.146	-0.026	✘
L	12-05	12-31	0.017	0.019	✔

2016

2017

Corr: 0.9357

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.5714

Avg Real: 0.0434

Type	Start	End	Season	Real	OK
L	01-03	06-25	0.032	0.182	✔
L	06-25	07-17	0.060	0.013	✔
H	07-17	10-09	-0.034	0.045	✘
L	10-09	12-08	0.136	0.058	✔
H	12-08	12-20	-0.034	0.026	✘
L	12-20	12-31	0.060	-0.015	✘

2017

2018

Corr: -0.0162

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.5714

Avg Real: -0.0015

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.144	0.010	✔
L	01-03	04-15	0.002	0.008	✔
L	04-15	07-17	0.084	0.112	✔
H	07-17	10-09	-0.037	-0.005	✔
L	10-09	11-06	0.102	-0.059	✘
L	11-06	12-31	0.073	-0.101	✘

2018

2019

Corr: 0.8696

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.7143

Avg Real: 0.0533

Type	Start	End	Season	Real	OK
L	01-01	04-15	0.004	0.199	✔
L	04-15	06-05	0.068	-0.064	✘
H	06-05	10-09	-0.016	0.074	✘
L	10-09	11-06	0.084	0.079	✔
L	11-06	12-31	0.057	0.084	✔

2019

2020

Corr: 0.8585

Hit Rate Returns: 0.5437

Hit Rate Segments: 0.6667

Avg Real: 0.0488

Type	Start	End	Season	Real	OK
L	01-01	04-15	0.009	-0.032	✘
L	04-15	06-05	0.062	0.139	✔
H	06-05	10-09	-0.028	0.214	✘
L	10-09	11-06	0.082	0.041	✔
H	11-06	11-20	-0.036	-0.021	✔
L	11-20	12-06	0.052	0.070	✔
L	12-06	12-31	0.034	0.033	✔

2020

2021

Corr: 0.9204

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.7143

Avg Real: 0.0420

Type	Start	End	Season	Real	OK
L	01-01	01-11	0.129	0.016	✔
H	01-11	03-16	-0.049	0.020	✘
L	03-16	06-05	0.102	0.049	✔
H	06-05	10-09	-0.003	0.080	✘
L	10-09	12-06	0.123	0.089	✔
L	12-06	12-31	0.030	0.037	✔

2021

2022

Corr: -0.8032

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.2222

Avg Real: -0.0399

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.111	-0.054	✘
H	01-10	03-16	-0.018	-0.100	✔
L	03-16	09-16	0.160	-0.127	✘
H	09-16	10-09	-0.031	-0.050	✔
L	10-09	11-04	0.077	-0.004	✘
H	11-04	11-20	-0.024	0.050	✘
L	11-20	12-31	0.092	-0.037	✘

2022

2023

Corr: 0.9170

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.7143

Avg Real: 0.0784

Type	Start	End	Season	Real	OK
L	01-01	01-12	0.099	0.055	✔
H	01-12	03-09	-0.025	0.049	✘
L	03-09	07-29	0.155	0.346	✔
L	07-29	09-19	0.036	-0.052	✘
H	09-19	10-11	-0.033	0.005	✘
L	10-11	12-31	0.123	0.146	✔

2023

2024

Corr: 0.8831

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.5714

Avg Real: 0.0392

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.119	0.069	✔
H	02-16	03-09	-0.035	0.020	✘
L	03-09	07-30	0.155	0.051	✔
L	07-30	09-19	0.024	0.063	✔
H	09-19	10-11	-0.035	0.026	✘
L	10-11	12-31	0.148	0.045	✔

2024

2025

Corr: 0.8474

Hit Rate Returns: 0.5382

Hit Rate Segments: 1.0000

Avg Real: 0.0267

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.112	0.054	✔
H	02-16	03-09	-0.032	-0.094	✔
L	03-09	06-27	0.097	0.148	✔
L	06-27	07-23	0.065	0.030	✔
H	07-23	10-11	-0.008	0.051	✘
L	10-11	12-31	0.140	0.024	✔

2025

2026

Corr: -0.6198

Hit Rate Returns: 0.5970

Hit Rate Segments: 0.3333

Avg Real: -0.0008

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.093	-0.019	✘
H	02-16	03-09	-0.037	0.011	✘
L	03-09	07-23	0.174	0.006	✔