Seasonality PALL 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	1999	2000	0.542535	0.480000	0.571429	0.156841	5.03	6.19
10	2000	2001	-0.931353	0.481781	0.571429	-0.078508	-1.10	-1.20
10	2001	2002	-0.795930	0.418327	0.428571	-0.068355	-1.27	-1.21
10	2002	2003	-0.691679	0.450199	0.428571	-0.022685	-0.94	-0.86
10	2003	2004	0.022293	0.438247	0.571429	-0.005952	-0.31	-0.32
10	2004	2005	-0.362327	0.482072	0.285714	0.060485	3.66	4.82
10	2005	2006	0.072057	0.412000	0.428571	0.036797	1.43	1.57
10	2006	2007	0.287871	0.452000	0.571429	0.014542	0.38	0.39
10	2007	2008	0.204142	0.521912	0.428571	-0.055064	-2.74	-2.15
10	2008	2009	-0.784292	0.494024	0.571429	0.161654	-191.41	-43.25
10	2009	2010	-0.448643	0.549801	0.555556	0.107390	9.61	9.78
10	2010	2011	0.493466	0.513944	0.571429	-0.024935	-2.15	-3.10
10	2011	2012	0.002131	0.520000	0.428571	0.008689	0.39	0.42
10	2012	2013	-0.016465	0.521912	0.428571	0.011785	0.05	0.26
10	2013	2014	0.303069	0.482072	0.666667	0.011299	0.28	0.36
10	2014	2015	-0.557247	0.486056	0.000000	-0.040126	-0.79	-0.78
10	2015	2016	0.195748	0.472000	0.222222	0.028071	1.03	1.08
10	2016	2017	0.334185	0.520000	0.571429	0.070248	2.22	2.57
10	2017	2018	0.041712	0.560000	0.636364	0.012270	0.53	0.51
10	2018	2019	0.873269	0.494024	0.571429	0.067788	1.23	1.07
10	2019	2020	0.284256	0.547619	0.285714	0.025776	0.76	0.55
10	2020	2021	-0.711989	0.517928	0.428571	-0.031895	-0.72	-0.83
10	2021	2022	-0.338412	0.488000	0.714286	0.014110	-0.07	0.34
10	2022	2023	-0.881572	0.461847	0.285714	-0.045890	-1.46	-1.48
10	2023	2024	0.151056	0.516000	0.333333	-0.017323	-1.12	-1.06
10	2024	2025	0.498692	0.469880	0.428571	0.123446	7.43	9.26
10	2025	2026	-0.523348	0.419355	0.250000	-0.023920	-0.31	-1.03

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: 0.5425

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.5714

Avg Real: 0.1568

Type	Start	End	Season	Real	OK
L	01-01	04-23	0.269	0.233	✔
H	04-23	06-02	-0.088	0.055	✘
L	06-02	08-01	0.128	0.558	✔
H	08-01	08-27	-0.113	-0.262	✔
H	08-27	12-01	-0.010	0.290	✘
L	12-01	12-31	0.204	0.255	✔

2000

2001

Corr: -0.9314

Hit Rate Returns: 0.4818

Hit Rate Segments: 0.5714

Avg Real: -0.0785

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.277	0.011	✔
L	02-16	06-02	0.042	-0.357	✘
L	06-02	08-01	0.216	-0.183	✘
H	08-01	08-27	-0.151	-0.010	✔
L	08-27	11-29	0.068	-0.118	✘
L	11-29	12-31	0.215	0.109	✔

2001

2002

Corr: -0.7959

Hit Rate Returns: 0.4183

Hit Rate Segments: 0.4286

Avg Real: -0.0684

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.318	-0.128	✘
H	02-16	06-02	-0.046	-0.069	✔
L	06-02	08-02	0.164	-0.076	✘
H	08-02	08-27	-0.132	0.097	✘
L	08-27	11-29	0.010	-0.223	✘
L	11-29	12-31	0.432	-0.058	✘

2002

2003

Corr: -0.6917

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.4286

Avg Real: -0.0227

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.254	0.069	✔
H	02-16	03-05	-0.095	-0.052	✔
L	03-05	08-02	0.164	-0.234	✘
H	08-02	11-29	-0.152	0.036	✘
L	11-29	12-31	0.303	0.021	✔

2003

2004

Corr: 0.0223

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.5714

Avg Real: -0.0060

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.263	0.250	✔
H	02-16	03-05	-0.094	0.036	✘
L	03-05	03-16	0.087	0.161	✔
H	03-16	05-10	-0.109	-0.229	✔
L	05-10	09-11	0.087	-0.156	✘
H	09-11	11-29	-0.100	0.010	✘
L	11-29	12-31	0.302	-0.130	✘

2004

2005

Corr: -0.3623

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.2857

Avg Real: 0.0605

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.304	0.125	✔
H	03-16	05-10	-0.145	-0.056	✔
L	05-10	09-13	0.056	-0.056	✘
H	09-13	11-29	-0.112	0.451	✘
L	11-29	12-31	0.310	-0.050	✘

2005

2006

Corr: 0.0721

Hit Rate Returns: 0.4120

Hit Rate Segments: 0.4286

Avg Real: 0.0368

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.280	0.174	✔
H	03-16	05-10	-0.155	0.292	✘
L	05-10	06-08	0.078	-0.280	✘
H	06-08	10-24	-0.079	0.023	✘
L	10-24	12-10	0.115	0.027	✔
H	12-10	12-21	-0.069	-0.011	✔
L	12-21	12-31	0.331	0.023	✔

2006

2007

Corr: 0.2879

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.5714

Avg Real: 0.0145

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.298	0.045	✔
H	03-16	07-10	-0.141	0.050	✘
L	07-10	08-02	0.097	-0.011	✘
H	08-02	11-29	-0.029	-0.051	✔
L	11-29	12-31	0.290	0.069	✔

2007

2008

Corr: 0.2041

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.4286

Avg Real: -0.0551

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.297	0.372	✔
H	03-16	08-18	-0.178	-0.493	✔
L	08-18	09-06	0.074	-0.039	✘
H	09-06	11-29	-0.028	-0.191	✔
L	11-29	12-31	0.278	0.036	✔

2008

2009

Corr: -0.7843

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.5714

Avg Real: 0.1617

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.256	0.037	✔
H	03-16	05-05	-0.167	0.113	✘
L	05-05	05-27	0.050	0.018	✔
H	05-27	10-02	-0.187	0.379	✘
L	10-02	12-21	0.042	0.350	✔
L	12-21	12-31	0.255	0.237	✔

2009

2010

Corr: -0.4486

Hit Rate Returns: 0.5498

Hit Rate Segments: 0.5556

Avg Real: 0.1074

Type	Start	End	Season	Real	OK
L	01-01	03-16	0.292	0.124	✔
H	03-16	04-29	-0.121	0.190	✘
H	04-29	09-22	-0.057	-0.011	✔
H	09-22	10-02	-0.082	0.066	✘
L	10-02	11-16	0.107	0.196	✔
H	11-16	12-22	-0.051	0.263	✘
L	12-22	12-31	0.307	0.119	✔

2010

2011

Corr: 0.4935

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.5714

Avg Real: -0.0249

Type	Start	End	Season	Real	OK
L	01-01	01-21	0.178	0.034	✔
L	01-21	04-19	0.092	-0.109	✘
H	04-19	08-15	-0.231	0.017	✘
H	08-15	10-24	-0.003	-0.137	✔
L	10-24	11-18	0.106	-0.044	✘
H	11-18	12-22	-0.067	0.061	✘
L	12-22	12-31	0.246	0.004	✔

2011

2012

Corr: 0.0021

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.4286

Avg Real: 0.0087

Type	Start	End	Season	Real	OK
L	01-01	04-13	0.299	-0.031	✘
H	04-13	05-20	-0.112	-0.061	✔
L	05-20	09-06	0.025	0.049	✔
H	09-06	10-04	-0.097	0.041	✘
L	10-04	11-16	0.132	-0.067	✘
H	11-16	12-21	-0.101	0.079	✘
L	12-21	12-31	0.285	0.039	✔

2012

2013

Corr: -0.0165

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.4286

Avg Real: 0.0118

Type	Start	End	Season	Real	OK
L	01-01	01-25	0.189	0.052	✔
L	01-25	04-13	0.162	-0.044	✘
H	04-13	05-20	-0.135	0.135	✘
H	05-20	10-23	-0.015	-0.004	✔
L	10-23	11-13	0.144	-0.020	✘
H	11-13	12-22	-0.049	-0.049	✔
L	12-22	12-31	0.406	0.029	✔

2013

2014

Corr: 0.3031

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.6667

Avg Real: 0.0113

Type	Start	End	Season	Real	OK
L	01-01	04-13	0.398	0.102	✔
H	04-13	05-20	-0.134	0.025	✘
L	05-20	08-02	0.041	0.052	✔
H	08-02	10-04	-0.131	-0.135	✔
L	10-04	11-11	0.170	0.010	✔
H	11-11	12-22	-0.044	0.055	✘
L	12-22	12-31	0.526	-0.021	✘

2014

2015

Corr: -0.5572

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.0000

Avg Real: -0.0401

Type	Start	End	Season	Real	OK
L	01-01	04-22	0.430	-0.046	✘
H	04-22	09-01	-0.033	-0.236	✔
H	09-01	10-04	-0.130	0.162	✘
L	10-04	11-11	0.181	-0.147	✘
H	11-11	12-22	-0.006	-0.026	✔
L	12-22	12-31	0.359	0.012	✔

2015

2016

Corr: 0.1957

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.2222

Avg Real: 0.0281

Type	Start	End	Season	Real	OK
L	01-01	04-22	0.309	0.114	✔
H	04-22	10-04	-0.168	0.179	✘
L	10-04	11-08	0.125	-0.063	✘
H	11-08	12-19	-0.030	0.026	✘
L	12-19	12-31	0.320	0.004	✔

2016

2017

Corr: 0.3342

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.5714

Avg Real: 0.0702

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.226	0.087	✔
H	03-05	03-24	-0.055	0.054	✘
L	03-24	04-22	0.081	-0.025	✘
H	04-22	10-23	-0.118	0.231	✘
L	10-23	12-31	0.182	0.144	✔

2017

2018

Corr: 0.0417

Hit Rate Returns: 0.5600

Hit Rate Segments: 0.6364

Avg Real: 0.0123

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.246	-0.100	✘
L	03-05	08-29	0.043	-0.016	✘
H	08-29	10-23	-0.101	0.161	✘
L	10-23	11-08	0.106	-0.015	✘
H	11-08	12-22	-0.018	0.098	✘
L	12-22	12-31	0.319	0.014	✔

2018

2019

Corr: 0.8733

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.5714

Avg Real: 0.0678

Type	Start	End	Season	Real	OK
L	01-01	04-29	0.308	0.092	✔
H	04-29	05-24	-0.080	-0.028	✔
L	05-24	06-10	0.093	0.037	✔
H	06-10	06-27	-0.079	0.134	✘
L	06-27	10-04	0.121	0.092	✔
L	10-04	12-06	0.192	0.169	✔
H	12-06	12-22	-0.041	-0.018	✔
L	12-22	12-31	0.159	0.052	✔

2019

2020

Corr: 0.2843

Hit Rate Returns: 0.5476

Hit Rate Segments: 0.2857

Avg Real: 0.0258

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.198	0.310	✔
L	03-08	04-30	0.026	-0.271	✘
H	04-30	05-20	-0.098	0.072	✘
L	05-20	11-17	0.163	0.110	✔
L	11-17	12-31	0.211	0.066	✔

2020

2021

Corr: -0.7120

Hit Rate Returns: 0.5179

Hit Rate Segments: 0.4286

Avg Real: -0.0319

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.188	-0.024	✘
H	03-08	03-16	-0.088	0.077	✘
L	03-16	05-24	0.003	0.097	✔
L	05-24	11-18	0.120	-0.251	✘
L	11-18	12-31	0.264	-0.101	✘

2021

2022

Corr: -0.3384

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.7143

Avg Real: 0.0141

Type	Start	End	Season	Real	OK
L	01-01	03-26	0.198	0.280	✔
H	03-26	06-26	-0.073	-0.196	✔
L	06-26	12-21	0.124	-0.098	✘
L	12-21	12-31	0.149	0.056	✔

2022

2023

Corr: -0.8816

Hit Rate Returns: 0.4618

Hit Rate Segments: 0.2857

Avg Real: -0.0459

Type	Start	End	Season	Real	OK
L	01-01	03-08	0.256	-0.197	✘
H	03-08	03-14	-0.100	0.078	✘
H	03-14	06-20	-0.021	-0.074	✔
L	06-20	07-29	0.111	-0.079	✘
H	07-29	12-21	-0.013	-0.040	✔
L	12-21	12-31	0.318	-0.067	✘

2023

2024

Corr: 0.1511

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.3333

Avg Real: -0.0173

Type	Start	End	Season	Real	OK
L	01-01	03-04	0.181	-0.112	✘
H	03-04	03-16	-0.093	0.109	✘
L	03-16	04-20	0.097	0.002	✔
H	04-20	06-25	-0.107	-0.085	✔
L	06-25	11-24	0.054	0.085	✔
L	11-24	12-31	0.232	-0.084	✘

2024

2025

Corr: 0.4987

Hit Rate Returns: 0.4699

Hit Rate Segments: 0.4286

Avg Real: 0.1234

Type	Start	End	Season	Real	OK
L	01-01	02-11	0.054	0.109	✔
L	02-11	03-06	0.111	-0.055	✘
H	03-06	04-07	-0.080	-0.065	✔
L	04-07	04-20	0.086	0.072	✔
H	04-20	06-25	-0.136	0.171	✘
L	06-25	10-10	0.151	0.401	✔
H	10-10	12-21	-0.067	0.361	✘
L	12-21	12-31	0.172	-0.212	✘

2025

2026

Corr: -0.5233

Hit Rate Returns: 0.4194

Hit Rate Segments: 0.2500

Avg Real: -0.0239

Type	Start	End	Season	Real	OK
L	01-01	03-06	0.225	-0.006	✘
H	03-06	04-07	-0.076	-0.090	✔