Seasonality PLAT 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 -0.146222 0.504000 0.444444 0.036887 -316.19 62.06
10 2000 2001 -0.575438 0.538462 0.285714 -0.036399 -3.17 -3.45
10 2001 2002 0.385521 0.434263 0.428571 0.036654 3.12 2.45
10 2002 2003 0.310957 0.474104 0.428571 0.055870 3.24 3.74
10 2003 2004 -0.150284 0.490040 0.444444 0.000274 0.39 0.02
10 2004 2005 0.752778 0.462151 0.857143 0.019832 0.96 1.02
10 2005 2006 0.217438 0.460000 0.428571 0.021392 1.03 1.00
10 2006 2007 0.872634 0.544000 0.428571 0.052017 1.80 1.90
10 2007 2008 -0.603716 0.561753 0.714286 -0.051737 -1.60 -1.53
10 2008 2009 0.117175 0.462151 0.666667 0.064692 3.41 3.96
10 2009 2010 0.047708 0.509960 0.636364 0.013504 0.73 0.67
10 2010 2011 0.084514 0.462151 0.333333 -0.022320 -1.09 -1.12
10 2011 2012 -0.306973 0.492000 0.428571 0.012156 0.38 0.40
10 2012 2013 -0.321357 0.498008 0.142857 -0.016936 -0.65 -0.71
10 2013 2014 0.598438 0.533865 0.777778 -0.017851 -1.21 -1.57
10 2014 2015 0.368716 0.474104 0.428571 -0.036843 -2.64 -3.11
10 2015 2016 0.366934 0.440000 0.571429 0.001963 0.59 3.38
10 2016 2017 0.345835 0.488000 0.857143 0.003057 -0.78 -0.99
10 2017 2018 0.530343 0.532000 0.857143 -0.023451 10.13 3.66
10 2018 2019 -0.302057 0.529880 1.000000 0.025924 10.37 7.78
10 2019 2020 -0.426004 0.428571 0.428571 0.007435 -2.47 -1.08
10 2020 2021 0.468844 0.505976 0.714286 -0.009178 3.78 1.43
10 2021 2022 0.258439 0.464000 0.571429 0.013693 -14.35 -2.15
10 2022 2023 0.522049 0.526104 0.571429 -0.016172 7.59 3.50
10 2023 2024 -0.301692 0.480000 0.285714 -0.012716 7.86 2.42
10 2024 2025 -0.712670 0.453815 0.285714 0.163093 825.99 -139.71
10 2025 2026 0.178759 0.419355 1.000000 -0.024784 -0.37 -10.27

seasonalcomparekey_figuresSegmentePlot
1999 2000
Corr: -0.1462
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.4444
Avg Real: 0.0369
TypeStartEndSeasonRealOK
L01-0102-150.0590.230✔
L02-1505-290.0120.008✔
H05-2906-24-0.0360.017✘
L06-2408-010.0460.036✔
H08-0108-30-0.055-0.001✔
H08-3012-27-0.0260.050✘
L12-2712-310.059-0.007✘
2000 2001
Corr: -0.5754
Hit Rate Returns: 0.5385
Hit Rate Segments: 0.2857
Avg Real: -0.0364
TypeStartEndSeasonRealOK
H01-0101-06-0.0120.007✘
L01-0602-160.084-0.048✘
H02-1602-25-0.052-0.005✔
L02-2508-010.097-0.229✘
H08-0108-27-0.062-0.013✔
L08-2712-310.0010.034✔
2001 2002
Corr: 0.3855
Hit Rate Returns: 0.4343
Hit Rate Segments: 0.4286
Avg Real: 0.0367
TypeStartEndSeasonRealOK
L01-0102-160.100-0.008✘
H02-1603-05-0.0480.079✘
L03-0505-290.0850.079✔
H05-2908-02-0.005-0.042✔
H08-0208-14-0.0630.065✘
L08-1412-190.0080.081✔
L12-1912-310.1080.009✔
2002 2003
Corr: 0.3110
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: 0.0559
TypeStartEndSeasonRealOK
L01-0102-160.0860.140✔
H02-1603-02-0.0420.028✘
L03-0206-090.104-0.044✘
H06-0908-14-0.0600.062✘
L08-1412-230.0140.182✔
L12-2312-310.0950.015✔
2003 2004
Corr: -0.1503
Hit Rate Returns: 0.4900
Hit Rate Segments: 0.4444
Avg Real: 0.0003
TypeStartEndSeasonRealOK
L01-0101-060.0500.039✔
L01-0602-160.0930.002✔
H02-1602-25-0.041-0.006✔
L02-2506-090.071-0.065✘
H06-0908-30-0.0460.078✘
L08-3012-310.070-0.004✘
2004 2005
Corr: 0.7528
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.8571
Avg Real: 0.0198
TypeStartEndSeasonRealOK
L01-0102-160.1130.005✔
H02-1603-29-0.0370.006✘
L03-2906-080.0630.018✔
H06-0808-07-0.0510.040✘
L08-0712-230.0520.072✔
L12-2312-310.1290.009✔
2005 2006
Corr: 0.2174
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.4286
Avg Real: 0.0214
TypeStartEndSeasonRealOK
L01-0102-160.1120.031✔
H02-1608-20-0.0220.207✘
L08-2010-120.067-0.165✘
H10-1212-23-0.0060.052✘
L12-2312-310.1290.013✔
2006 2007
Corr: 0.8726
Hit Rate Returns: 0.5440
Hit Rate Segments: 0.4286
Avg Real: 0.0520
TypeStartEndSeasonRealOK
L01-0102-160.1090.067✔
H02-1604-07-0.0150.045✘
L04-0704-190.0640.040✔
H04-1905-03-0.0480.000✘
L05-0305-270.077-0.023✘
H05-2707-05-0.0680.031✘
L07-0510-310.0280.136✔
L10-3112-310.1720.070✔
2007 2008
Corr: -0.6037
Hit Rate Returns: 0.5618
Hit Rate Segments: 0.7143
Avg Real: -0.0517
TypeStartEndSeasonRealOK
L01-0102-160.1730.333✔
H02-1604-07-0.005-0.072✔
L04-0704-190.0660.003✔
H04-1907-05-0.0540.008✘
L07-0510-310.047-0.750✘
L10-3112-310.2110.072✔
2008 2009
Corr: 0.1172
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.6667
Avg Real: 0.0647
TypeStartEndSeasonRealOK
L01-0102-160.2270.121✔
H02-1604-07-0.0210.079✘
L04-0704-190.0630.045✔
H04-1905-03-0.056-0.076✔
L05-0305-270.0930.015✔
H05-2710-24-0.1640.240✘
L10-2412-310.1140.144✔
2009 2010
Corr: 0.0477
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.6364
Avg Real: 0.0135
TypeStartEndSeasonRealOK
L01-0102-170.2580.007✔
H02-1705-03-0.0050.124✘
L05-0305-230.099-0.142✘
H05-2310-24-0.1620.096✘
L10-2412-230.0910.025✔
L12-2312-310.2340.034✔
2010 2011
Corr: 0.0845
Hit Rate Returns: 0.4622
Hit Rate Segments: 0.3333
Avg Real: -0.0223
TypeStartEndSeasonRealOK
L01-0104-190.2670.000✘
H04-1905-01-0.0740.060✘
L05-0105-270.069-0.031✘
H05-2710-24-0.148-0.148✔
L10-2412-230.071-0.067✘
L12-2312-310.111-0.016✘
2011 2012
Corr: -0.3070
Hit Rate Returns: 0.4920
Hit Rate Segments: 0.4286
Avg Real: 0.0122
TypeStartEndSeasonRealOK
L01-0104-190.2680.102✔
H04-1905-01-0.058-0.004✔
L05-0109-010.037-0.024✘
H09-0110-24-0.095-0.008✔
L10-2412-230.044-0.014✘
L12-2312-310.2490.005✔
2012 2013
Corr: -0.3214
Hit Rate Returns: 0.4980
Hit Rate Segments: 0.1429
Avg Real: -0.0169
TypeStartEndSeasonRealOK
L01-0103-010.2440.006✔
L03-0104-190.029-0.095✘
H04-1909-06-0.0240.043✘
H09-0610-24-0.106-0.028✔
L10-2412-230.044-0.078✘
L12-2312-310.2880.029✔
2013 2014
Corr: 0.5984
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.7778
Avg Real: -0.0179
TypeStartEndSeasonRealOK
L01-0102-210.2030.014✔
L02-2104-130.0370.021✔
H04-1307-06-0.0750.024✘
L07-0609-060.035-0.065✘
H09-0610-04-0.098-0.125✔
L10-0412-220.011-0.044✘
L12-2212-310.2460.016✔
2014 2015
Corr: 0.3687
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: -0.0368
TypeStartEndSeasonRealOK
L01-0102-210.198-0.030✘
L02-2105-120.051-0.024✘
H05-1209-06-0.053-0.119✔
H09-0610-04-0.107-0.082✔
L10-0412-220.004-0.035✘
L12-2212-310.2170.017✔
2015 2016
Corr: 0.3669
Hit Rate Returns: 0.4400
Hit Rate Segments: 0.5714
Avg Real: 0.0020
TypeStartEndSeasonRealOK
L01-0102-210.1920.063✔
L02-2105-120.0460.133✔
H05-1209-06-0.0840.059✘
H09-0610-04-0.116-0.129✔
H10-0412-22-0.007-0.090✔
L12-2212-310.198-0.003✘
2016 2017
Corr: 0.3458
Hit Rate Returns: 0.4880
Hit Rate Segments: 0.8571
Avg Real: 0.0031
TypeStartEndSeasonRealOK
L01-0102-150.1910.078✔
L02-1504-290.030-0.071✘
H04-2906-24-0.0760.001✘
L06-2409-080.0010.098✔
H09-0810-04-0.103-0.098✔
L10-0410-140.0390.034✔
H10-1412-23-0.066-0.013✔
L12-2312-310.1950.006✔
2017 2018
Corr: 0.5303
Hit Rate Returns: 0.5320
Hit Rate Segments: 0.8571
Avg Real: -0.0235
TypeStartEndSeasonRealOK
L01-0102-150.2050.061✔
L02-1504-130.015-0.078✘
H04-1309-08-0.064-0.158✔
H09-0810-04-0.1260.042✘
H10-0412-23-0.044-0.037✔
L12-2312-310.2020.010✔
2018 2019
Corr: -0.3021
Hit Rate Returns: 0.5299
Hit Rate Segments: 1.0000
Avg Real: 0.0259
TypeStartEndSeasonRealOK
L01-0102-140.154-0.011✘
H02-1406-27-0.0860.033✘
L06-2709-080.0660.174✔
H09-0810-04-0.080-0.088✔
L10-0411-040.0460.074✔
H11-0412-22-0.081-0.034✔
L12-2212-310.1570.033✔
2019 2020
Corr: -0.4260
Hit Rate Returns: 0.4286
Hit Rate Segments: 0.4286
Avg Real: 0.0074
TypeStartEndSeasonRealOK
L01-0101-170.1040.040✔
L01-1704-290.031-0.249✘
H04-2906-27-0.1130.017✘
L06-2709-060.0760.091✔
H09-0610-04-0.089-0.020✔
L10-0411-040.044-0.028✘
H11-0412-22-0.0880.136✘
L12-2212-310.1000.065✔
2020 2021
Corr: 0.4688
Hit Rate Returns: 0.5060
Hit Rate Segments: 0.7143
Avg Real: -0.0092
TypeStartEndSeasonRealOK
L01-0102-150.1220.171✔
H02-1503-19-0.096-0.061✔
L03-1909-060.076-0.160✘
H09-0610-04-0.101-0.029✔
H10-0412-22-0.027-0.002✔
L12-2212-310.111-0.002✘
2021 2022
Corr: 0.2584
Hit Rate Returns: 0.4640
Hit Rate Segments: 0.5714
Avg Real: 0.0137
TypeStartEndSeasonRealOK
L01-0102-240.1520.107✔
H02-2403-19-0.097-0.037✔
L03-1904-290.056-0.111✘
H04-2906-27-0.089-0.024✔
L06-2709-060.072-0.058✘
H09-0611-30-0.1040.188✘
L11-3012-310.1490.039✔
2022 2023
Corr: 0.5220
Hit Rate Returns: 0.5261
Hit Rate Segments: 0.5714
Avg Real: -0.0162
TypeStartEndSeasonRealOK
L01-0102-190.167-0.154✘
H02-1903-19-0.1130.031✘
L03-1908-100.031-0.075✘
H08-1010-03-0.096-0.032✔
H10-0312-22-0.0000.091✘
L12-2212-310.1650.015✔
2023 2024
Corr: -0.3017
Hit Rate Returns: 0.4800
Hit Rate Segments: 0.2857
Avg Real: -0.0127
TypeStartEndSeasonRealOK
L01-0102-230.134-0.083✘
H02-2303-19-0.095-0.006✔
L03-1904-190.0720.050✔
H04-1910-05-0.1410.045✘
L10-0512-220.026-0.045✘
L12-2212-310.125-0.055✘
2024 2025
Corr: -0.7127
Hit Rate Returns: 0.4538
Hit Rate Segments: 0.2857
Avg Real: 0.1631
TypeStartEndSeasonRealOK
L01-0102-190.1040.074✔
H02-1903-19-0.0970.035✘
L03-1905-170.088-0.027✘
H05-1706-20-0.0870.279✘
H06-2009-30-0.0230.370✘
L09-3012-310.1210.506✔
2025 2026
Corr: 0.1788
Hit Rate Returns: 0.4194
Hit Rate Segments: 1.0000
Avg Real: -0.0248
TypeStartEndSeasonRealOK
L01-0102-190.060-0.034✘
H02-1903-19-0.087-0.058✔
L03-1904-190.0780.018✔