Seasonality PLAT 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 0.362928 0.474104 0.428571 0.019832 1.76 1.91
15 2005 2006 0.465720 0.512000 0.571429 0.020952 1.63 1.71
15 2006 2007 0.778267 0.508000 0.571429 0.052144 2.40 2.75
15 2007 2008 -0.515103 0.545817 0.666667 -0.045405 -2.28 -2.08
15 2008 2009 0.166014 0.486056 0.555556 0.068864 4.75 5.87
15 2009 2010 0.146757 0.517928 0.571429 0.022910 0.97 1.01
15 2010 2011 -0.194955 0.470120 0.222222 -0.025516 -1.11 -1.34
15 2011 2012 -0.260721 0.488000 0.428571 0.011725 0.45 0.49
15 2012 2013 -0.469969 0.450199 0.111111 -0.013393 -0.66 -0.65
15 2013 2014 -0.051913 0.509960 0.444444 -0.017879 -0.83 -1.05
15 2014 2015 -0.005691 0.501992 0.428571 -0.037916 -1.81 -2.01
15 2015 2016 0.242321 0.460000 0.285714 0.004477 0.27 0.59
15 2016 2017 0.153186 0.472000 0.857143 -0.002287 -0.14 -0.27
15 2017 2018 0.198799 0.524000 0.428571 -0.023974 -1.88 -2.40
15 2018 2019 -0.449236 0.533865 0.857143 0.030183 5.36 6.10
15 2019 2020 -0.621459 0.468254 0.285714 0.007590 1.64 0.85
15 2020 2021 0.647319 0.517928 0.857143 -0.014338 -1.80 -3.67
15 2021 2022 0.165793 0.520000 0.714286 0.010990 3.51 -25.98
15 2022 2023 0.538114 0.514056 0.571429 -0.017818 -5.85 7.94
15 2023 2024 -0.367155 0.504000 0.285714 -0.009209 -1.73 -1.66
15 2024 2025 -0.861933 0.425703 0.222222 0.139060 -131.13 -50.80
15 2025 2026 0.176005 0.467742 0.666667 -0.024784 -1.08 -2.69

seasonalcomparekey_figuresSegmentePlot
2004 2005
Corr: 0.3629
Hit Rate Returns: 0.4741
Hit Rate Segments: 0.4286
Avg Real: 0.0198
TypeStartEndSeasonRealOK
L01-0102-160.0930.005✔
H02-1602-25-0.0410.005✘
L02-2505-270.0600.004✔
H05-2711-01-0.0440.073✘
L11-0112-230.0100.044✔
L12-2312-310.1000.009✔
2005 2006
Corr: 0.4657
Hit Rate Returns: 0.5120
Hit Rate Segments: 0.5714
Avg Real: 0.0210
TypeStartEndSeasonRealOK
L01-0102-160.0820.031✔
H02-1602-25-0.0380.028✘
L02-2505-270.0660.267✔
H05-2711-01-0.031-0.189✔
L11-0112-310.0300.034✔
2006 2007
Corr: 0.7783
Hit Rate Returns: 0.5080
Hit Rate Segments: 0.5714
Avg Real: 0.0521
TypeStartEndSeasonRealOK
L01-0102-160.0960.067✔
H02-1603-29-0.0180.030✘
L03-2905-270.0790.030✔
H05-2711-01-0.0440.170✘
L11-0111-120.046-0.052✘
H11-1212-23-0.0160.120✘
L12-2312-310.110-0.005✘
2007 2008
Corr: -0.5151
Hit Rate Returns: 0.5458
Hit Rate Segments: 0.6667
Avg Real: -0.0454
TypeStartEndSeasonRealOK
L01-0102-160.0930.333✔
H02-1603-29-0.011-0.091✔
L03-2905-270.0750.073✔
H05-2711-01-0.022-0.849✔
L11-0111-120.0450.001✔
H11-1212-23-0.0100.019✘
L12-2312-310.1100.054✔
2008 2009
Corr: 0.1660
Hit Rate Returns: 0.4861
Hit Rate Segments: 0.5556
Avg Real: 0.0689
TypeStartEndSeasonRealOK
L01-0102-160.1260.121✔
L02-1605-030.0000.001✔
L05-0305-270.0550.015✔
H05-2711-01-0.1060.202✘
L11-0112-230.0370.091✔
L12-2312-310.1410.051✔
2009 2010
Corr: 0.1468
Hit Rate Returns: 0.5179
Hit Rate Segments: 0.5714
Avg Real: 0.0229
TypeStartEndSeasonRealOK
L01-0102-160.1440.010✔
L02-1606-060.070-0.018✘
H06-0610-27-0.1020.106✘
L10-2712-230.0490.028✔
L12-2312-310.1680.034✔
2010 2011
Corr: -0.1950
Hit Rate Returns: 0.4701
Hit Rate Segments: 0.2222
Avg Real: -0.0255
TypeStartEndSeasonRealOK
L01-0102-160.1560.035✔
L02-1604-190.057-0.035✘
H04-1910-31-0.074-0.096✔
L10-3112-230.044-0.100✘
L12-2312-310.185-0.016✘
2011 2012
Corr: -0.2607
Hit Rate Returns: 0.4880
Hit Rate Segments: 0.4286
Avg Real: 0.0117
TypeStartEndSeasonRealOK
L01-0102-160.1530.135✔
L02-1604-190.070-0.033✘
H04-1909-22-0.0350.045✘
H09-2210-04-0.0580.073✘
L10-0412-230.035-0.123✘
L12-2312-310.1790.005✔
2012 2013
Corr: -0.4700
Hit Rate Returns: 0.4502
Hit Rate Segments: 0.1111
Avg Real: -0.0134
TypeStartEndSeasonRealOK
L01-0102-160.1660.075✔
L02-1604-190.070-0.170✘
H04-1910-24-0.1080.015✘
L10-2412-230.054-0.078✘
L12-2312-310.2220.029✔
2013 2014
Corr: -0.0519
Hit Rate Returns: 0.5100
Hit Rate Segments: 0.4444
Avg Real: -0.0179
TypeStartEndSeasonRealOK
L01-0102-170.1680.017✔
L02-1704-190.032-0.011✘
H04-1910-24-0.077-0.109✔
L10-2411-140.056-0.021✘
H11-1412-23-0.011-0.018✔
L12-2312-310.1980.010✔
2014 2015
Corr: -0.0057
Hit Rate Returns: 0.5020
Hit Rate Segments: 0.4286
Avg Real: -0.0379
TypeStartEndSeasonRealOK
L01-0102-170.174-0.022✘
L02-1705-210.034-0.016✘
H05-2109-01-0.031-0.126✔
H09-0110-24-0.076-0.001✔
L10-2412-230.038-0.105✘
L12-2312-310.1970.019✔
2015 2016
Corr: 0.2423
Hit Rate Returns: 0.4600
Hit Rate Segments: 0.2857
Avg Real: 0.0045
TypeStartEndSeasonRealOK
L01-0101-190.105-0.067✘
L01-1904-190.0830.213✔
H04-1909-01-0.0620.035✘
H09-0110-04-0.083-0.070✔
L10-0412-220.023-0.090✘
L12-2212-310.181-0.003✘
2016 2017
Corr: 0.1532
Hit Rate Returns: 0.4720
Hit Rate Segments: 0.8571
Avg Real: -0.0023
TypeStartEndSeasonRealOK
L01-0102-140.1600.068✔
L02-1404-190.045-0.040✘
H04-1906-28-0.053-0.046✔
L06-2809-060.0280.089✔
H09-0610-04-0.090-0.097✔
L10-0411-050.0440.006✔
H11-0512-23-0.040-0.019✔
L12-2312-310.1750.006✔
2017 2018
Corr: 0.1988
Hit Rate Returns: 0.5240
Hit Rate Segments: 0.4286
Avg Real: -0.0240
TypeStartEndSeasonRealOK
L01-0102-140.1730.056✔
L02-1404-190.026-0.068✘
H04-1909-06-0.012-0.150✔
H09-0610-04-0.1040.033✘
L10-0412-230.001-0.037✘
L12-2312-310.1870.010✔
2018 2019
Corr: -0.4492
Hit Rate Returns: 0.5339
Hit Rate Segments: 0.8571
Avg Real: 0.0302
TypeStartEndSeasonRealOK
L01-0102-140.162-0.011✘
L02-1404-130.0310.127✔
H04-1309-06-0.0430.082✘
H09-0610-04-0.101-0.092✔
H10-0412-15-0.0140.065✘
L12-1512-310.1710.042✔
2019 2020
Corr: -0.6215
Hit Rate Returns: 0.4683
Hit Rate Segments: 0.2857
Avg Real: 0.0076
TypeStartEndSeasonRealOK
L01-0102-280.173-0.117✘
L02-2805-120.025-0.112✘
H05-1206-24-0.0650.047✘
L06-2409-060.0300.097✔
H09-0610-04-0.105-0.020✔
L10-0411-040.048-0.028✘
H11-0412-22-0.0540.136✘
L12-2212-310.1740.065✔
2020 2021
Corr: 0.6473
Hit Rate Returns: 0.5179
Hit Rate Segments: 0.8571
Avg Real: -0.0143
TypeStartEndSeasonRealOK
L01-0102-190.1660.191✔
H02-1903-19-0.065-0.072✔
L03-1905-120.0770.012✔
H05-1212-22-0.125-0.229✔
L12-2212-310.175-0.002✘
2021 2022
Corr: 0.1658
Hit Rate Returns: 0.5200
Hit Rate Segments: 0.7143
Avg Real: 0.0110
TypeStartEndSeasonRealOK
L01-0102-190.1870.118✔
H02-1903-19-0.075-0.056✔
L03-1904-290.058-0.111✘
H04-2912-22-0.1380.049✘
L12-2212-310.1940.096✔
2022 2023
Corr: 0.5381
Hit Rate Returns: 0.5141
Hit Rate Segments: 0.5714
Avg Real: -0.0178
TypeStartEndSeasonRealOK
L01-0102-190.207-0.154✘
H02-1903-19-0.0830.031✘
L03-1906-060.0310.040✔
H06-0612-22-0.139-0.056✔
L12-2212-310.2100.015✔
2023 2024
Corr: -0.3672
Hit Rate Returns: 0.5040
Hit Rate Segments: 0.2857
Avg Real: -0.0092
TypeStartEndSeasonRealOK
L01-0102-220.145-0.084✘
H02-2203-18-0.0600.014✘
L03-1806-060.0270.103✔
H06-0606-24-0.068-0.013✔
L06-2409-040.058-0.098✘
H09-0412-22-0.0530.023✘
L12-2212-310.123-0.055✘
2024 2025
Corr: -0.8619
Hit Rate Returns: 0.4257
Hit Rate Segments: 0.2222
Avg Real: 0.1391
TypeStartEndSeasonRealOK
L01-0101-200.0910.043✔
H01-2003-19-0.0540.062✘
L03-1904-290.058-0.039✘
H04-2906-27-0.0930.400✘
H06-2712-22-0.0120.895✘
L12-2212-310.090-0.106✘
2025 2026
Corr: 0.1760
Hit Rate Returns: 0.4677
Hit Rate Segments: 0.6667
Avg Real: -0.0248
TypeStartEndSeasonRealOK
L01-0102-190.129-0.034✘
H02-1903-19-0.066-0.058✔
L03-1904-290.0490.018✔