Seasonality SILVER 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	0.651591	0.484000	0.428571	-0.022204	-9.20	-5.40
10	2000	2001	0.204720	0.461538	0.857143	-0.007519	0.32	-1.27
10	2001	2002	-0.018684	0.505976	0.571429	0.005939	0.88	0.97
10	2002	2003	-0.082769	0.450199	0.428571	0.033631	3.36	3.35
10	2003	2004	-0.069661	0.446215	0.285714	0.015101	2.78	1.64
10	2004	2005	0.268616	0.509960	0.285714	0.049459	5.51	5.06
10	2005	2006	-0.143016	0.496000	0.428571	0.056925	4.24	3.79
10	2006	2007	0.678187	0.452000	0.714286	0.027249	0.91	0.96
10	2007	2008	-0.564363	0.438247	0.857143	-0.033227	-1.26	-0.92
10	2008	2009	0.273089	0.498008	0.285714	0.067774	2.32	2.14
10	2009	2010	0.772491	0.486056	0.571429	0.109834	2.67	2.61
10	2010	2011	-0.097282	0.521912	0.777778	-0.014315	-0.24	-0.31
10	2011	2012	-0.013391	0.536000	0.142857	0.003526	0.06	0.06
10	2012	2013	-0.728953	0.486056	0.285714	-0.051109	-0.83	-0.78
10	2013	2014	-0.665866	0.470120	0.285714	-0.030714	-0.69	-0.76
10	2014	2015	-0.640143	0.482072	0.285714	-0.020525	-0.42	-0.61
10	2015	2016	0.278806	0.496000	0.857143	0.015173	0.67	0.59
10	2016	2017	0.235744	0.488000	1.000000	0.007376	0.26	0.39
10	2017	2018	-0.401609	0.508000	0.285714	-0.015501	-0.64	-0.62
10	2018	2019	0.584034	0.422311	0.428571	0.020072	0.97	0.88
10	2019	2020	0.249683	0.476190	0.571429	0.065299	6.96	11.74
10	2020	2021	-0.428556	0.486056	0.714286	-0.020804	-2.73	-3.40
10	2021	2022	-0.401745	0.500000	0.571429	0.006715	1.52	-52.27
10	2022	2023	-0.389476	0.522088	0.428571	0.008933	-8.01	-3.82
10	2023	2024	0.190106	0.480000	0.428571	0.031630	3.07	3.71
10	2024	2025	0.674131	0.497992	0.555556	0.152922	9.78	9.29
10	2025	2026	-0.139588	0.500000	1.000000	0.001837	0.02	0.14

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: 0.6516

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.4286

Avg Real: -0.0222

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.129	0.030	✔
H	02-05	03-06	-0.075	-0.030	✔
L	03-06	05-08	0.073	-0.011	✘
H	05-08	12-02	-0.113	-0.067	✔
L	12-02	12-31	0.068	-0.022	✘

2000

2001

Corr: 0.2047

Hit Rate Returns: 0.4615

Hit Rate Segments: 0.8571

Avg Real: -0.0075

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.122	0.026	✔
H	02-05	02-25	-0.076	-0.055	✔
L	02-25	05-08	0.079	-0.026	✘
H	05-08	12-02	-0.092	-0.035	✔
L	12-02	12-31	0.062	0.083	✔

2001

2002

Corr: -0.0187

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.5714

Avg Real: 0.0059

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.164	-0.037	✘
H	02-05	03-06	-0.084	0.026	✘
L	03-06	05-08	0.067	0.013	✔
H	05-08	12-02	-0.103	-0.033	✔
L	12-02	12-31	0.172	0.072	✔

2002

2003

Corr: -0.0828

Hit Rate Returns: 0.4502

Hit Rate Segments: 0.4286

Avg Real: 0.0336

Type	Start	End	Season	Real	OK
L	01-01	02-05	0.155	-0.015	✘
H	02-05	03-06	-0.081	-0.015	✔
L	03-06	05-06	0.072	0.027	✔
H	05-06	12-02	-0.083	0.144	✘
L	12-02	12-31	0.096	0.094	✔

2003

2004

Corr: -0.0697

Hit Rate Returns: 0.4462

Hit Rate Segments: 0.2857

Avg Real: 0.0151

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.151	0.029	✔
H	02-04	08-12	-0.113	0.064	✘
L	08-12	09-30	0.080	0.062	✔
H	09-30	12-02	-0.071	0.168	✘
L	12-02	12-31	0.158	-0.183	✘

2004

2005

Corr: 0.2686

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.2857

Avg Real: 0.0495

Type	Start	End	Season	Real	OK
L	01-01	02-04	0.121	0.022	✔
H	02-04	06-28	-0.102	0.071	✘
L	06-28	09-16	0.005	0.023	✔
L	09-16	09-30	0.068	0.034	✔
H	09-30	12-09	-0.030	0.238	✘
L	12-09	12-31	0.129	-0.026	✘

2005

2006

Corr: -0.1430

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.4286

Avg Real: 0.0569

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.191	0.017	✔
H	02-14	04-28	-0.102	0.475	✘
H	04-28	08-30	-0.025	-0.130	✔
L	08-30	09-30	0.077	-0.118	✘
H	09-30	11-02	-0.055	0.116	✘
L	11-02	12-31	0.209	0.038	✔

2006

2007

Corr: 0.6782

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.7143

Avg Real: 0.0272

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.228	0.091	✔
H	04-19	06-13	-0.106	-0.047	✔
L	06-13	08-04	0.069	-0.003	✘
H	08-04	09-16	-0.048	-0.035	✔
L	09-16	09-30	0.087	0.080	✔
H	09-30	11-02	-0.040	0.073	✘
L	11-02	12-31	0.126	0.013	✔

2007

2008

Corr: -0.5644

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.8571

Avg Real: -0.0332

Type	Start	End	Season	Real	OK
L	01-01	01-20	0.115	0.061	✔
L	01-20	02-04	0.082	0.042	✔
H	02-04	03-17	-0.031	0.229	✘
L	03-17	04-10	0.075	-0.151	✘
H	04-10	06-13	-0.106	-0.087	✔
L	06-13	08-04	0.084	0.024	✔
H	08-04	09-14	-0.063	-0.398	✔
L	09-14	09-30	0.087	0.062	✔
L	09-30	12-31	0.075	-0.047	✘

2008

2009

Corr: 0.2731

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.2857

Avg Real: 0.0678

Type	Start	End	Season	Real	OK
L	01-01	04-19	0.245	0.027	✔
H	04-19	06-13	-0.110	0.239	✘
L	06-13	08-03	0.085	0.014	✔
H	08-03	09-16	-0.122	0.272	✘
L	09-16	09-28	0.101	-0.105	✘
H	09-28	11-20	-0.019	0.203	✘
L	11-20	12-31	0.240	-0.143	✘

2009

2010

Corr: 0.7725

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.5714

Avg Real: 0.1098

Type	Start	End	Season	Real	OK
L	01-01	04-10	0.284	0.047	✔
H	04-10	06-13	-0.069	-0.001	✔
L	06-13	08-03	0.071	0.010	✔
H	08-03	09-14	-0.092	0.112	✘
L	09-14	09-22	0.090	0.046	✔
H	09-22	10-28	-0.032	0.163	✘
L	10-28	12-31	0.304	0.393	✔

2010

2011

Corr: -0.0973

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.7778

Avg Real: -0.0143

Type	Start	End	Season	Real	OK
L	01-01	04-10	0.331	0.332	✔
H	04-10	09-14	-0.067	0.015	✘
L	09-14	09-22	0.098	-0.159	✘
H	09-22	10-28	-0.020	-0.014	✔
L	10-28	12-31	0.275	-0.249	✘

2011

2012

Corr: -0.0134

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.1429

Avg Real: 0.0035

Type	Start	End	Season	Real	OK
L	01-01	01-22	0.106	0.085	✔
L	01-22	04-10	0.249	-0.018	✘
H	04-10	06-28	-0.083	-0.184	✔
L	06-28	09-21	0.109	0.276	✔
H	09-21	10-04	-0.083	0.015	✘
L	10-04	12-03	0.215	-0.045	✘
L	12-03	12-31	0.046	-0.112	✘

2012

2013

Corr: -0.7290

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.2857

Avg Real: -0.0511

Type	Start	End	Season	Real	OK
L	01-01	04-10	0.336	-0.108	✘
H	04-10	06-28	-0.126	-0.258	✔
L	06-28	08-03	0.135	0.009	✔
H	08-03	10-04	-0.050	0.065	✘
L	10-04	12-03	0.224	-0.083	✘
H	12-03	12-23	-0.087	0.010	✘
L	12-23	12-31	0.389	-0.001	✘

2013

2014

Corr: -0.6659

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.2857

Avg Real: -0.0307

Type	Start	End	Season	Real	OK
L	01-01	04-10	0.318	0.000	✘
H	04-10	06-27	-0.182	0.050	✘
L	06-27	09-03	0.151	-0.094	✘
H	09-03	10-04	-0.070	-0.116	✔
L	10-04	12-03	0.172	-0.045	✘
H	12-03	12-23	-0.086	-0.036	✔
L	12-23	12-31	0.336	-0.000	✘

2014

2015

Corr: -0.6401

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.2857

Avg Real: -0.0205

Type	Start	End	Season	Real	OK
L	01-01	04-10	0.270	0.045	✔
H	04-10	06-27	-0.120	-0.043	✔
L	06-27	09-03	0.133	-0.062	✘
H	09-03	10-04	-0.084	0.030	✘
L	10-04	12-10	0.162	-0.095	✘
H	12-10	12-23	-0.083	0.011	✘
L	12-23	12-31	0.282	-0.030	✘

2015

2016

Corr: 0.2788

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.8571

Avg Real: 0.0152

Type	Start	End	Season	Real	OK
L	01-01	04-29	0.275	0.287	✔
H	04-29	06-27	-0.142	-0.007	✔
L	06-27	09-03	0.124	0.122	✔
H	09-03	10-03	-0.083	-0.094	✔
L	10-03	11-25	0.120	-0.161	✘
H	11-25	12-23	-0.073	-0.055	✔
L	12-23	12-31	0.263	0.014	✔

2016

2017

Corr: 0.2357

Hit Rate Returns: 0.4880

Hit Rate Segments: 1.0000

Avg Real: 0.0074

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.228	0.104	✔
H	03-05	06-27	-0.091	-0.069	✔
L	06-27	09-21	0.108	0.018	✔
H	09-21	10-04	-0.080	-0.023	✔
L	10-04	11-08	0.065	0.026	✔
H	11-08	12-23	-0.075	-0.041	✔
L	12-23	12-31	0.253	0.025	✔

2017

2018

Corr: -0.4016

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.2857

Avg Real: -0.0155

Type	Start	End	Season	Real	OK
L	01-01	03-05	0.259	-0.044	✘
H	03-05	06-27	-0.093	-0.022	✔
L	06-27	09-08	0.116	-0.113	✘
H	09-08	10-04	-0.094	0.023	✘
L	10-04	11-25	0.033	-0.019	✘
H	11-25	12-23	-0.070	0.022	✘
L	12-23	12-31	0.299	0.044	✔

2018

2019

Corr: 0.5840

Hit Rate Returns: 0.4223

Hit Rate Segments: 0.4286

Avg Real: 0.0201

Type	Start	End	Season	Real	OK
L	01-01	02-18	0.169	0.017	✔
L	02-18	04-29	0.043	-0.069	✘
H	04-29	05-05	-0.073	0.001	✘
H	05-05	07-07	-0.027	0.005	✘
L	07-07	09-08	0.151	0.202	✔
H	09-08	12-22	-0.112	-0.050	✔
L	12-22	12-31	0.195	0.023	✔

2019

2020

Corr: 0.2497

Hit Rate Returns: 0.4762

Hit Rate Segments: 0.5714

Avg Real: 0.0653

Type	Start	End	Season	Real	OK
L	01-01	04-29	0.167	-0.152	✘
H	04-29	05-05	-0.079	-0.014	✔
H	05-05	06-27	-0.037	0.152	✘
L	06-27	09-03	0.148	0.487	✔
H	09-03	09-30	-0.098	-0.190	✔
L	09-30	10-28	0.057	0.011	✔
H	10-28	12-22	-0.093	0.095	✘
L	12-22	12-31	0.168	0.069	✔

2020

2021

Corr: -0.4286

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.7143

Avg Real: -0.0208

Type	Start	End	Season	Real	OK
L	01-01	02-23	0.132	0.015	✔
H	02-23	06-27	-0.086	-0.057	✔
L	06-27	09-03	0.214	-0.052	✘
H	09-03	09-30	-0.137	-0.092	✔
H	09-30	12-22	-0.071	0.021	✘
L	12-22	12-31	0.139	0.018	✔

2021

2022

Corr: -0.4017

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.5714

Avg Real: 0.0067

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.145	0.042	✔
H	02-14	03-18	-0.091	0.049	✘
H	03-18	07-07	-0.013	-0.252	✔
L	07-07	09-03	0.146	-0.051	✘
H	09-03	11-30	-0.157	0.181	✘
L	11-30	12-31	0.150	0.077	✔

2022

2023

Corr: -0.3895

Hit Rate Returns: 0.5221

Hit Rate Segments: 0.4286

Avg Real: 0.0089

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.147	-0.089	✘
H	02-14	03-18	-0.091	0.031	✘
H	03-18	07-07	-0.034	0.022	✘
L	07-07	09-03	0.107	0.046	✔
H	09-03	11-29	-0.127	0.062	✘
L	11-29	12-31	0.147	-0.052	✘

2023

2024

Corr: 0.1901

Hit Rate Returns: 0.4800

Hit Rate Segments: 0.4286

Avg Real: 0.0316

Type	Start	End	Season	Real	OK
L	01-01	02-14	0.128	-0.054	✘
H	02-14	03-19	-0.079	0.106	✘
L	03-19	08-10	0.116	0.109	✔
H	08-10	11-29	-0.097	0.110	✘
L	11-29	12-31	0.137	-0.073	✘

2024

2025

Corr: 0.6741

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.5556

Avg Real: 0.1529

Type	Start	End	Season	Real	OK
L	01-01	02-01	0.091	0.059	✔
H	02-01	03-16	-0.065	0.077	✘
L	03-16	04-15	0.099	-0.046	✘
H	04-15	05-12	-0.051	0.006	✘
L	05-12	08-10	0.104	0.196	✔
H	08-10	12-15	-0.042	0.895	✘
L	12-15	12-31	0.104	0.222	✔

2025

2026

Corr: -0.1396

Hit Rate Returns: 0.5000

Hit Rate Segments: 1.0000

Avg Real: 0.0018

Type	Start	End	Season	Real	OK
L	01-01	02-19	0.151	0.069	✔
H	02-19	03-19	-0.053	-0.067	✔
L	03-19	04-20	0.099	0.003	✔