Seasonality SPX 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	-0.267517	0.548000	0.571429	-0.013134	-0.39	-0.38
10	2000	2001	-0.677048	0.550607	0.555556	-0.010880	-0.46	-0.41
10	2001	2002	-0.771067	0.505976	0.555556	-0.023675	-1.42	-1.23
10	2002	2003	0.727209	0.482072	0.636364	0.020900	1.84	1.73
10	2003	2004	0.430031	0.557769	0.727273	0.008815	0.64	0.79
10	2004	2005	0.668845	0.541833	0.428571	0.006044	0.22	0.25
10	2005	2006	0.577941	0.484000	0.571429	0.013058	0.91	0.67
10	2006	2007	0.241281	0.512000	0.571429	0.001278	0.32	0.07
10	2007	2008	-0.489892	0.521912	0.571429	-0.053692	-4.02	-4.13
10	2008	2009	-0.318347	0.446215	0.444444	0.024570	-32.34	-47.39
10	2009	2010	-0.141177	0.509960	0.500000	0.018589	-12.72	-36.62
10	2010	2011	-0.165010	0.490040	0.285714	-0.003303	-0.24	-0.43
10	2011	2012	0.201924	0.500000	0.428571	0.016304	1.97	1.98
10	2012	2013	0.862477	0.545817	0.571429	0.037656	2.28	2.58
10	2013	2014	0.788208	0.486056	0.714286	0.017421	1.08	1.18
10	2014	2015	-0.168294	0.454183	0.444444	-0.001693	-0.06	-0.14
10	2015	2016	0.883787	0.488000	0.571429	0.014194	0.82	0.69
10	2016	2017	0.815659	0.528000	0.750000	0.022982	1.48	1.60
10	2017	2018	-0.064799	0.492000	0.444444	-0.007793	-0.48	-0.49
10	2018	2019	0.915413	0.521912	1.000000	0.039241	1.40	1.41
10	2019	2020	0.469280	0.480159	0.285714	0.019850	0.80	0.79
10	2020	2021	0.962507	0.501992	0.571429	0.043317	1.28	1.44
10	2021	2022	-0.758627	0.472000	0.285714	-0.028504	-0.77	-0.79
10	2022	2023	0.890963	0.538153	0.857143	0.034369	1.30	1.29
10	2023	2024	0.894539	0.484000	0.571429	0.034367	1.38	1.37
10	2024	2025	0.842271	0.514056	0.714286	0.020849	0.89	0.80
10	2025	2026	0.354086	0.552239	0.666667	-0.002364	-0.03	-0.35

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: -0.2675

Hit Rate Returns: 0.5480

Hit Rate Segments: 0.5714

Avg Real: -0.0131

Type	Start	End	Season	Real	OK
L	01-01	02-11	0.140	-0.047	✘
L	02-11	04-28	0.018	0.045	✔
L	04-28	07-14	0.087	0.040	✔
H	07-14	08-31	-0.047	0.005	✘
L	08-31	10-27	0.015	-0.095	✘
L	10-27	12-30	0.119	-0.041	✘

2000

2001

Corr: -0.6770

Hit Rate Returns: 0.5506

Hit Rate Segments: 0.5556

Avg Real: -0.0109

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.128	0.038	✔
L	02-08	04-14	0.009	-0.116	✘
L	04-14	07-17	0.092	0.027	✔
H	07-17	10-27	-0.019	-0.086	✔
L	10-27	12-30	0.102	0.064	✔

2001

2002

Corr: -0.7711

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.5556

Avg Real: -0.0237

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.110	-0.028	✘
H	02-03	04-14	-0.015	0.014	✘
L	04-14	07-17	0.094	-0.170	✘
H	07-17	10-27	-0.034	-0.007	✔
L	10-27	12-05	0.087	0.014	✔
L	12-05	12-31	0.044	-0.023	✘

2002

2003

Corr: 0.7272

Hit Rate Returns: 0.4821

Hit Rate Segments: 0.6364

Avg Real: 0.0209

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.011	-0.026	✘
L	04-14	05-20	0.055	0.038	✔
H	05-20	07-23	-0.033	0.076	✘
L	07-23	08-25	0.042	0.006	✔
H	08-25	10-09	-0.055	0.050	✘
L	10-09	12-05	0.102	0.025	✔
L	12-05	12-31	0.048	0.055	✔

2003

2004

Corr: 0.4300

Hit Rate Returns: 0.5578

Hit Rate Segments: 0.7273

Avg Real: 0.0088

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.023	0.018	✔
L	04-14	06-05	0.069	-0.005	✘
L	06-05	07-14	0.006	-0.026	✘
H	07-14	07-23	-0.043	-0.023	✔
L	07-23	08-25	0.039	0.017	✔
H	08-25	08-31	-0.038	-0.001	✔
H	08-31	10-09	-0.009	0.016	✘
L	10-09	11-27	0.098	0.053	✔
L	11-27	12-31	0.026	0.030	✔

2004

2005

Corr: 0.6688

Hit Rate Returns: 0.5418

Hit Rate Segments: 0.4286

Avg Real: 0.0060

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.035	-0.033	✘
L	04-14	06-05	0.068	0.028	✔
H	06-05	10-09	-0.038	-0.001	✔
L	10-09	11-27	0.109	0.067	✔
H	11-27	12-14	-0.023	0.013	✘
L	12-14	12-31	0.047	-0.020	✘

2005

2006

Corr: 0.5779

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.5714

Avg Real: 0.0131

Type	Start	End	Season	Real	OK
H	01-03	04-14	-0.009	0.016	✘
L	04-14	06-07	0.068	-0.023	✘
H	06-07	07-23	-0.039	-0.013	✔
L	07-23	08-25	0.034	0.027	✔
H	08-25	09-27	-0.050	0.033	✘
L	09-27	11-27	0.110	0.036	✔
L	11-27	12-31	0.042	0.029	✔

2006

2007

Corr: 0.2413

Hit Rate Returns: 0.5120

Hit Rate Segments: 0.5714

Avg Real: 0.0013

Type	Start	End	Season	Real	OK
L	01-01	04-15	0.002	0.026	✔
L	04-15	04-22	0.036	0.011	✔
L	04-22	07-08	0.028	0.035	✔
H	07-08	10-09	-0.061	0.024	✘
L	10-09	12-05	0.107	-0.057	✘
L	12-05	12-31	0.002	-0.012	✘

2007

2008

Corr: -0.4899

Hit Rate Returns: 0.5219

Hit Rate Segments: 0.5714

Avg Real: -0.0537

Type	Start	End	Season	Real	OK
H	01-01	03-14	-0.006	-0.110	✔
L	03-14	06-05	0.064	0.080	✔
H	06-05	10-09	-0.067	-0.341	✔
L	10-09	11-06	0.076	-0.003	✘
L	11-06	12-05	0.025	-0.020	✘
H	12-05	12-31	-0.006	0.019	✘

2008

2009

Corr: -0.3183

Hit Rate Returns: 0.4462

Hit Rate Segments: 0.4444

Avg Real: 0.0246

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.090	-0.044	✘
H	01-10	03-14	-0.058	-0.122	✔
L	03-14	06-05	0.070	0.200	✔
H	06-05	09-02	-0.034	0.059	✘
H	09-02	10-09	-0.072	0.082	✘
L	10-09	12-31	0.089	0.047	✔

2009

2010

Corr: -0.1412

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.5000

Avg Real: 0.0186

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.093	0.007	✘
L	03-09	06-02	0.099	-0.037	✘
H	06-02	09-16	-0.032	0.023	✘
H	09-16	10-09	-0.060	0.036	✘
L	10-09	12-31	0.077	0.081	✔

2010

2011

Corr: -0.1650

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.2857

Avg Real: -0.0033

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.101	0.002	✔
H	01-06	03-09	-0.076	0.036	✘
L	03-09	06-02	0.089	-0.006	✘
H	06-02	07-10	-0.055	0.024	✘
L	07-10	09-16	0.031	-0.081	✘
H	09-16	10-09	-0.048	-0.048	✔
L	10-09	12-31	0.105	0.049	✔

2011

2012

Corr: 0.2019

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: 0.0163

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.079	0.001	✔
H	01-06	03-10	-0.067	0.073	✘
L	03-10	06-02	0.087	-0.073	✘
H	06-02	08-05	-0.055	0.088	✘
L	08-05	09-20	0.047	0.052	✔
H	09-20	10-09	-0.051	-0.015	✔
L	10-09	12-31	0.100	-0.012	✘

2012

2013

Corr: 0.8625

Hit Rate Returns: 0.5458

Hit Rate Segments: 0.5714

Avg Real: 0.0377

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.087	0.003	✔
H	01-06	03-10	-0.056	0.061	✘
L	03-10	05-04	0.097	0.040	✔
L	05-04	09-19	0.037	0.072	✔
H	09-19	11-20	-0.056	0.040	✘
L	11-20	12-31	0.097	0.046	✔

2013

2014

Corr: 0.7882

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.7143

Avg Real: 0.0174

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.081	-0.003	✘
H	01-06	03-09	-0.030	0.028	✘
L	03-09	05-04	0.083	0.002	✔
H	05-04	08-19	-0.036	0.053	✘
L	08-19	09-19	0.059	0.016	✔
H	09-19	11-20	-0.050	0.023	✘
L	11-20	12-31	0.088	0.003	✔

2014

2015

Corr: -0.1683

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.4444

Avg Real: -0.0017

Type	Start	End	Season	Real	OK
L	01-01	03-07	0.027	0.006	✔
L	03-07	05-04	0.085	0.017	✔
H	05-04	06-24	-0.035	-0.003	✔
L	06-24	09-19	0.072	-0.073	✘
H	09-19	10-09	-0.059	0.023	✘
L	10-09	11-04	0.048	0.042	✔
H	11-04	11-20	-0.040	-0.006	✔
L	11-20	12-31	0.081	-0.022	✘

2015

2016

Corr: 0.8838

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.5714

Avg Real: 0.0142

Type	Start	End	Season	Real	OK
L	01-01	03-07	0.048	-0.005	✘
L	03-07	05-03	0.097	0.031	✔
H	05-03	06-24	-0.039	-0.013	✔
L	06-24	09-20	0.061	0.051	✔
H	09-20	10-09	-0.047	0.007	✘
L	10-09	11-04	0.052	-0.039	✘
H	11-04	11-20	-0.043	0.048	✘
L	11-20	12-31	0.082	0.020	✔

2016

2017

Corr: 0.8157

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.7500

Avg Real: 0.0230

Type	Start	End	Season	Real	OK
H	01-03	03-07	-0.025	0.049	✘
L	03-07	04-26	0.086	0.008	✔
H	04-26	06-26	-0.025	0.023	✘
L	06-26	07-23	0.053	0.015	✔
H	07-23	11-20	-0.043	0.050	✘
L	11-20	12-07	0.060	0.024	✔
H	12-07	12-31	-0.008	0.016	✘

2017

2018

Corr: -0.0648

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4444

Avg Real: -0.0078

Type	Start	End	Season	Real	OK
L	01-01	03-07	0.054	0.011	✔
L	03-07	05-10	0.088	-0.001	✘
H	05-10	06-27	-0.034	-0.009	✔
L	06-27	09-20	0.063	0.086	✔
H	09-20	10-09	-0.049	-0.019	✔
L	10-09	11-04	0.047	-0.058	✘
H	11-04	11-20	-0.036	-0.036	✔
L	11-20	12-31	0.083	-0.050	✘

2018

2019

Corr: 0.9154

Hit Rate Returns: 0.5219

Hit Rate Segments: 1.0000

Avg Real: 0.0392

Type	Start	End	Season	Real	OK
L	01-01	01-04	0.095	0.009	✔
H	01-04	03-07	-0.003	0.086	✘
L	03-07	05-10	0.079	0.053	✔
H	05-10	06-24	-0.024	0.025	✘
L	06-24	07-26	0.058	0.032	✔
H	07-26	08-25	-0.031	-0.071	✔
L	08-25	12-31	0.130	0.140	✔

2019

2020

Corr: 0.4693

Hit Rate Returns: 0.4802

Hit Rate Segments: 0.2857

Avg Real: 0.0198

Type	Start	End	Season	Real	OK
L	01-01	02-08	0.086	0.021	✔
L	02-08	04-29	0.095	-0.127	✘
H	04-29	06-25	-0.028	0.044	✘
L	06-25	07-26	0.054	0.040	✔
H	07-26	08-25	-0.052	0.063	✘
L	08-25	09-16	0.050	-0.018	✘
H	09-16	10-03	-0.023	-0.011	✔
L	10-03	11-08	0.060	0.031	✔
L	11-08	12-31	0.037	0.063	✔

2020

2021

Corr: 0.9625

Hit Rate Returns: 0.5020

Hit Rate Segments: 0.5714

Avg Real: 0.0433

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.135	0.062	✔
H	02-17	03-23	-0.045	-0.006	✔
L	03-23	04-29	0.081	0.081	✔
H	04-29	06-27	-0.003	0.019	✘
L	06-27	07-22	0.065	0.021	✔
H	07-22	10-03	-0.028	-0.003	✔
L	10-03	12-31	0.168	0.126	✔

2021

2022

Corr: -0.7586

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.2857

Avg Real: -0.0285

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.129	-0.087	✘
H	02-17	03-23	-0.041	0.016	✘
L	03-23	04-17	0.066	-0.013	✘
L	04-17	06-27	0.021	-0.102	✘
L	06-27	07-29	0.065	0.048	✔
L	07-29	10-13	0.001	-0.096	✘
L	10-13	12-31	0.164	0.035	✔

2022

2023

Corr: 0.8910

Hit Rate Returns: 0.5382

Hit Rate Segments: 0.8571

Avg Real: 0.0344

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.107	0.070	✔
H	02-16	03-23	-0.045	-0.037	✔
L	03-23	07-29	0.138	0.166	✔
H	07-29	10-11	-0.025	-0.055	✔
L	10-11	11-30	0.088	0.050	✔
L	11-30	12-31	0.041	0.053	✔

2023

2024

Corr: 0.8945

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.5714

Avg Real: 0.0344

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.110	0.055	✔
H	02-16	03-23	-0.056	0.048	✘
L	03-23	07-29	0.145	0.052	✔
H	07-29	10-14	-0.038	0.084	✘
L	10-14	11-30	0.086	0.036	✔
L	11-30	12-31	0.044	-0.035	✘

2024

2025

Corr: 0.8423

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.7143

Avg Real: 0.0208

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.093	0.042	✔
H	02-15	03-23	-0.053	-0.079	✔
L	03-23	07-29	0.143	0.103	✔
H	07-29	09-29	-0.032	0.049	✘
L	09-29	12-01	0.093	0.026	✔
L	12-01	12-31	0.044	0.006	✔

2025

2026

Corr: 0.3541

Hit Rate Returns: 0.5522

Hit Rate Segments: 0.6667

Avg Real: -0.0024

Type	Start	End	Season	Real	OK
L	01-01	02-15	0.104	-0.003	✘
H	02-15	03-23	-0.065	-0.038	✔
L	03-23	07-29	0.173	0.034	✔