Seasonality SPX 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	0.701720	0.553785	0.888889	0.006940	0.26	0.44
15	2005	2006	0.646351	0.492000	0.444444	0.010756	0.76	0.59
15	2006	2007	0.309335	0.528000	0.428571	0.007552	0.27	0.38
15	2007	2008	-0.817292	0.529880	0.142857	-0.053174	-2.60	-2.67
15	2008	2009	0.661164	0.498008	0.461538	0.018541	2.15	2.89
15	2009	2010	0.320969	0.490040	0.333333	0.020431	0.86	0.95
15	2010	2011	-0.345899	0.474104	0.500000	-0.005206	-0.10	-0.27
15	2011	2012	0.190486	0.471774	0.166667	0.019463	1.28	1.46
15	2012	2013	0.692769	0.561753	0.428571	0.037017	3.06	3.18
15	2013	2014	0.726614	0.486056	0.666667	0.014595	1.51	1.76
15	2014	2015	0.008614	0.474104	0.375000	0.001419	-0.11	0.19
15	2015	2016	0.724507	0.488000	0.375000	0.009138	1.37	0.84
15	2016	2017	0.868901	0.520000	0.666667	0.029192	1.69	1.85
15	2017	2018	-0.067986	0.508000	0.571429	-0.010822	-0.46	-0.56
15	2018	2019	0.897261	0.509960	0.714286	0.041454	2.37	2.51
15	2019	2020	0.496506	0.480159	0.142857	0.019228	1.13	1.03
15	2020	2021	0.958850	0.541833	0.857143	0.041713	1.69	1.82
15	2021	2022	-0.765054	0.500000	0.428571	-0.028046	-1.10	-1.06
15	2022	2023	0.887261	0.514056	0.777778	0.027584	1.69	1.79
15	2023	2024	0.921157	0.508000	0.444444	0.027230	1.13	1.23
15	2024	2025	0.803085	0.566265	0.555556	0.016843	0.83	0.80
15	2025	2026	-0.287326	0.582090	0.666667	-0.002021	-0.03	-0.12

seasonal

compare

key_figures

Segmente

Plot

2004

2005

Corr: 0.7017

Hit Rate Returns: 0.5538

Hit Rate Segments: 0.8889

Avg Real: 0.0069

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.038	-0.033	✘
L	04-14	06-05	0.061	0.028	✔
H	06-05	06-26	-0.022	-0.005	✔
L	06-26	07-14	0.027	0.030	✔
H	07-14	07-23	-0.035	0.006	✘
L	07-23	09-16	0.016	0.007	✔
H	09-16	10-09	-0.032	-0.035	✔
L	10-09	12-30	0.112	0.051	✔

2005

2006

Corr: 0.6464

Hit Rate Returns: 0.4920

Hit Rate Segments: 0.4444

Avg Real: 0.0108

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.040	0.016	✔
L	04-14	06-05	0.060	-0.016	✘
H	06-05	07-23	-0.027	-0.020	✔
L	07-23	08-25	0.035	0.027	✔
H	08-25	10-09	-0.040	0.044	✘
L	10-09	11-27	0.084	0.025	✔
L	11-27	12-31	0.072	0.029	✔

2006

2007

Corr: 0.3093

Hit Rate Returns: 0.5280

Hit Rate Segments: 0.4286

Avg Real: 0.0076

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.014	0.026	✔
L	04-14	06-05	0.053	0.044	✔
L	06-05	07-14	0.003	0.015	✔
H	07-14	07-23	-0.031	-0.006	✔
L	07-23	09-16	0.030	-0.040	✘
H	09-16	10-09	-0.028	0.062	✘
L	10-09	12-05	0.096	-0.057	✘
L	12-05	12-31	0.016	-0.012	✘

2007

2008

Corr: -0.8173

Hit Rate Returns: 0.5299

Hit Rate Segments: 0.1429

Avg Real: -0.0532

Type	Start	End	Season	Real	OK
L	01-01	02-03	0.028	-0.036	✘
H	02-03	04-15	-0.010	-0.032	✔
L	04-15	06-05	0.058	0.048	✔
H	06-05	09-24	-0.026	-0.151	✔
L	09-24	12-05	0.095	-0.214	✘
L	12-05	12-31	0.019	0.019	✔

2008

2009

Corr: 0.6612

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.4615

Avg Real: 0.0185

Type	Start	End	Season	Real	OK
L	01-01	04-14	0.011	-0.097	✘
L	04-14	06-05	0.060	0.106	✔
H	06-05	09-16	-0.015	0.138	✘
H	09-16	10-09	-0.046	0.003	✘
L	10-09	12-05	0.081	0.037	✔
L	12-05	12-31	0.002	0.013	✔

2009

2010

Corr: 0.3210

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.3333

Avg Real: 0.0204

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.032	0.007	✘
L	03-09	06-05	0.099	-0.067	✘
H	06-05	10-27	-0.038	0.116	✘
L	10-27	12-05	0.083	0.037	✔
H	12-05	12-31	-0.019	0.030	✘

2010

2011

Corr: -0.3459

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.5000

Avg Real: -0.0052

Type	Start	End	Season	Real	OK
H	01-03	03-09	-0.033	0.038	✘
L	03-09	06-05	0.084	-0.016	✘
H	06-05	10-09	-0.041	-0.103	✔
L	10-09	12-31	0.107	0.049	✔

2011

2012

Corr: 0.1905

Hit Rate Returns: 0.4718

Hit Rate Segments: 0.1667

Avg Real: 0.0195

Type	Start	End	Season	Real	OK
H	01-03	03-02	-0.039	0.072	✘
L	03-02	05-05	0.078	-0.000	✘
H	05-05	09-16	-0.008	0.075	✘
H	09-16	10-09	-0.041	-0.015	✔
L	10-09	12-31	0.103	-0.012	✘

2012

2013

Corr: 0.6928

Hit Rate Returns: 0.5618

Hit Rate Segments: 0.4286

Avg Real: 0.0370

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.102	-0.002	✘
H	01-03	03-02	-0.038	0.040	✘
L	03-02	05-02	0.079	0.050	✔
H	05-02	09-16	-0.017	0.068	✘
H	09-16	10-09	-0.048	-0.028	✔
L	10-09	12-31	0.111	0.131	✔

2013

2014

Corr: 0.7266

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.6667

Avg Real: 0.0146

Type	Start	End	Season	Real	OK
L	01-01	01-10	0.100	0.006	✔
H	01-10	03-02	-0.047	0.009	✘
L	03-02	05-02	0.073	0.019	✔
H	05-02	09-16	-0.005	0.064	✘
H	09-16	10-09	-0.047	-0.039	✔
L	10-09	12-31	0.105	0.071	✔

2014

2015

Corr: 0.0086

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.3750

Avg Real: 0.0014

Type	Start	End	Season	Real	OK
H	01-03	03-02	-0.045	0.047	✘
L	03-02	06-02	0.070	-0.004	✘
H	06-02	09-16	-0.003	-0.056	✔
H	09-16	10-09	-0.050	0.010	✘
L	10-09	12-31	0.094	0.014	✔

2015

2016

Corr: 0.7245

Hit Rate Returns: 0.4880

Hit Rate Segments: 0.3750

Avg Real: 0.0091

Type	Start	End	Season	Real	OK
H	01-03	03-16	-0.033	0.007	✘
L	03-16	05-04	0.062	0.012	✔
H	05-04	09-16	-0.006	0.044	✘
H	09-16	10-09	-0.044	0.007	✘
L	10-09	12-31	0.104	0.037	✔

2016

2017

Corr: 0.8689

Hit Rate Returns: 0.5200

Hit Rate Segments: 0.6667

Avg Real: 0.0292

Type	Start	End	Season	Real	OK
H	01-03	03-10	-0.023	0.051	✘
L	03-10	05-04	0.063	0.007	✔
L	05-04	09-18	0.016	0.051	✔
H	09-18	10-09	-0.042	0.018	✘
L	10-09	12-31	0.096	0.057	✔

2017

2018

Corr: -0.0680

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.5714

Avg Real: -0.0108

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.066	0.006	✔
H	01-03	03-10	-0.018	0.027	✘
L	03-10	05-04	0.076	-0.044	✘
H	05-04	08-25	-0.001	0.078	✘
L	08-25	09-19	0.042	0.004	✔
H	09-19	11-20	-0.021	-0.099	✔
L	11-20	12-31	0.076	-0.050	✘

2018

2019

Corr: 0.8973

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0415

Type	Start	End	Season	Real	OK
L	01-01	03-07	0.007	0.095	✔
L	03-07	05-04	0.061	0.078	✔
H	05-04	06-27	-0.022	-0.003	✔
L	06-27	09-19	0.057	0.033	✔
H	09-19	11-20	-0.029	0.041	✘
L	11-20	12-06	0.047	0.015	✔
H	12-06	12-31	-0.004	0.034	✘

2019

2020

Corr: 0.4965

Hit Rate Returns: 0.4802

Hit Rate Segments: 0.1429

Avg Real: 0.0192

Type	Start	End	Season	Real	OK
L	01-01	03-07	0.012	-0.088	✘
L	03-07	05-04	0.070	0.030	✔
H	05-04	06-27	-0.023	0.051	✘
L	06-27	07-23	0.047	0.056	✔
H	07-23	11-20	-0.018	0.099	✘
L	11-20	12-06	0.048	0.043	✔
L	12-06	12-31	0.013	0.020	✔

2020

2021

Corr: 0.9588

Hit Rate Returns: 0.5418

Hit Rate Segments: 0.8571

Avg Real: 0.0417

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.079	0.063	✔
H	02-16	03-16	-0.025	0.008	✘
L	03-16	04-29	0.080	0.067	✔
H	04-29	06-27	-0.019	0.019	✘
L	06-27	07-23	0.052	0.033	✔
H	07-23	11-20	-0.005	0.077	✘
L	11-20	12-31	0.076	0.022	✔

2021

2022

Corr: -0.7651

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: -0.0280

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.084	-0.067	✘
H	02-16	03-16	-0.027	-0.024	✔
L	03-16	04-29	0.080	-0.047	✘
H	04-29	06-27	-0.010	-0.048	✔
L	06-27	07-23	0.055	0.013	✔
H	07-23	11-20	-0.009	-0.000	✔
L	11-20	12-31	0.075	-0.023	✘

2022

2023

Corr: 0.8873

Hit Rate Returns: 0.5141

Hit Rate Segments: 0.7778

Avg Real: 0.0276

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.095	0.070	✔
H	02-16	03-09	-0.034	-0.045	✔
L	03-09	07-30	0.108	0.174	✔
L	07-30	09-19	0.010	-0.038	✘
H	09-19	10-11	-0.044	-0.018	✔
L	10-11	12-31	0.094	0.103	✔

2023

2024

Corr: 0.9212

Hit Rate Returns: 0.5080

Hit Rate Segments: 0.4444

Avg Real: 0.0272

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.116	0.055	✔
H	02-16	03-22	-0.030	0.048	✘
L	03-22	04-17	0.056	-0.045	✘
L	04-17	06-27	0.005	0.097	✔
L	06-27	07-29	0.059	-0.004	✘
H	07-29	10-03	-0.022	0.050	✘
L	10-03	12-02	0.093	0.073	✔
L	12-02	12-31	0.059	-0.035	✘

2024

2025

Corr: 0.8031

Hit Rate Returns: 0.5663

Hit Rate Segments: 0.5556

Avg Real: 0.0168

Type	Start	End	Season	Real	OK
L	01-01	02-17	0.128	0.042	✔
L	02-17	06-27	0.028	0.007	✔
L	06-27	07-22	0.052	0.023	✔
H	07-22	10-03	-0.023	0.069	✘
L	10-03	12-02	0.092	0.019	✔
L	12-02	12-31	0.062	0.003	✔

2025

2026

Corr: -0.2873

Hit Rate Returns: 0.5821

Hit Rate Segments: 0.6667

Avg Real: -0.0020

Type	Start	End	Season	Real	OK
L	01-01	02-16	0.130	-0.003	✘
H	02-16	03-23	-0.038	-0.038	✔
L	03-23	07-29	0.134	0.034	✔