Seasonality SPX 30 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
30	2019	2020	0.544534	0.551587	0.571429	0.021847	1.07	1.10
30	2020	2021	0.959924	0.561753	0.857143	0.038544	1.81	1.78
30	2021	2022	-0.730478	0.500000	0.428571	-0.027346	-1.25	-1.20
30	2022	2023	0.892673	0.493976	0.857143	0.035208	1.74	1.82
30	2023	2024	0.901127	0.464000	0.571429	0.034301	1.61	1.65
30	2024	2025	0.764749	0.489960	0.777778	0.018109	1.02	1.02
30	2025	2026	-0.463553	0.597015	0.666667	-0.002364	-0.04	-0.25

seasonal

compare

key_figures

Segmente

Plot

2019

2020

Corr: 0.5445

Hit Rate Returns: 0.5516

Hit Rate Segments: 0.5714

Avg Real: 0.0218

Type	Start	End	Season	Real	OK
L	01-01	06-05	0.086	-0.020	✘
H	06-05	06-26	-0.017	-0.057	✔
L	06-26	07-14	0.027	0.058	✔
L	07-14	09-16	0.002	0.058	✔
H	09-16	10-09	-0.033	0.028	✘
L	10-09	12-06	0.076	0.068	✔
L	12-06	12-31	0.074	0.020	✔

2020

2021

Corr: 0.9599

Hit Rate Returns: 0.5618

Hit Rate Segments: 0.8571

Avg Real: 0.0385

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.021	0.066	✔
L	03-12	06-05	0.067	0.077	✔
L	06-05	09-16	0.023	0.067	✔
H	09-16	10-09	-0.029	-0.022	✔
L	10-09	12-06	0.076	0.062	✔
L	12-06	12-31	0.024	0.047	✔

2021

2022

Corr: -0.7305

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.4286

Avg Real: -0.0273

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.016	-0.123	✘
L	03-12	06-05	0.068	-0.013	✘
L	06-05	09-16	0.026	-0.052	✘
H	09-16	10-09	-0.029	-0.049	✔
L	10-09	12-06	0.077	0.069	✔
L	12-06	12-31	0.018	-0.021	✘

2022

2023

Corr: 0.8927

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.8571

Avg Real: 0.0352

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.008	0.010	✔
L	03-12	06-05	0.066	0.109	✔
L	06-05	09-16	0.020	0.046	✔
H	09-16	10-09	-0.030	-0.031	✔
L	10-09	12-06	0.076	0.056	✔
L	12-06	12-31	0.009	0.058	✔

2023

2024

Corr: 0.9011

Hit Rate Returns: 0.4640

Hit Rate Segments: 0.5714

Avg Real: 0.0343

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.009	0.091	✔
L	03-12	06-05	0.072	0.038	✔
L	06-05	09-16	0.022	0.059	✔
H	09-16	10-09	-0.032	0.034	✘
L	10-09	12-05	0.078	0.060	✔
L	12-05	12-31	0.010	-0.041	✘

2024

2025

Corr: 0.7647

Hit Rate Returns: 0.4900

Hit Rate Segments: 0.7778

Avg Real: 0.0181

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.011	-0.046	✘
L	03-12	07-15	0.089	0.110	✔
H	07-15	10-09	-0.020	0.084	✘
L	10-09	12-05	0.082	0.023	✔
L	12-05	12-31	0.035	-0.004	✘

2025

2026

Corr: -0.4636

Hit Rate Returns: 0.5970

Hit Rate Segments: 0.6667

Avg Real: -0.0024

Type	Start	End	Season	Real	OK
L	01-01	03-12	0.006	-0.027	✘
L	03-12	07-15	0.088	0.021	✔