Seasonality WHEAT 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	0.386827	0.444000	0.857143	0.021789	-3.24	-5.76
10	2000	2001	0.422502	0.497976	0.857143	0.006852	1.35	1.61
10	2001	2002	-0.204594	0.466135	0.857143	0.014677	-2.99	-6.93
10	2002	2003	0.402211	0.462151	0.142857	0.018360	6.74	8.69
10	2003	2004	-0.542650	0.438247	0.571429	-0.022269	-4.41	-58.40
10	2004	2005	-0.234987	0.474104	0.285714	0.010871	7.84	-4.85
10	2005	2006	-0.004635	0.484000	0.428571	0.065751	-28.90	-14.32
10	2006	2007	0.687463	0.524000	0.142857	0.118423	10.71	13.90
10	2007	2008	-0.811592	0.478088	0.500000	-0.055419	-1.59	-1.76
10	2008	2009	-0.457952	0.525896	0.285714	-0.025076	-0.53	-1.15
10	2009	2010	0.831547	0.513944	0.571429	0.062048	1.20	1.10
10	2010	2011	-0.780283	0.494024	0.000000	-0.028812	-0.52	-0.41
10	2011	2012	0.854791	0.472000	0.400000	0.040107	0.59	1.02
10	2012	2013	-0.736304	0.486056	0.571429	-0.025252	-0.63	-1.11
10	2013	2014	-0.637305	0.525896	0.333333	-0.001722	-0.06	-0.09
10	2014	2015	-0.395305	0.537849	0.454545	-0.017517	-0.70	-0.97
10	2015	2016	-0.797823	0.452000	0.428571	-0.015198	-0.38	-0.30
10	2016	2017	-0.092426	0.500000	0.166667	0.006104	0.29	0.17
10	2017	2018	0.461843	0.516000	0.333333	0.014482	2.40	-10.48
10	2018	2019	0.425317	0.454183	0.571429	0.006594	0.96	0.39
10	2019	2020	0.440361	0.468254	0.714286	0.021282	2.18	1.70
10	2020	2021	0.376350	0.505976	0.857143	0.029929	5.32	4.75
10	2021	2022	-0.450543	0.472000	0.285714	-0.006408	0.42	-0.37
10	2022	2023	-0.554969	0.493976	0.444444	-0.019915	-2.18	-1.55
10	2023	2024	0.285435	0.536000	0.285714	-0.013067	-1.46	-1.09
10	2024	2025	-0.060872	0.485944	0.714286	-0.008965	-1.75	-1.31
10	2025	2026	-0.131523	0.370968	0.250000	0.045286	3.43	-12.33

seasonal

compare

key_figures

Segmente

Plot

1999

2000

Corr: 0.3868

Hit Rate Returns: 0.4440

Hit Rate Segments: 0.8571

Avg Real: 0.0218

Type	Start	End	Season	Real	OK
H	01-01	02-28	-0.082	-0.012	✔
L	02-28	03-20	0.084	0.088	✔
H	03-20	03-24	-0.081	-0.055	✔
L	03-24	05-18	0.054	0.078	✔
H	05-18	05-30	-0.108	0.009	✘
H	05-30	07-10	-0.053	-0.109	✔
L	07-10	10-09	0.126	0.081	✔
H	10-09	12-31	-0.029	0.049	✘

2000

2001

Corr: 0.4225

Hit Rate Returns: 0.4980

Hit Rate Segments: 0.8571

Avg Real: 0.0069

Type	Start	End	Season	Real	OK
L	01-01	02-02	0.101	-0.015	✘
H	02-02	02-28	-0.072	-0.025	✔
L	02-28	03-20	0.094	0.021	✔
H	03-20	04-09	-0.084	-0.039	✔
L	04-09	05-18	0.064	0.043	✔
H	05-18	05-30	-0.097	-0.028	✔
H	05-30	07-08	-0.063	-0.019	✔
L	07-08	10-16	0.167	0.071	✔
H	10-16	12-31	-0.010	0.041	✘

2001

2002

Corr: -0.2046

Hit Rate Returns: 0.4661

Hit Rate Segments: 0.8571

Avg Real: 0.0147

Type	Start	End	Season	Real	OK
L	01-01	01-15	0.071	0.034	✔
H	01-15	02-28	-0.093	-0.119	✔
L	02-28	03-20	0.085	0.034	✔
H	03-20	03-23	-0.074	0.015	✘
H	03-23	04-09	-0.012	-0.046	✔
L	04-09	05-18	0.066	0.012	✔
H	05-18	05-30	-0.102	-0.001	✔
H	05-30	07-05	-0.046	0.144	✘
L	07-05	10-16	0.125	0.307	✔
H	10-16	12-31	-0.042	-0.285	✔

2002

2003

Corr: 0.4022

Hit Rate Returns: 0.4622

Hit Rate Segments: 0.1429

Avg Real: 0.0184

Type	Start	End	Season	Real	OK
L	01-01	01-13	0.076	-0.053	✘
H	01-13	02-28	-0.103	0.004	✘
L	02-28	03-20	0.089	-0.054	✘
H	03-20	03-24	-0.068	-0.042	✔
L	03-24	05-18	0.050	0.175	✔
H	05-18	05-30	-0.089	-0.013	✔
H	05-30	07-08	-0.023	-0.074	✔
L	07-08	10-16	0.169	0.110	✔
H	10-16	12-31	-0.068	0.124	✘

2003

2004

Corr: -0.5427

Hit Rate Returns: 0.4382

Hit Rate Segments: 0.5714

Avg Real: -0.0223

Type	Start	End	Season	Real	OK
H	01-01	02-28	-0.135	-0.062	✔
L	02-28	05-15	0.081	-0.052	✘
H	05-15	07-07	-0.101	-0.066	✔
L	07-07	10-26	0.188	-0.063	✘
H	10-26	12-14	-0.092	-0.075	✔
L	12-14	12-31	0.061	0.161	✔

2004

2005

Corr: -0.2350

Hit Rate Returns: 0.4741

Hit Rate Segments: 0.2857

Avg Real: 0.0109

Type	Start	End	Season	Real	OK
L	01-01	01-08	0.079	0.025	✔
H	01-08	02-27	-0.098	0.051	✘
L	02-27	05-19	0.085	-0.092	✘
H	05-19	07-08	-0.102	0.063	✘
L	07-08	10-28	0.136	-0.036	✘
H	10-28	12-14	-0.085	-0.027	✔
L	12-14	12-31	0.081	0.098	✔

2005

2006

Corr: -0.0046

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.4286

Avg Real: 0.0658

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.045	0.079	✘
L	02-27	03-20	0.094	-0.066	✘
H	03-20	04-09	-0.068	0.003	✘
L	04-09	05-17	0.062	0.179	✔
H	05-17	07-03	-0.119	-0.112	✔
L	07-03	09-29	0.103	0.170	✔
H	09-29	12-11	-0.092	0.092	✘
L	12-11	12-31	0.080	0.075	✔

2006

2007

Corr: 0.6875

Hit Rate Returns: 0.5240

Hit Rate Segments: 0.1429

Avg Real: 0.1184

Type	Start	End	Season	Real	OK
L	01-01	01-08	0.103	-0.026	✘
H	01-08	04-29	-0.081	0.077	✘
L	04-29	05-20	0.077	-0.030	✘
H	05-20	07-04	-0.087	0.193	✘
L	07-04	10-28	0.193	0.439	✔
H	10-28	12-12	-0.130	0.221	✘
L	12-12	12-31	0.111	-0.103	✘

2007

2008

Corr: -0.8116

Hit Rate Returns: 0.4781

Hit Rate Segments: 0.5000

Avg Real: -0.0554

Type	Start	End	Season	Real	OK
H	01-02	04-29	-0.088	-0.132	✔
L	04-29	05-17	0.079	-0.020	✘
H	05-17	07-04	-0.031	0.089	✘
L	07-04	10-16	0.234	-0.292	✘
H	10-16	12-11	-0.100	-0.070	✔
L	12-11	12-31	0.119	0.131	✔

2008

2009

Corr: -0.4580

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.2857

Avg Real: -0.0251

Type	Start	End	Season	Real	OK
L	01-02	03-15	0.047	-0.171	✘
H	03-15	04-29	-0.117	-0.038	✔
L	04-29	09-28	0.265	-0.106	✘
H	09-28	12-07	-0.130	0.116	✘
L	12-07	12-31	0.156	0.025	✔

2009

2010

Corr: 0.8315

Hit Rate Returns: 0.5139

Hit Rate Segments: 0.5714

Avg Real: 0.0620

Type	Start	End	Season	Real	OK
L	01-01	03-17	0.264	-0.111	✘
H	03-17	09-08	-0.043	0.328	✘
L	09-08	09-09	0.125	0.050	✔
H	09-09	09-13	-0.083	0.013	✘
L	09-13	09-15	0.170	0.023	✔
L	09-15	09-28	0.040	-0.075	✘
H	09-28	12-11	-0.066	0.118	✘
L	12-11	12-31	0.166	0.097	✔

2010

2011

Corr: -0.7803

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.0000

Avg Real: -0.0288

Type	Start	End	Season	Real	OK
H	01-02	06-30	-0.032	-0.274	✔
L	06-30	07-18	0.136	0.130	✔
H	07-18	09-08	-0.053	0.025	✘
L	09-08	09-09	0.118	-0.010	✘
H	09-09	09-13	-0.092	-0.015	✔
L	09-13	09-17	0.178	-0.001	✘
H	09-17	12-10	-0.039	-0.124	✔
L	12-10	12-31	0.156	0.096	✔

2011

2012

Corr: 0.8548

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.4000

Avg Real: 0.0401

Type	Start	End	Season	Real	OK
H	01-02	06-30	-0.038	0.125	✘
L	06-30	08-05	0.177	0.208	✔
H	08-05	09-13	-0.070	-0.019	✔
L	09-13	09-17	0.154	-0.004	✘
H	09-17	12-11	-0.077	-0.110	✔
L	12-11	12-31	0.171	-0.042	✘

2012

2013

Corr: -0.7363

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.5714

Avg Real: -0.0253

Type	Start	End	Season	Real	OK
H	01-02	06-30	-0.040	-0.141	✔
L	06-30	08-05	0.203	-0.001	✘
H	08-05	09-08	-0.115	-0.014	✔
L	09-08	09-15	0.167	-0.008	✘
H	09-15	12-11	-0.070	-0.015	✔
L	12-11	12-31	0.181	-0.033	✘

2013

2014

Corr: -0.6373

Hit Rate Returns: 0.5259

Hit Rate Segments: 0.3333

Avg Real: -0.0017

Type	Start	End	Season	Real	OK
L	01-01	03-17	0.124	0.130	✔
H	03-17	05-13	-0.101	0.043	✘
L	05-13	08-05	0.189	-0.247	✘
H	08-05	09-08	-0.111	-0.032	✔
L	09-08	09-09	0.104	-0.010	✘
H	09-09	09-13	-0.077	-0.049	✔
L	09-13	09-17	0.136	-0.003	✘
H	09-17	12-11	-0.081	0.176	✘
L	12-11	12-31	0.153	-0.025	✘

2014

2015

Corr: -0.3953

Hit Rate Returns: 0.5378

Hit Rate Segments: 0.4545

Avg Real: -0.0175

Type	Start	End	Season	Real	OK
H	01-01	06-30	-0.054	0.059	✘
L	06-30	08-05	0.160	-0.196	✘
H	08-05	09-04	-0.108	-0.076	✔
L	09-04	09-09	0.113	0.025	✔
H	09-09	09-13	-0.078	0.022	✘
L	09-13	09-17	0.147	-0.007	✘
H	09-17	11-21	-0.046	0.012	✘
L	11-21	12-28	0.140	-0.049	✘
H	12-28	12-31	-0.043	0.006	✘

2015

2016

Corr: -0.7978

Hit Rate Returns: 0.4520

Hit Rate Segments: 0.4286

Avg Real: -0.0152

Type	Start	End	Season	Real	OK
H	01-01	07-01	-0.029	-0.092	✔
L	07-01	08-05	0.147	-0.001	✘
H	08-05	09-04	-0.105	-0.093	✔
L	09-04	09-09	0.116	0.011	✔
H	09-09	09-13	-0.071	0.053	✘
L	09-13	09-15	0.142	-0.002	✘
L	09-15	12-23	0.090	-0.013	✘
H	12-23	12-31	-0.046	0.032	✘

2016

2017

Corr: -0.0924

Hit Rate Returns: 0.5000

Hit Rate Segments: 0.1667

Avg Real: 0.0061

Type	Start	End	Season	Real	OK
H	01-01	07-01	-0.027	0.257	✘
L	07-01	08-05	0.126	-0.202	✘
H	08-05	09-04	-0.116	-0.106	✔
L	09-04	09-09	0.106	-0.041	✘
H	09-09	09-13	-0.054	0.013	✘
L	09-13	09-17	0.134	0.078	✔
H	09-17	12-31	-0.019	-0.041	✔

2017

2018

Corr: 0.4618

Hit Rate Returns: 0.5160

Hit Rate Segments: 0.3333

Avg Real: 0.0145

Type	Start	End	Season	Real	OK
H	01-01	06-24	-0.039	0.133	✘
L	06-24	07-16	0.112	0.027	✔
H	07-16	08-21	-0.025	0.089	✘
H	08-21	09-04	-0.144	-0.057	✔
L	09-04	09-13	0.039	-0.072	✘
L	09-13	09-15	0.124	0.019	✔
H	09-15	12-31	-0.026	-0.007	✔

2018

2019

Corr: 0.4253

Hit Rate Returns: 0.4542

Hit Rate Segments: 0.5714

Avg Real: 0.0066

Type	Start	End	Season	Real	OK
L	01-01	05-27	0.141	-0.034	✘
H	05-27	06-24	-0.089	0.066	✘
L	06-24	08-05	0.136	-0.086	✘
H	08-05	09-02	-0.079	-0.085	✔
H	09-02	09-04	-0.104	0.018	✘
L	09-04	09-13	0.049	0.054	✔
L	09-15	10-14	0.028	0.044	✔
H	10-14	12-31	-0.001	0.095	✘

2019

2020

Corr: 0.4404

Hit Rate Returns: 0.4683

Hit Rate Segments: 0.7143

Avg Real: 0.0213

Type	Start	End	Season	Real	OK
H	01-01	05-13	-0.082	-0.107	✔
L	05-13	05-18	0.084	-0.007	✘
H	05-18	06-24	-0.045	-0.030	✔
L	06-24	08-05	0.119	0.053	✔
H	08-05	09-04	-0.102	0.053	✘
L	09-04	11-08	0.093	0.111	✔
H	11-08	11-24	-0.066	0.024	✘
L	11-24	12-31	0.029	0.052	✔

2020

2021

Corr: 0.3763

Hit Rate Returns: 0.5060

Hit Rate Segments: 0.8571

Avg Real: 0.0299

Type	Start	End	Season	Real	OK
H	01-01	05-13	-0.056	0.093	✘
L	05-13	05-28	0.083	-0.059	✘
H	05-28	07-02	-0.053	-0.028	✔
L	07-02	07-14	0.085	0.013	✔
H	07-14	09-04	-0.125	0.094	✘
L	09-04	10-20	0.105	0.063	✔
L	10-20	12-31	0.000	0.033	✔

2021

2022

Corr: -0.4505

Hit Rate Returns: 0.4720

Hit Rate Segments: 0.2857

Avg Real: -0.0064

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.053	0.121	✘
L	02-27	06-17	0.044	0.171	✔
L	06-17	07-14	0.096	-0.332	✘
H	07-14	09-04	-0.118	0.021	✘
L	09-04	10-20	0.138	0.043	✔
H	10-20	12-31	-0.002	-0.076	✔

2022

2023

Corr: -0.5550

Hit Rate Returns: 0.4940

Hit Rate Segments: 0.4444

Avg Real: -0.0199

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.027	-0.084	✔
L	02-27	03-15	0.091	-0.009	✘
L	03-15	06-08	0.045	-0.082	✘
H	06-08	09-04	-0.157	-0.056	✔
L	09-04	10-17	0.136	-0.037	✘
H	10-17	12-31	-0.029	0.074	✘

2023

2024

Corr: 0.2854

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.2857

Avg Real: -0.0131

Type	Start	End	Season	Real	OK
H	01-01	02-27	-0.015	-0.037	✔
L	02-27	03-15	0.085	-0.092	✘
L	03-15	06-08	0.029	0.163	✔
H	06-08	09-04	-0.164	-0.070	✔
L	09-04	11-01	0.127	0.005	✔
H	11-01	12-31	-0.016	-0.027	✔

2024

2025

Corr: -0.0609

Hit Rate Returns: 0.4859

Hit Rate Segments: 0.7143

Avg Real: -0.0090

Type	Start	End	Season	Real	OK
L	01-01	02-13	0.061	0.059	✔
H	02-13	02-27	-0.053	-0.057	✔
L	02-27	05-28	0.116	-0.030	✘
H	05-28	08-30	-0.138	-0.022	✔
L	08-30	10-02	0.104	0.003	✔
H	10-02	12-01	-0.051	0.028	✘
L	12-01	12-30	0.061	-0.035	✘
H	12-30	12-31	-0.012	-0.008	✔

2025

2026

Corr: -0.1315

Hit Rate Returns: 0.3710

Hit Rate Segments: 0.2500

Avg Real: 0.0453

Type	Start	End	Season	Real	OK
H	01-01	04-02	-0.024	0.181	✘