Seasonality WHEAT 20 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
20	2009	2010	0.712695	0.486056	0.428571	0.059871	3.19	3.18
20	2010	2011	-0.695362	0.470120	0.428571	-0.026869	-0.95	-0.78
20	2011	2012	0.679460	0.484000	0.285714	0.027125	1.33	1.47
20	2012	2013	-0.572838	0.486056	0.727273	-0.018447	-1.18	-1.27
20	2013	2014	-0.611625	0.557769	0.285714	-0.003410	-0.08	-0.18
20	2014	2015	-0.398653	0.486056	0.285714	-0.027343	-1.18	-1.25
20	2015	2016	-0.723967	0.468000	0.636364	-0.016466	-0.85	-1.23
20	2016	2017	-0.170041	0.536000	0.714286	-0.000966	0.37	-0.06
20	2017	2018	0.481862	0.496000	0.571429	0.022326	1.12	1.22
20	2018	2019	0.433232	0.509960	0.714286	0.018679	0.63	0.84
20	2019	2020	0.657909	0.452381	0.428571	0.023509	0.73	0.88
20	2020	2021	0.755577	0.430279	0.166667	0.032645	1.00	1.02
20	2021	2022	-0.495338	0.496000	0.500000	-0.007503	0.21	-0.27
20	2022	2023	-0.743408	0.518072	0.571429	-0.025606	-0.95	-0.81
20	2023	2024	-0.305266	0.496000	0.500000	-0.009683	-0.57	-0.73
20	2024	2025	-0.507799	0.457831	0.428571	-0.007657	-0.46	-0.34
20	2025	2026	0.368129	0.387097	0.500000	0.090573	1.12	-9.80

seasonal

compare

key_figures

Segmente

Plot

2009

2010

Corr: 0.7127

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.4286

Avg Real: 0.0599

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.092	-0.133	✘
H	03-20	07-08	-0.101	0.085	✘
L	07-08	09-13	0.044	0.322	✔
L	09-13	09-28	0.126	-0.052	✘
H	09-28	12-10	-0.036	0.118	✘
L	12-10	12-31	0.086	0.078	✔

2010

2011

Corr: -0.6954

Hit Rate Returns: 0.4701

Hit Rate Segments: 0.4286

Avg Real: -0.0269

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.134	-0.020	✘
H	01-06	07-09	-0.060	-0.172	✔
L	07-09	07-23	0.076	0.070	✔
H	07-23	09-13	-0.003	0.000	✘
L	09-13	09-15	0.075	0.009	✔
L	09-15	09-28	0.045	-0.071	✘
H	09-28	12-10	-0.025	-0.081	✔
L	12-10	12-31	0.094	0.096	✔

2011

2012

Corr: 0.6795

Hit Rate Returns: 0.4840

Hit Rate Segments: 0.2857

Avg Real: 0.0271

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.083	-0.049	✘
H	01-06	07-04	-0.080	0.248	✘
L	07-04	07-23	0.086	0.137	✔
H	07-23	09-13	-0.018	-0.049	✔
L	09-13	09-24	0.100	0.018	✔
H	09-24	12-11	-0.042	-0.131	✔
L	12-11	12-31	0.095	-0.042	✘

2012

2013

Corr: -0.5728

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.7273

Avg Real: -0.0184

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.086	-0.011	✘
H	01-06	06-30	-0.067	-0.136	✔
L	06-30	07-23	0.106	0.011	✔
H	07-23	09-13	-0.014	-0.041	✔
L	09-13	09-24	0.103	0.047	✔
H	09-24	12-11	-0.055	-0.037	✔
L	12-11	12-31	0.100	-0.033	✘

2013

2014

Corr: -0.6116

Hit Rate Returns: 0.5578

Hit Rate Segments: 0.2857

Avg Real: -0.0034

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.089	0.015	✔
H	01-06	06-30	-0.064	-0.069	✔
L	06-30	07-23	0.095	-0.057	✘
H	07-23	09-13	-0.007	-0.054	✔
L	09-15	09-28	0.038	-0.044	✘
H	09-28	12-11	-0.075	0.206	✘
L	12-11	12-31	0.089	-0.025	✘

2014

2015

Corr: -0.3987

Hit Rate Returns: 0.4861

Hit Rate Segments: 0.2857

Avg Real: -0.0273

Type	Start	End	Season	Real	OK
L	01-03	05-19	0.021	-0.135	✘
H	05-19	06-30	-0.073	0.182	✘
L	06-30	07-23	0.090	-0.162	✘
H	07-23	09-13	-0.016	-0.063	✔
L	09-13	09-15	0.085	0.015	✔
L	09-15	09-28	0.030	0.018	✔
L	09-28	12-31	0.000	-0.061	✘

2015

2016

Corr: -0.7240

Hit Rate Returns: 0.4680

Hit Rate Segments: 0.6364

Avg Real: -0.0165

Type	Start	End	Season	Real	OK
L	01-01	03-20	0.079	0.010	✔
H	03-20	07-02	-0.068	-0.110	✔
L	07-02	07-18	0.074	0.025	✔
H	07-18	09-13	-0.017	-0.063	✔
L	09-13	09-15	0.084	-0.002	✘
L	09-15	09-28	0.026	0.008	✔
H	09-28	12-31	-0.015	0.010	✘

2016

2017

Corr: -0.1700

Hit Rate Returns: 0.5360

Hit Rate Segments: 0.7143

Avg Real: -0.0010

Type	Start	End	Season	Real	OK
H	01-01	07-01	-0.048	0.257	✘
L	07-01	07-23	0.083	-0.092	✘
H	07-23	09-04	-0.041	-0.168	✔
L	09-04	09-13	0.022	-0.033	✘
L	09-13	09-15	0.078	0.078	✔
L	09-15	10-29	0.040	-0.054	✘
H	10-29	12-11	-0.071	-0.090	✔
L	12-11	12-31	0.079	0.096	✔

2017

2018

Corr: 0.4819

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5714

Avg Real: 0.0223

Type	Start	End	Season	Real	OK
H	01-01	04-28	-0.039	0.138	✘
L	04-28	08-07	0.107	0.129	✔
H	08-07	09-04	-0.062	-0.151	✔
L	09-04	09-28	0.135	0.014	✔
H	09-28	12-11	-0.066	0.002	✘
L	12-11	12-31	0.089	-0.015	✘

2018

2019

Corr: 0.4332

Hit Rate Returns: 0.5100

Hit Rate Segments: 0.7143

Avg Real: 0.0187

Type	Start	End	Season	Real	OK
L	01-01	01-06	0.077	0.020	✔
H	01-06	07-02	-0.018	-0.026	✔
L	07-02	08-07	0.094	-0.030	✘
H	08-07	09-04	-0.073	-0.063	✔
L	09-04	09-28	0.135	0.061	✔
H	09-28	12-11	-0.062	0.067	✘
L	12-11	12-31	0.089	0.059	✔

2019

2020

Corr: 0.6579

Hit Rate Returns: 0.4524

Hit Rate Segments: 0.4286

Avg Real: 0.0235

Type	Start	End	Season	Real	OK
L	01-01	01-03	0.079	-0.014	✘
H	01-03	04-28	-0.056	-0.049	✔
L	04-28	07-19	0.120	0.016	✔
H	07-19	09-04	-0.074	0.033	✘
L	09-04	09-17	0.132	0.029	✔
H	09-17	12-11	-0.020	0.093	✘
L	12-11	12-31	0.094	0.057	✔

2020

2021

Corr: 0.7556

Hit Rate Returns: 0.4303

Hit Rate Segments: 0.1667

Avg Real: 0.0326

Type	Start	End	Season	Real	OK
H	01-02	05-13	-0.054	0.093	✘
L	05-13	07-18	0.127	-0.014	✘
H	07-18	09-04	-0.071	0.026	✘
L	09-04	09-13	0.027	-0.034	✘
L	09-13	09-17	0.103	0.034	✔
H	09-17	12-11	-0.015	0.119	✘
L	12-11	12-31	0.086	-0.028	✘

2021

2022

Corr: -0.4953

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5000

Avg Real: -0.0075

Type	Start	End	Season	Real	OK
H	01-02	05-13	-0.038	0.553	✘
L	05-13	07-18	0.127	-0.481	✘
H	07-18	09-04	-0.068	-0.002	✔
L	09-04	09-13	0.024	0.057	✔
L	09-13	09-17	0.100	-0.001	✘
H	09-17	12-11	-0.012	-0.127	✔
L	12-11	12-31	0.084	0.049	✔

2022

2023

Corr: -0.7434

Hit Rate Returns: 0.5181

Hit Rate Segments: 0.5714

Avg Real: -0.0256

Type	Start	End	Season	Real	OK
L	01-02	05-13	0.000	-0.181	✘
L	05-13	05-27	0.069	-0.058	✘
H	05-27	07-02	-0.065	0.077	✘
L	07-02	07-19	0.086	0.111	✔
H	07-19	09-04	-0.081	-0.171	✔
L	09-04	09-17	0.114	0.006	✔
L	09-17	10-13	0.027	-0.015	✘
L	10-13	12-31	0.057	0.062	✔

2023

2024

Corr: -0.3053

Hit Rate Returns: 0.4960

Hit Rate Segments: 0.5000

Avg Real: -0.0097

Type	Start	End	Season	Real	OK
H	01-02	07-02	-0.012	-0.042	✔
L	07-02	07-19	0.086	-0.063	✘
H	07-19	09-04	-0.102	0.037	✘
L	09-04	09-17	0.113	0.017	✔
L	09-17	10-13	0.027	0.038	✔
L	10-13	12-31	0.039	-0.056	✘

2024

2025

Corr: -0.5078

Hit Rate Returns: 0.4578

Hit Rate Segments: 0.4286

Avg Real: -0.0077

Type	Start	End	Season	Real	OK
H	01-01	04-01	-0.012	-0.011	✔
L	04-01	05-28	0.087	-0.018	✘
H	05-28	07-02	-0.063	0.062	✘
L	07-02	07-19	0.076	-0.033	✘
H	07-19	09-04	-0.087	-0.073	✔
L	09-04	09-17	0.115	0.048	✔
L	09-17	10-13	0.037	-0.058	✘
L	10-13	12-31	0.010	0.018	✔

2025

2026

Corr: 0.3681

Hit Rate Returns: 0.3871

Hit Rate Segments: 0.5000

Avg Real: 0.0906

Type	Start	End	Season	Real	OK
H	01-01	04-01	-0.001	0.180	✘
L	04-01	05-28	0.081	0.001	✔