Instrument
Stat
Seasonality
What is the average percent return and green/red period split for each month of the year and each week of the year?
Timeframe
What is the average percent return and green/red period split for each month of the year and each week of the year?
Green period (up) vs Red period (down)
Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| All periods | Green period (up) | 65.072% | 50.239% | 209 | +14.83 pts |
| All periods | Red period (down) | 34.928% | 49.761% | 209 | -14.83 pts |
| Group | Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|---|
| January | All periods | Green period (up) | 66.667% | 61.111% | 18 | +5.56 pts |
| January | All periods | Red period (down) | 33.333% | 38.889% | 18 | -5.56 pts |
| February | All periods | Green period (up) | 55.556% | 61.111% | 18 | -5.56 pts |
| February | All periods | Red period (down) | 44.444% | 38.889% | 18 | +5.56 pts |
| March | All periods | Green period (up) | 61.111% | 61.111% | 18 | +0.00 pts |
| March | All periods | Red period (down) | 38.889% | 38.889% | 18 | +0.00 pts |
| April | All periods | Green period (up) | 72.222% | 61.111% | 18 | +11.11 pts |
| April | All periods | Red period (down) | 27.778% | 38.889% | 18 | -11.11 pts |
| May | All periods | Green period (up) | 66.667% | 61.111% | 18 | +5.56 pts |
| May | All periods | Red period (down) | 33.333% | 38.889% | 18 | -5.56 pts |
| June | All periods | Green period (up) | 58.824% | 64.706% | 17 | -5.88 pts |
| June | All periods | Red period (down) | 41.176% | 35.294% | 17 | +5.88 pts |
| July | All periods | Green period (up) | 94.118% | 64.706% | 17 | +29.41 pts |
| July | All periods | Red period (down) | 5.882% | 35.294% | 17 | -29.41 pts |
| August | All periods | Green period (up) | 58.824% | 64.706% | 17 | -5.88 pts |
| August | All periods | Red period (down) | 41.176% | 35.294% | 17 | +5.88 pts |
| September | All periods | Green period (up) | 47.059% | 64.706% | 17 | -17.65 pts |
| September | All periods | Red period (down) | 52.941% | 35.294% | 17 | +17.65 pts |
| October | All periods | Green period (up) | 58.824% | 64.706% | 17 | -5.88 pts |
| October | All periods | Red period (down) | 41.176% | 35.294% | 17 | +5.88 pts |
| November | All periods | Green period (up) | 82.353% | 64.706% | 17 | +17.65 pts |
| November | All periods | Red period (down) | 17.647% | 35.294% | 17 | -17.65 pts |
| December | All periods | Green period (up) | 58.824% | 64.706% | 17 | -5.88 pts |
| December | All periods | Red period (down) | 41.176% | 35.294% | 17 | +5.88 pts |