Seasonality vs Shuffled Calendar: Is the Best Month Real?WHAT IT DOES
Seasonality Shuffle builds a seasonality board for the chart, by month of the year or by day of the week, and tests its best row against a shuffled calendar. For every bucket the table shows the number of completed periods, the mean return, the hit rate (share of periods with a positive return) and a z-score of the bucket mean against the mean of all periods. Footer rows give the best bucket, the shuffled-calendar result and a plain verdict.
WHAT IS ORIGINAL HERE
Any seasonality ta
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