Two key metrics for evaluating seasonal patterns - but they tell different stories.
The Difference
| Metric | What It Measures | Example |
|---|---|---|
| Win Rate | How often a pattern is positive | "75% of years were up" |
| Average Return | How much it moves on average | "+3.2% average" |
Why They Can Conflict
Scenario A: High Win Rate, Low Return
- 80% win rate, +0.5% avg return
- Reliable but small gains
Scenario B: Low Win Rate, High Return
- 55% win rate, +8.2% avg return
- A few big winners inflate the average
Which Is More Useful?
| Your Goal | Focus On |
|---|---|
| Consistency analysis | Win Rate (70%+) |
| Maximum historical returns | Average Return |
| Risk-adjusted analysis | Both combined (PCS score) |
Past performance does not guarantee future results.
The SeasOptima Approach
Pattern Consistency Score (PCS) combines both:
- Win rate contribution
- Return magnitude
- Year-to-year consistency
- Statistical significance
Practical Observation
The strongest historical patterns have:
- Win rate above 65%
- Average return above +2%
- PCS score above 60
In general, a high win rate has historically indicated more reliable patterns than a high average return driven by outliers.
This is statistical analysis of historical data, not investment advice. Always do your own research.
Generated with SeasOptima.
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