Over 2006 to 2025 (20 years of data), BRENTCMDUSD has tended to move short between 13.07 and 07.08, closing higher in 57.9% of those years for an average +2.80% move and an annualized Sharpe of 1.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 07.08 | Short | 57.9% | +2.80% | 1.55 | 19 |
| 10.07 → 07.08 | Short | 57.9% | +2.72% | 1.24 | 19 |
| 09.07 → 07.08 | Short | 57.9% | +2.67% | 1.20 | 19 |
| 13.07 → 06.08 | Short | 57.9% | +2.59% | 1.50 | 19 |
| 11.07 → 07.08 | Short | 57.9% | +2.58% | 1.25 | 19 |
| 07.07 → 07.08 | Short | 57.9% | +2.55% | 1.13 | 19 |
| 10.07 → 06.08 | Short | 57.9% | +2.51% | 1.18 | 19 |
| 09.07 → 06.08 | Short | 57.9% | +2.47% | 1.16 | 19 |