Over 2006 to 2025 (20 years of data), BRENTCMDUSD has tended to move long between 23.08 and 29.08, closing higher in 86.7% of those years for an average +3.66% move and an annualized Sharpe of 6.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 29.08 | Long | 86.7% | +3.66% | 6.02 | 15 |
| 23.08 → 28.08 | Long | 86.7% | +2.93% | 6.55 | 15 |
| 23.08 → 27.08 | Long | 86.7% | +2.58% | 7.40 | 15 |
| 22.08 → 29.08 | Long | 80.0% | +3.83% | 5.41 | 15 |
| 22.08 → 28.08 | Long | 80.0% | +3.10% | 5.76 | 15 |
| 23.08 → 01.09 | Long | 80.0% | +1.97% | 2.97 | 15 |
| 24.08 → 31.08 | Long | 80.0% | +1.95% | 2.75 | 15 |
| 25.08 → 31.08 | Long | 80.0% | +1.94% | 2.30 | 15 |