

Energy
Over 2006 to 2026 (21 years of data), BRENTCMDUSD has tended to move short between 11.10 and 13.11, closing higher in 80.0% of those years for an average +5.17% move and an annualized Sharpe of 2.07.
Best window
11.10 - 13.11
Direction
Short
Win rate
80.0%
Avg return
+5.17%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 13.11 | Short | 80.0% | +5.17% | 2.07 | 15 |
| 09.10 → 13.11 | Short | 80.0% | +4.95% | 1.78 | 15 |
| 12.10 → 13.11 | Short | 80.0% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0059 |
| 3 | 100.4164 |
| 4 | 100.1855 |
| 5 | 100.2764 |
| 6 | 99.9646 |
| 7 | 99.9473 |
| 8 | 99.5776 |
| 9 | 99.6919 |
| 10 | 99.7548 |
| 11 | 99.8398 |
| 12 | 99.8362 |
| 13 | 99.6682 |
| 14 | 100.0279 |
| 15 | 99.7033 |
| 16 | 99.7149 |
| 17 | 99.8434 |
| 18 | 99.7713 |
| 19 | 99.7732 |
| 20 | 99.5559 |
| 21 | 99.9346 |
| 22 | 100.1133 |
| 23 | 100.0183 |
| 24 | 99.8662 |
| 25 | 99.6875 |
| 26 | 100.2374 |
| 27 | 100.1539 |
| 28 | 100.2642 |
| 29 | 100.4183 |
| 30 | 100.5081 |
| 31 | 100.3548 |
| 32 | 100.5025 |
| 33 | 100.5092 |
| 34 | 100.8494 |
| 35 | 100.5406 |
| 36 | 100.7238 |
| 37 | 100.9339 |
| 38 | 100.8918 |
| 39 | 101.1142 |
| 40 | 100.8185 |
| 41 | 100.8575 |
| 42 | 100.8911 |
| 43 | 101.757 |
| 44 | 101.8739 |
| 45 | 102.1241 |
| 46 | 102.3636 |
| 47 | 102.2728 |
| 48 | 102.6888 |
| 49 | 102.4909 |
| 50 | 102.5509 |
| 51 | 102.5529 |
| 52 | 102.7667 |
| 53 | 103.0076 |
| 54 | 103.1146 |
| 55 | 103.2951 |
| 56 | 103.0867 |
| 57 | 102.4134 |
| 58 | 102.4308 |
| 59 | 102.3625 |
| 60 | 102.825 |
| 61 | 102.9861 |
| 62 | 103.236 |
| 63 | 103.5712 |
| 64 | 103.8822 |
| 65 | 103.7074 |
| 66 | 103.282 |
| 67 | 103.2714 |
| 68 | 102.5604 |
| 69 | 101.0843 |
| 70 | 101.8802 |
| 71 | 101.9564 |
| 72 | 101.2069 |
| 73 | 101.272 |
| 74 | 100.5577 |
| 75 | 100.458 |
| 76 | 100.2744 |
| 77 | 100.1898 |
| 78 | 99.8554 |
| 79 | 100.4702 |
| 80 | 100.6843 |
| 81 | 100.5166 |
| 82 | 100.5947 |
| 83 | 100.7156 |
| 84 | 100.7394 |
| 85 | 101.2072 |
| 86 | 101.0758 |
| 87 | 100.4006 |
| 88 | 100.5062 |
| 89 | 100.3922 |
| 90 | 100.6001 |
| 91 | 100.822 |
| 92 | 100.4473 |
| 93 | 101.1061 |
| 94 | 101.8421 |
| 95 | 101.4791 |
| 96 | 101.6362 |
| 97 | 101.5681 |
| 98 | 101.397 |
| 99 | 102.1439 |
| 100 | 102.0011 |
| 101 | 101.8328 |
| 102 | 102.0837 |
| 103 | 102.5008 |
| 104 | 102.8404 |
| 105 | 102.8273 |
| 106 | 102.5869 |
| 107 | 102.57 |
| 108 | 102.5688 |
| 109 | 102.1106 |
| 110 | 102.1098 |
| 111 | 101.7451 |
| 112 | 100.7286 |
| 113 | 101.1471 |
| 114 | 101.5221 |
| 115 | 101.3447 |
| 116 | 101.1799 |
| 117 | 101.3657 |
| 118 | 101.0382 |
| 119 | 101.39 |
| 120 | 101.6848 |
| 121 | 101.8241 |
| 122 | 101.3307 |
| 123 | 100.9356 |
| 124 | 100.867 |
| 125 | 100.7877 |
| 126 | 101.4463 |
| 127 | 100.9848 |
| 128 | 101.2354 |
| 129 | 101.4831 |
| 130 | 101.3848 |
| 131 | 101.4585 |
| 132 | 101.7017 |
| 133 | 101.7798 |
| 134 | 102.0151 |
| 135 | 102.4965 |
| 136 | 102.7322 |
| 137 | 103.0605 |
| 138 | 102.7116 |
| 139 | 102.8718 |
| 140 | 102.7813 |
| 141 | 103.1247 |
| 142 | 103.0402 |
| 143 | 102.7685 |
| 144 | 102.8928 |
| 145 | 102.6864 |
| 146 | 102.8876 |
| 147 | 102.7877 |
| 148 | 102.6432 |
| 149 | 102.965 |
| 150 | 102.8043 |
| 151 | 102.1013 |
| 152 | 101.9174 |
| 153 | 102.3313 |
| 154 | 102.5431 |
| 155 | 102.1675 |
| 156 | 102.2176 |
| 157 | 102.6345 |
| 158 | 103.0573 |
| 159 | 103.0298 |
| 160 | 103.304 |
| 161 | 103.0389 |
| 162 | 103.3456 |
| 163 | 102.5585 |
| 164 | 103.2438 |
| 165 | 103.1293 |
| 166 | 102.7892 |
| 167 | 102.8203 |
| 168 | 102.6638 |
| 169 | 103.1966 |
| 170 | 103.3207 |
| 171 | 103.0197 |
| 172 | 102.9802 |
| 173 | 102.8535 |
| 174 | 102.4959 |
| 175 | 102.3038 |
| 176 | 101.969 |
| 177 | 102.1557 |
| 178 | 102.214 |
| 179 | 102.3278 |
| 180 | 102.3075 |
| 181 | 102.911 |
| 182 | 103.0034 |
| 183 | 103.0396 |
| 184 | 103.2341 |
| 185 | 103.4677 |
| 186 | 103.1798 |
| 187 | 102.4587 |
| 188 | 102.8205 |
| 189 | 102.6493 |
| 190 | 102.9008 |
| 191 | 102.9967 |
| 192 | 102.8608 |
| 193 | 102.7039 |
| 194 | 103.1162 |
| 195 | 102.7149 |
| 196 | 102.6489 |
| 197 | 102.4316 |
| 198 | 102.3511 |
| 199 | 102.5916 |
| 200 | 102.3769 |
| 201 | 102.3703 |
| 202 | 102.4574 |
| 203 | 102.4444 |
| 204 | 102.4909 |
| 205 | 102.2805 |
| 206 | 102.5041 |
| 207 | 102.561 |
| 208 | 102.5161 |
| 209 | 102.4546 |
| 210 | 102.6247 |
| 211 | 102.6974 |
| 212 | 102.4614 |
| 213 | 101.9484 |
| 214 | 101.6593 |
| 215 | 101.1161 |
| 216 | 101.0221 |
| 217 | 101.0885 |
| 218 | 100.9462 |
| 219 | 100.755 |
| 220 | 100.5882 |
| 221 | 100.8935 |
| 222 | 101.14 |
| 223 | 101.2681 |
| 224 | 101.2861 |
| 225 | 101.7468 |
| 226 | 101.3603 |
| 227 | 101.0003 |
| 228 | 101.127 |
| 229 | 101.2206 |
| 230 | 101.3878 |
| 231 | 101.3384 |
| 232 | 101.2398 |
| 233 | 101.0861 |
| 234 | 100.9812 |
| 235 | 101.3219 |
| 236 | 101.4033 |
| 237 | 101.6463 |
| 238 | 101.7137 |
| 239 | 102.5025 |
| 240 | 102.5839 |
| 241 | 102.8084 |
| 242 | 102.4241 |
| 243 | 102.5633 |
| 244 | 102.1127 |
| 245 | 102.2006 |
| 246 | 102.1596 |
| 247 | 101.9131 |
| 248 | 101.6329 |
| 249 | 101.8159 |
| 250 | 101.4037 |
| 251 | 101.6914 |
| 252 | 101.3978 |
| 253 | 101.5039 |
| 254 | 101.2093 |
| 255 | 101.4815 |
| 256 | 101.5199 |
| 257 | 101.4892 |
| 258 | 101.4809 |
| 259 | 102.3937 |
| 260 | 102.1161 |
| 261 | 102.2038 |
| 262 | 102.0364 |
| 263 | 102.0262 |
| 264 | 101.8536 |
| 265 | 101.81 |
| 266 | 101.6101 |
| 267 | 101.6359 |
| 268 | 101.8272 |
| 269 | 101.6342 |
| 270 | 101.7465 |
| 271 | 101.6333 |
| 272 | 101.7903 |
| 273 | 101.1736 |
| 274 | 101.3203 |
| 275 | 101.0552 |
| 276 | 100.9811 |
| 277 | 101.1655 |
| 278 | 101.6058 |
| 279 | 102.1884 |
| 280 | 102.5382 |
| 281 | 102.7557 |
| 282 | 102.6115 |
| 283 | 102.595 |
| 284 | 102.6601 |
| 285 | 102.4365 |
| 286 | 102.5486 |
| 287 | 102.2798 |
| 288 | 102.1966 |
| 289 | 102.3425 |
| 290 | 102.1903 |
| 291 | 101.9977 |
| 292 | 101.8132 |
| 293 | 101.6002 |
| 294 | 101.5614 |
| 295 | 101.6738 |
| 296 | 101.7859 |
| 297 | 101.6167 |
| 298 | 101.6288 |
| 299 | 101.7296 |
| 300 | 101.6858 |
| 301 | 101.7489 |
| 302 | 101.311 |
| 303 | 100.9968 |
| 304 | 100.7538 |
| 305 | 100.6759 |
| 306 | 100.5891 |
| 307 | 100.5055 |
| 308 | 100.5489 |
| 309 | 100.7325 |
| 310 | 100.7226 |
| 311 | 100.5503 |
| 312 | 100.3811 |
| 313 | 100.1103 |
| 314 | 100.4192 |
| 315 | 100.6271 |
| 316 | 99.9312 |
| 317 | 99.6454 |
| 318 | 99.5353 |
| 319 | 99.8916 |
| 320 | 99.7983 |
| 321 | 99.6566 |
| 322 | 99.5204 |
| 323 | 99.3768 |
| 324 | 99.3879 |
| 325 | 99.7525 |
| 326 | 100.1289 |
| 327 | 99.8811 |
| 328 | 100.1289 |
| 329 | 100.1381 |
| 330 | 99.4755 |
| 331 | 99.0756 |
| 332 | 98.6748 |
| 333 | 98.8879 |
| 334 | 98.4475 |
| 335 | 99.0176 |
| 336 | 100.3004 |
| 337 | 100.7256 |
| 338 | 100.7705 |
| 339 | 100.4082 |
| 340 | 100.1317 |
| 341 | 99.7095 |
| 342 | 99.4542 |
| 343 | 99.3728 |
| 344 | 99.265 |
| 345 | 99.1913 |
| 346 | 98.9266 |
| 347 | 99.3578 |
| 348 | 99.2487 |
| 349 | 99.2063 |
| 350 | 98.9898 |
| 351 | 98.9451 |
| 352 | 98.7071 |
| 353 | 99.2254 |
| 354 | 99.2018 |
| 355 | 99.4115 |
| 356 | 99.2819 |
| 357 | 99.7099 |
| 358 | 99.491 |
| 359 | 99.5235 |
| 360 | 99.9422 |
| 361 | 99.8701 |
| 362 | 99.757 |
| 363 | 99.804 |
| 364 | 99.6722 |
| 365 | 99.7711 |
| 366 | 100.092 |
| +4.87% |
| 2.13 |
| 15 |
| 11.10 → 12.11 | Short | 80.0% | +4.74% | 2.08 | 15 |
| 09.10 → 12.11 | Short | 80.0% | +4.54% | 1.80 | 15 |
| 12.10 → 12.11 | Short | 80.0% | +4.44% | 2.14 | 15 |
| 09.10 → 01.11 | Short | 80.0% | +3.40% | 2.39 | 15 |
| 08.10 → 01.11 | Short | 80.0% | +3.27% | 2.32 | 15 |