

Agriculture
Over 2017 to 2025 (9 years of data), COFFEECMDUSX has tended to move long between 08.10 and 29.11, closing higher in 87.5% of those years for an average +9.79% move and an annualized Sharpe of 1.42.
Best window
08.10 - 29.11
Direction
Long
Win rate
87.5%
Avg return
+9.79%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 29.11 | Long | 87.5% | +9.79% | 1.42 | 8 |
| 11.10 → 28.11 | Long | 87.5% | +9.62% | 1.39 | 8 |
| 08.10 → 28.11 | Long | 87.5% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.5132 |
| 3 | 99.4713 |
| 4 | 99.2659 |
| 5 | 98.4541 |
| 6 | 97.6187 |
| 7 | 98.0626 |
| 8 | 98.7857 |
| 9 | 98.5599 |
| 10 | 97.2801 |
| 11 | 96.5523 |
| 12 | 97.3276 |
| 13 | 98.0019 |
| 14 | 98.3121 |
| 15 | 98.8306 |
| 16 | 98.6201 |
| 17 | 98.6718 |
| 18 | 99.1783 |
| 19 | 99.9514 |
| 20 | 99.4798 |
| 21 | 99.3535 |
| 22 | 100.4788 |
| 23 | 101.3909 |
| 24 | 100.8341 |
| 25 | 101.32 |
| 26 | 102.7297 |
| 27 | 102.9156 |
| 28 | 103.3415 |
| 29 | 103.0647 |
| 30 | 104.3825 |
| 31 | 105.5644 |
| 32 | 105.8609 |
| 33 | 105.3121 |
| 34 | 105.7933 |
| 35 | 105.6387 |
| 36 | 106.2261 |
| 37 | 106.6865 |
| 38 | 106.9237 |
| 39 | 107.6751 |
| 40 | 108.2654 |
| 41 | 108.8411 |
| 42 | 107.7298 |
| 43 | 108.2807 |
| 44 | 108.2593 |
| 45 | 107.3603 |
| 46 | 107.29 |
| 47 | 108.6241 |
| 48 | 109.1462 |
| 49 | 109.1114 |
| 50 | 109.306 |
| 51 | 108.1405 |
| 52 | 108.7173 |
| 53 | 109.4584 |
| 54 | 109.1771 |
| 55 | 107.5049 |
| 56 | 107.4287 |
| 57 | 107.1521 |
| 58 | 107.3518 |
| 59 | 106.7553 |
| 60 | 106.607 |
| 61 | 105.4646 |
| 62 | 104.9953 |
| 63 | 105.9567 |
| 64 | 106.0196 |
| 65 | 104.9143 |
| 66 | 105.3648 |
| 67 | 106.1771 |
| 68 | 105.359 |
| 69 | 104.7782 |
| 70 | 105.4196 |
| 71 | 105.1069 |
| 72 | 105.3931 |
| 73 | 103.9528 |
| 74 | 102.7616 |
| 75 | 104.5439 |
| 76 | 104.1436 |
| 77 | 103.965 |
| 78 | 104.0299 |
| 79 | 104.4804 |
| 80 | 105.0771 |
| 81 | 105.277 |
| 82 | 104.5363 |
| 83 | 104.8499 |
| 84 | 105.0795 |
| 85 | 105.1543 |
| 86 | 104.3274 |
| 87 | 103.8344 |
| 88 | 102.6762 |
| 89 | 102.7239 |
| 90 | 103.221 |
| 91 | 103.5103 |
| 92 | 103.6123 |
| 93 | 104.9111 |
| 94 | 104.9631 |
| 95 | 105.8409 |
| 96 | 107.3475 |
| 97 | 105.6303 |
| 98 | 106.4749 |
| 99 | 106.9627 |
| 100 | 106.4459 |
| 101 | 108.5436 |
| 102 | 108.8838 |
| 103 | 109.0887 |
| 104 | 109.0777 |
| 105 | 109.7183 |
| 106 | 110.9105 |
| 107 | 111.4883 |
| 108 | 112.8242 |
| 109 | 111.6287 |
| 110 | 111.3008 |
| 111 | 111.3531 |
| 112 | 111.9622 |
| 113 | 112.7536 |
| 114 | 112.9278 |
| 115 | 112.6863 |
| 116 | 113.4393 |
| 117 | 112.6537 |
| 118 | 113.3094 |
| 119 | 112.7769 |
| 120 | 112.7742 |
| 121 | 110.5158 |
| 122 | 110.0995 |
| 123 | 108.907 |
| 124 | 108.3344 |
| 125 | 110.2736 |
| 126 | 110.2754 |
| 127 | 109.385 |
| 128 | 109.1749 |
| 129 | 109.2336 |
| 130 | 108.3238 |
| 131 | 109.9564 |
| 132 | 108.2598 |
| 133 | 108.1762 |
| 134 | 106.8889 |
| 135 | 108.5724 |
| 136 | 108.7541 |
| 137 | 109.192 |
| 138 | 109.9462 |
| 139 | 110.8617 |
| 140 | 110.1512 |
| 141 | 110.2676 |
| 142 | 110.7811 |
| 143 | 110.6606 |
| 144 | 109.9394 |
| 145 | 109.8632 |
| 146 | 111.4983 |
| 147 | 111.8445 |
| 148 | 112.1115 |
| 149 | 113.0129 |
| 150 | 112.1456 |
| 151 | 113.0224 |
| 152 | 113.114 |
| 153 | 112.6302 |
| 154 | 111.2662 |
| 155 | 112.7509 |
| 156 | 114.3332 |
| 157 | 114.8636 |
| 158 | 114.6915 |
| 159 | 114.5003 |
| 160 | 114.5459 |
| 161 | 113.5001 |
| 162 | 113.1486 |
| 163 | 111.5571 |
| 164 | 111.3351 |
| 165 | 111.3059 |
| 166 | 111.5002 |
| 167 | 111.629 |
| 168 | 109.8373 |
| 169 | 109.2731 |
| 170 | 109.2668 |
| 171 | 108.2965 |
| 172 | 109.003 |
| 173 | 108.2104 |
| 174 | 107.694 |
| 175 | 106.5235 |
| 176 | 107.4224 |
| 177 | 106.9001 |
| 178 | 106.3505 |
| 179 | 106.3474 |
| 180 | 106.9985 |
| 181 | 106.457 |
| 182 | 104.5109 |
| 183 | 104.0948 |
| 184 | 104.3551 |
| 185 | 104.054 |
| 186 | 103.4142 |
| 187 | 103.4324 |
| 188 | 102.9727 |
| 189 | 103.8819 |
| 190 | 104.001 |
| 191 | 105.4112 |
| 192 | 104.1619 |
| 193 | 104.0318 |
| 194 | 104.3254 |
| 195 | 104.8092 |
| 196 | 105.1087 |
| 197 | 105.637 |
| 198 | 105.3826 |
| 199 | 106.7534 |
| 200 | 105.8473 |
| 201 | 107.2915 |
| 202 | 108.0976 |
| 203 | 109.3878 |
| 204 | 109.7629 |
| 205 | 110.0716 |
| 206 | 108.9466 |
| 207 | 111.5181 |
| 208 | 111.1029 |
| 209 | 110.8574 |
| 210 | 109.8958 |
| 211 | 107.5763 |
| 212 | 108.7412 |
| 213 | 107.3792 |
| 214 | 106.1843 |
| 215 | 107.0142 |
| 216 | 107.2581 |
| 217 | 107.0088 |
| 218 | 106.4914 |
| 219 | 107.6876 |
| 220 | 109.3759 |
| 221 | 109.6919 |
| 222 | 109.6272 |
| 223 | 110.2722 |
| 224 | 110.5079 |
| 225 | 110.8441 |
| 226 | 109.5807 |
| 227 | 111.2052 |
| 228 | 110.6521 |
| 229 | 110.4024 |
| 230 | 110.5778 |
| 231 | 111.5365 |
| 232 | 111.4597 |
| 233 | 112.2938 |
| 234 | 114.1616 |
| 235 | 115.0012 |
| 236 | 117.1404 |
| 237 | 116.6868 |
| 238 | 116.3567 |
| 239 | 117.7798 |
| 240 | 118.2928 |
| 241 | 118.9566 |
| 242 | 119.003 |
| 243 | 117.931 |
| 244 | 117.279 |
| 245 | 115.9103 |
| 246 | 116.0466 |
| 247 | 116.013 |
| 248 | 116.3022 |
| 249 | 116.3751 |
| 250 | 114.5425 |
| 251 | 114.3319 |
| 252 | 114.4873 |
| 253 | 115.7219 |
| 254 | 116.7301 |
| 255 | 116.8767 |
| 256 | 116.3108 |
| 257 | 116.8888 |
| 258 | 119.1237 |
| 259 | 118.578 |
| 260 | 116.7557 |
| 261 | 117.449 |
| 262 | 117.0181 |
| 263 | 116.5902 |
| 264 | 114.864 |
| 265 | 114.6657 |
| 266 | 114.0479 |
| 267 | 116.4471 |
| 268 | 116.5709 |
| 269 | 117.7992 |
| 270 | 118.2974 |
| 271 | 118.4469 |
| 272 | 116.9558 |
| 273 | 116.6759 |
| 274 | 118.6014 |
| 275 | 118.1938 |
| 276 | 117.4346 |
| 277 | 116.8741 |
| 278 | 116.464 |
| 279 | 115.4316 |
| 280 | 115.6682 |
| 281 | 115.6454 |
| 282 | 115.4701 |
| 283 | 115.4584 |
| 284 | 116.5183 |
| 285 | 116.7636 |
| 286 | 116.7348 |
| 287 | 117.4356 |
| 288 | 116.9107 |
| 289 | 116.4526 |
| 290 | 117.0306 |
| 291 | 116.9215 |
| 292 | 117.5069 |
| 293 | 117.9631 |
| 294 | 118.4488 |
| 295 | 118.1372 |
| 296 | 117.1454 |
| 297 | 117.512 |
| 298 | 115.1808 |
| 299 | 115.5482 |
| 300 | 113.7041 |
| 301 | 112.8288 |
| 302 | 113.8384 |
| 303 | 113.2643 |
| 304 | 115.1664 |
| 305 | 114.2671 |
| 306 | 115.4336 |
| 307 | 116.113 |
| 308 | 116.1712 |
| 309 | 116.5324 |
| 310 | 116.3179 |
| 311 | 114.8296 |
| 312 | 115.136 |
| 313 | 114.7414 |
| 314 | 114.7841 |
| 315 | 116.0905 |
| 316 | 115.6578 |
| 317 | 116.7724 |
| 318 | 117.3981 |
| 319 | 118.2734 |
| 320 | 117.6564 |
| 321 | 117.7795 |
| 322 | 117.7863 |
| 323 | 117.426 |
| 324 | 117.8594 |
| 325 | 118.8552 |
| 326 | 119.8473 |
| 327 | 120.7783 |
| 328 | 121.3477 |
| 329 | 121.8285 |
| 330 | 121.6576 |
| 331 | 122.2004 |
| 332 | 123.5439 |
| 333 | 123.7423 |
| 334 | 125.0958 |
| 335 | 124.2569 |
| 336 | 123.7743 |
| 337 | 122.2845 |
| 338 | 122.3056 |
| 339 | 123.0537 |
| 340 | 123.8095 |
| 341 | 124.3182 |
| 342 | 123.7993 |
| 343 | 123.0758 |
| 344 | 122.7604 |
| 345 | 123.9419 |
| 346 | 124.2202 |
| 347 | 125.2983 |
| 348 | 125.037 |
| 349 | 125.1996 |
| 350 | 123.5405 |
| 351 | 123.3902 |
| 352 | 123.9017 |
| 353 | 125.1655 |
| 354 | 122.5205 |
| 355 | 123.2567 |
| 356 | 124.4928 |
| 357 | 124.3338 |
| 358 | 124.4067 |
| 359 | 124.6706 |
| 360 | 125.0131 |
| 361 | 123.6165 |
| 362 | 124.3745 |
| 363 | 123.3392 |
| 364 | 122.7829 |
| 365 | 122.1527 |
| 366 | 123.0204 |
| +9.55% |
| 1.33 |
| 8 |
| 11.10 → 27.11 | Long | 87.5% | +9.49% | 1.39 | 8 |
| 08.10 → 27.11 | Long | 87.5% | +9.42% | 1.33 | 8 |
| 11.10 → 14.11 | Long | 87.5% | +5.60% | 1.23 | 8 |
| 08.10 → 15.11 | Long | 87.5% | +5.52% | 1.05 | 8 |
| 12.10 → 14.11 | Long | 87.5% | +5.17% | 1.15 | 8 |