Metals
Over 2012 to 2025 (14 years of data), COPPERCMDUSD has tended to move long between 09.10 and 12.10, closing higher in 78.6% of those years for an average +0.92% move and an annualized Sharpe of 7.11.
Best window
09.10 - 12.10
Direction
Long
Win rate
78.6%
Avg return
+0.92%
Sample
14 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 12.10 | Long | 78.6% | +0.92% | 7.11 | 14 |
| 05.10 → 12.10 | Long | 78.6% | +0.90% | 2.71 | 14 |
| 06.10 → 12.10 | Long | 78.6% |
| +0.79% |
| 2.74 |
| 14 |
| 11.10 → 05.11 | Long | 78.6% | +0.68% | 0.79 | 14 |
| 08.10 → 12.10 | Long | 78.6% | +0.63% | 3.53 | 14 |
| 10.10 → 02.11 | Long | 78.6% | +0.43% | 0.62 | 14 |
| 11.10 → 11.11 | Long | 71.4% | +1.35% | 0.74 | 14 |
| 05.10 → 19.11 | Long | 71.4% | +1.23% | 0.49 | 14 |