

Over 2012 to 2025 (14 years of data), COPPERCMDUSD has tended to move short between 13.07 and 16.08, closing higher in 78.6% of those years for an average +2.72% move and an annualized Sharpe of 1.26.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7581 |
| 3 | 99.3109 |
| 4 | 99.6331 |
| 5 | 99.6451 |
| 6 | 100.0934 |
| 7 | 100.0573 |
| 8 | 100.5891 |
| 9 | 100.4878 |
| 10 | 100.8352 |
| 11 | 100.7558 |
| 12 | 101.263 |
| 13 | 101.5377 |
| 14 | 101.6222 |
| 15 | 101.6317 |
| 16 | 101.2645 |
| 17 | 100.983 |
| 18 | 101.2603 |
| 19 | 101.5446 |
| 20 | 101.7984 |
| 21 | 101.5695 |
| 22 | 101.2203 |
| 23 | 101.1145 |
| 24 | 101.5531 |
| 25 | 101.7262 |
| 26 | 101.4946 |
| 27 | 100.9797 |
| 28 | 100.6786 |
| 29 | 100.8711 |
| 30 | 100.8368 |
| 31 | 100.9458 |
| 32 | 101.004 |
| 33 | 100.2919 |
| 34 | 100.4834 |
| 35 | 100.9172 |
| 36 | 101.4212 |
| 37 | 101.7042 |
| 38 | 101.2902 |
| 39 | 101.2072 |
| 40 | 101.2455 |
| 41 | 101.8091 |
| 42 | 101.2724 |
| 43 | 101.8551 |
| 44 | 102.6472 |
| 45 | 102.5413 |
| 46 | 103.006 |
| 47 | 103.269 |
| 48 | 103.287 |
| 49 | 103.5296 |
| 50 | 103.9434 |
| 51 | 104.4666 |
| 52 | 104.4724 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 16.08 | Short | 78.6% | +2.72% | 1.26 | 14 |
| 13.07 → 17.08 | Short | 78.6% | +2.54% | 1.09 | 14 |
| 08.07 → 12.07 | Long | 78.6% | +0.91% | 3.23 | 14 |
| 08.07 → 11.07 | Long | 78.6% | +0.38% | 1.51 | 14 |
| 13.07 → 14.08 | Short | 71.4% | +3.20% | 1.47 | 14 |
| 13.07 → 07.08 | Short | 71.4% | +2.79% | 1.40 | 14 |
| 13.07 → 13.08 | Short | 71.4% |
| 53 |
|---|
| 105.1191 |
| 54 | 104.171 |
|---|
| 55 | 104.4375 |
|---|
| 56 | 104.1953 |
|---|
| 57 | 103.7176 |
|---|
| 58 | 103.8066 |
|---|
| 59 | 103.8772 |
|---|
| 60 | 104.2224 |
|---|
| 61 | 104.3822 |
|---|
| 62 | 105.0506 |
|---|
| 63 | 104.7471 |
|---|
| 64 | 105.9491 |
|---|
| 65 | 105.9042 |
|---|
| 66 | 104.8929 |
|---|
| 67 | 104.7118 |
|---|
| 68 | 103.527 |
|---|
| 69 | 103.865 |
|---|
| 70 | 104.4858 |
|---|
| 71 | 104.6457 |
|---|
| 72 | 104.7489 |
|---|
| 73 | 104.9997 |
|---|
| 74 | 104.64 |
|---|
| 75 | 104.6297 |
|---|
| 76 | 105.2134 |
|---|
| 77 | 104.9033 |
|---|
| 78 | 104.6745 |
|---|
| 79 | 104.1986 |
|---|
| 80 | 104.1698 |
|---|
| 81 | 104.0087 |
|---|
| 82 | 103.4095 |
|---|
| 83 | 103.0641 |
|---|
| 84 | 103.7171 |
|---|
| 85 | 103.9859 |
|---|
| 86 | 103.6725 |
|---|
| 87 | 103.8552 |
|---|
| 88 | 104.1245 |
|---|
| 89 | 103.8716 |
|---|
| 90 | 103.6507 |
|---|
| 91 | 103.8794 |
|---|
| 92 | 103.1993 |
|---|
| 93 | 103.2648 |
|---|
| 94 | 102.2756 |
|---|
| 95 | 102.5794 |
|---|
| 96 | 102.0139 |
|---|
| 97 | 102.4596 |
|---|
| 98 | 101.7942 |
|---|
| 99 | 102.9399 |
|---|
| 100 | 102.7618 |
|---|
| 101 | 102.8982 |
|---|
| 102 | 102.7093 |
|---|
| 103 | 103.5951 |
|---|
| 104 | 104.2519 |
|---|
| 105 | 104.6463 |
|---|
| 106 | 104.5445 |
|---|
| 107 | 104.7612 |
|---|
| 108 | 104.9239 |
|---|
| 109 | 105.0987 |
|---|
| 110 | 105.3264 |
|---|
| 111 | 105.5971 |
|---|
| 112 | 105.362 |
|---|
| 113 | 105.5036 |
|---|
| 114 | 105.5947 |
|---|
| 115 | 105.1928 |
|---|
| 116 | 105.5646 |
|---|
| 117 | 105.5676 |
|---|
| 118 | 105.4047 |
|---|
| 119 | 105.3438 |
|---|
| 120 | 105.2682 |
|---|
| 121 | 104.6698 |
|---|
| 122 | 104.3348 |
|---|
| 123 | 103.9435 |
|---|
| 124 | 104.0058 |
|---|
| 125 | 103.6618 |
|---|
| 126 | 104.1822 |
|---|
| 127 | 104.0785 |
|---|
| 128 | 103.8498 |
|---|
| 129 | 103.9309 |
|---|
| 130 | 103.6983 |
|---|
| 131 | 103.8362 |
|---|
| 132 | 103.1703 |
|---|
| 133 | 102.943 |
|---|
| 134 | 103.0923 |
|---|
| 135 | 103.6245 |
|---|
| 136 | 103.2391 |
|---|
| 137 | 103.6036 |
|---|
| 138 | 103.6126 |
|---|
| 139 | 104.3526 |
|---|
| 140 | 104.269 |
|---|
| 141 | 104.3478 |
|---|
| 142 | 104.1341 |
|---|
| 143 | 103.509 |
|---|
| 144 | 103.372 |
|---|
| 145 | 103.365 |
|---|
| 146 | 103.633 |
|---|
| 147 | 103.9866 |
|---|
| 148 | 103.8313 |
|---|
| 149 | 103.7757 |
|---|
| 150 | 103.7593 |
|---|
| 151 | 103.4115 |
|---|
| 152 | 103.6116 |
|---|
| 153 | 104.2708 |
|---|
| 154 | 104.0749 |
|---|
| 155 | 104.6531 |
|---|
| 156 | 104.4891 |
|---|
| 157 | 104.9461 |
|---|
| 158 | 104.9584 |
|---|
| 159 | 104.6753 |
|---|
| 160 | 104.9433 |
|---|
| 161 | 104.6433 |
|---|
| 162 | 104.8842 |
|---|
| 163 | 104.1924 |
|---|
| 164 | 104.3019 |
|---|
| 165 | 103.7296 |
|---|
| 166 | 103.2475 |
|---|
| 167 | 103.2875 |
|---|
| 168 | 102.7035 |
|---|
| 169 | 102.7486 |
|---|
| 170 | 102.7031 |
|---|
| 171 | 102.8045 |
|---|
| 172 | 103.233 |
|---|
| 173 | 102.962 |
|---|
| 174 | 103.0134 |
|---|
| 175 | 103.0627 |
|---|
| 176 | 102.6914 |
|---|
| 177 | 103.0008 |
|---|
| 178 | 102.9818 |
|---|
| 179 | 102.8077 |
|---|
| 180 | 103.2034 |
|---|
| 181 | 103.4894 |
|---|
| 182 | 103.0565 |
|---|
| 183 | 103.4646 |
|---|
| 184 | 103.3632 |
|---|
| 185 | 103.0368 |
|---|
| 186 | 102.4469 |
|---|
| 187 | 102.1961 |
|---|
| 188 | 102.7328 |
|---|
| 189 | 103.3256 |
|---|
| 190 | 103.6999 |
|---|
| 191 | 103.8091 |
|---|
| 192 | 103.6232 |
|---|
| 193 | 103.4021 |
|---|
| 194 | 104.1273 |
|---|
| 195 | 103.9033 |
|---|
| 196 | 104.2187 |
|---|
| 197 | 103.6855 |
|---|
| 198 | 103.4226 |
|---|
| 199 | 103.7985 |
|---|
| 200 | 102.9351 |
|---|
| 201 | 103.3983 |
|---|
| 202 | 103.5407 |
|---|
| 203 | 104.1055 |
|---|
| 204 | 104.002 |
|---|
| 205 | 104.2858 |
|---|
| 206 | 104.7823 |
|---|
| 207 | 105.0835 |
|---|
| 208 | 105.0972 |
|---|
| 209 | 104.7469 |
|---|
| 210 | 105.5135 |
|---|
| 211 | 103.1943 |
|---|
| 212 | 102.8536 |
|---|
| 213 | 102.0468 |
|---|
| 214 | 100.9571 |
|---|
| 215 | 101.2635 |
|---|
| 216 | 101.2774 |
|---|
| 217 | 101.012 |
|---|
| 218 | 100.8552 |
|---|
| 219 | 100.9962 |
|---|
| 220 | 100.5134 |
|---|
| 221 | 100.6566 |
|---|
| 222 | 100.6201 |
|---|
| 223 | 101.0895 |
|---|
| 224 | 101.1441 |
|---|
| 225 | 101.3692 |
|---|
| 226 | 100.7575 |
|---|
| 227 | 100.0596 |
|---|
| 228 | 100.8115 |
|---|
| 229 | 100.768 |
|---|
| 230 | 101.0044 |
|---|
| 231 | 101.0865 |
|---|
| 232 | 101.5465 |
|---|
| 233 | 101.7035 |
|---|
| 234 | 101.5265 |
|---|
| 235 | 101.4009 |
|---|
| 236 | 101.6278 |
|---|
| 237 | 101.6173 |
|---|
| 238 | 101.7599 |
|---|
| 239 | 102.2031 |
|---|
| 240 | 102.3632 |
|---|
| 241 | 102.5987 |
|---|
| 242 | 102.3335 |
|---|
| 243 | 102.0843 |
|---|
| 244 | 101.757 |
|---|
| 245 | 101.7373 |
|---|
| 246 | 101.6938 |
|---|
| 247 | 101.1289 |
|---|
| 248 | 101.8164 |
|---|
| 249 | 101.9545 |
|---|
| 250 | 101.4771 |
|---|
| 251 | 101.2435 |
|---|
| 252 | 101.2502 |
|---|
| 253 | 101.9587 |
|---|
| 254 | 102.0638 |
|---|
| 255 | 102.7238 |
|---|
| 256 | 102.4798 |
|---|
| 257 | 102.0978 |
|---|
| 258 | 102.5289 |
|---|
| 259 | 102.2265 |
|---|
| 260 | 102.0013 |
|---|
| 261 | 102.4632 |
|---|
| 262 | 102.4718 |
|---|
| 263 | 102.2284 |
|---|
| 264 | 102.123 |
|---|
| 265 | 102.4116 |
|---|
| 266 | 102.317 |
|---|
| 267 | 102.4251 |
|---|
| 268 | 102.7973 |
|---|
| 269 | 102.22 |
|---|
| 270 | 102.3982 |
|---|
| 271 | 102.8694 |
|---|
| 272 | 103.3726 |
|---|
| 273 | 103.0039 |
|---|
| 274 | 103.19 |
|---|
| 275 | 102.581 |
|---|
| 276 | 103.4759 |
|---|
| 277 | 103.1916 |
|---|
| 278 | 103.3039 |
|---|
| 279 | 102.9616 |
|---|
| 280 | 103.0627 |
|---|
| 281 | 103.2857 |
|---|
| 282 | 103.6115 |
|---|
| 283 | 103.1217 |
|---|
| 284 | 103.6647 |
|---|
| 285 | 104.0638 |
|---|
| 286 | 104.8978 |
|---|
| 287 | 104.2852 |
|---|
| 288 | 104.0857 |
|---|
| 289 | 104.3729 |
|---|
| 290 | 104.3924 |
|---|
| 291 | 103.9511 |
|---|
| 292 | 104.0328 |
|---|
| 293 | 104.4266 |
|---|
| 294 | 104.3316 |
|---|
| 295 | 104.2448 |
|---|
| 296 | 104.6697 |
|---|
| 297 | 104.5282 |
|---|
| 298 | 104.4788 |
|---|
| 299 | 105.1547 |
|---|
| 300 | 104.5119 |
|---|
| 301 | 104.5048 |
|---|
| 302 | 104.4028 |
|---|
| 303 | 104.056 |
|---|
| 304 | 103.5671 |
|---|
| 305 | 104.4046 |
|---|
| 306 | 104.7292 |
|---|
| 307 | 104.608 |
|---|
| 308 | 105.3188 |
|---|
| 309 | 105.5666 |
|---|
| 310 | 105.415 |
|---|
| 311 | 104.9285 |
|---|
| 312 | 105.6539 |
|---|
| 313 | 105.4821 |
|---|
| 314 | 105.9095 |
|---|
| 315 | 106.8967 |
|---|
| 316 | 106.5495 |
|---|
| 317 | 106.7853 |
|---|
| 318 | 106.4006 |
|---|
| 319 | 106.5403 |
|---|
| 320 | 106.3593 |
|---|
| 321 | 105.8177 |
|---|
| 322 | 105.7502 |
|---|
| 323 | 106.4449 |
|---|
| 324 | 106.5474 |
|---|
| 325 | 106.8326 |
|---|
| 326 | 107.2264 |
|---|
| 327 | 107.3506 |
|---|
| 328 | 107.8566 |
|---|
| 329 | 108.2184 |
|---|
| 330 | 108.0354 |
|---|
| 331 | 107.5891 |
|---|
| 332 | 108.3812 |
|---|
| 333 | 108.3903 |
|---|
| 334 | 108.63 |
|---|
| 335 | 108.8414 |
|---|
| 336 | 109.3703 |
|---|
| 337 | 109.3647 |
|---|
| 338 | 109.0935 |
|---|
| 339 | 108.6933 |
|---|
| 340 | 109.3338 |
|---|
| 341 | 109.5219 |
|---|
| 342 | 109.6206 |
|---|
| 343 | 109.0596 |
|---|
| 344 | 109.4221 |
|---|
| 345 | 110.1033 |
|---|
| 346 | 109.9092 |
|---|
| 347 | 109.8377 |
|---|
| 348 | 109.6399 |
|---|
| 349 | 109.7101 |
|---|
| 350 | 109.8569 |
|---|
| 351 | 109.7422 |
|---|
| 352 | 109.3398 |
|---|
| 353 | 109.6598 |
|---|
| 354 | 109.8078 |
|---|
| 355 | 109.9627 |
|---|
| 356 | 109.8259 |
|---|
| 357 | 110.104 |
|---|
| 358 | 109.9844 |
|---|
| 359 | 110.3604 |
|---|
| 360 | 111.0784 |
|---|
| 361 | 111.3386 |
|---|
| 362 | 111.3925 |
|---|
| 363 | 110.5919 |
|---|
| 364 | 110.6864 |
|---|
| 365 | 110.4813 |
|---|
| 366 | 109.5931 |
|---|
| +2.77% |
| 1.28 |
| 14 |
| 12.07 → 14.08 | Short | 71.4% | +2.72% | 1.24 | 14 |