Agriculture
Over 2017 to 2025 (9 years of data), COTTONCMDUSX has tended to move long between 06.10 and 08.11, closing higher in 88.9% of those years for an average +2.29% move and an annualized Sharpe of 1.26.
Best window
06.10 - 08.11
Direction
Long
Win rate
88.9%
Avg return
+2.29%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 08.11 | Long | 88.9% | +2.29% | 1.26 | 9 |
| 07.10 → 08.11 | Long | 88.9% | +2.08% | 1.14 | 9 |
| 10.10 → 08.11 | Long | 88.9% |
| +1.94% |
| 1.17 |
| 9 |
| 09.10 → 08.11 | Long | 88.9% | +1.93% | 1.09 | 9 |
| 09.10 → 07.11 | Long | 88.9% | +1.83% | 1.19 | 9 |
| 10.10 → 07.11 | Long | 88.9% | +1.83% | 1.28 | 9 |
| 09.10 → 09.11 | Long | 88.9% | +1.82% | 1.06 | 9 |
| 10.10 → 09.11 | Long | 88.9% | +1.82% | 1.14 | 9 |