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Gas oil (DIESELCMDUSD) Seasonality

Over 2017 to 2025 (9 years of data), DIESELCMDUSD has tended to move short between 09.07 and 07.08, closing higher in 87.5% of those years for an average +2.35% move and an annualized Sharpe of 0.85.

Average seasonal curve

DIESELCMDUSD average seasonal curve, 2017 to 2025
Index	Value
1	100
2	100.0975
3	99.5209
4	99.3572
5	99.9951
6	100.1441
7	99.986
8	100.062
9	99.6884
10	100.5924
11	102.4497
12	103.4217
13	104.8053
14	105.3324
15	105.2705
16	105.159
17	105.7033
18	106.1826
19	106.9561
20	106.8598
21	107.6149
22	106.9132
23	107.8364
24	107.3258
25	107.8486
26	109.3309
27	108.9878
28	108.9775
29	109.2996
30	108.7961
31	109.6447
32	108.1058
33	105.838
34	105.8172
35	105.9804
36	105.5319
37	105.7992
38	107.718
39	107.8556
40	107.1052
41	107.4124
42	109.0887
43	107.7532
44	107.6921
45	107.4288
46	106.579
47	105.7949
48	105.5786
49	106.8659
50	107.9232
51	107.3298
52	107.6557

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
09.07 → 07.08	Short	87.5%	+2.35%	0.85	8
07.07 → 07.08	Short	87.5%	+2.32%	0.86	8
13.07 → 19.07	Short	87.5%	+2.29%	5.53	8
11.07 → 19.07	Short	87.5%	+2.26%	4.33	8
13.07 → 18.07	Short	87.5%	+2.10%	5.85	8
11.07 → 18.07	Short	87.5%	+2.08%	4.76	8
12.07 → 08.08	Short	87.5%

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