Energy
Over 2017 to 2025 (9 years of data), DIESELCMDUSD has tended to move short between 11.10 and 09.12, closing higher in 87.5% of those years for an average +8.31% move and an annualized Sharpe of 1.59.
Best window
11.10 - 09.12
Direction
Short
Win rate
87.5%
Avg return
+8.31%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 09.12 | Short | 87.5% | +8.31% | 1.59 | 8 |
| 09.10 → 03.12 | Short | 87.5% | +8.05% | 1.75 | 8 |
| 12.10 → 09.12 | Short | 87.5% |
| +7.99% |
| 1.61 |
| 8 |
| 09.10 → 02.12 | Short | 87.5% | +7.95% | 1.92 | 8 |
| 08.10 → 03.12 | Short | 87.5% | +7.92% | 1.60 | 8 |
| 08.10 → 02.12 | Short | 87.5% | +7.82% | 1.75 | 8 |
| 10.10 → 03.12 | Short | 87.5% | +7.61% | 1.62 | 8 |
| 10.10 → 02.12 | Short | 87.5% | +7.51% | 1.79 | 8 |