← All seasonality|Energy2012–2025

Natural Gas (GASCMDUSD) Seasonality

Over 2012 to 2025 (14 years of data), GASCMDUSD has tended to move short between 11.07 and 01.08, closing higher in 84.6% of those years for an average +3.29% move and an annualized Sharpe of 1.64.

Average seasonal curve

GASCMDUSD average seasonal curve, 2012 to 2025
Index	Value
1	100
2	98.4049
3	96.846
4	96.8359
5	97.2713
6	97.3423
7	97.4134
8	98.7272
9	100.2634
10	99.9712
11	102.2905
12	104.9108
13	102.9612
14	101.7548
15	101.9862
16	101.7262
17	99.813
18	98.3959
19	95.3497
20	94.4832
21	93.9145
22	94.5608
23	95.7454
24	94.7596
25	94.0173
26	92.7206
27	92.2685
28	91.7451
29	90.8179
30	90.666
31	90.0766
32	88.5149
33	89.7003
34	87.9084
35	87.4416
36	87.5588
37	87.181
38	87.0189
39	86.0639
40	85.0236
41	85.3731
42	84.7045
43	84.7689
44	83.8309
45	84.707
46	84.6328
47	84.758
48	84.6687
49	84.3825
50	84.8948
51	85.4689
52	85.1963

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
11.07 → 01.08	Short	84.6%	+3.29%	1.64	13
11.07 → 25.07	Short	84.6%	+0.33%	0.15	13
09.07 → 01.08	Short	76.9%	+2.45%	1.12	13
11.07 → 31.07	Short	76.9%	+2.18%	0.98	13
07.07 → 01.08	Short	76.9%	+1.98%	0.78	13
11.07 → 27.07	Short	76.9%	+1.72%	0.86	13
09.07 → 31.07	Short	76.9%

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