

Energy
Over 2012 to 2025 (14 years of data), GASCMDUSD has tended to move long between 05.10 and 26.11, closing higher in 78.6% of those years for an average +11.16% move and an annualized Sharpe of 2.33.
Best window
05.10 - 26.11
Direction
Long
Win rate
78.6%
Avg return
+11.16%
Sample
14 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 26.11 | Long | 78.6% | +11.16% | 2.33 | 14 |
| 05.10 → 28.11 | Long | 78.6% | +10.95% | 1.67 | 14 |
| 07.10 → 26.11 | Long | 78.6% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.01 |
| 3 | 98.2016 |
| 4 | 98.5713 |
| 5 | 98.5318 |
| 6 | 98.5733 |
| 7 | 98.4883 |
| 8 | 99.0558 |
| 9 | 99.439 |
| 10 | 99.4804 |
| 11 | 100.7753 |
| 12 | 101.9395 |
| 13 | 101.4924 |
| 14 | 101.536 |
| 15 | 101.5241 |
| 16 | 101.2927 |
| 17 | 100.3244 |
| 18 | 99.5678 |
| 19 | 97.9265 |
| 20 | 97.436 |
| 21 | 97.5243 |
| 22 | 97.833 |
| 23 | 98.7713 |
| 24 | 98.3548 |
| 25 | 97.9261 |
| 26 | 97.3462 |
| 27 | 96.6239 |
| 28 | 96.1248 |
| 29 | 95.9321 |
| 30 | 95.3863 |
| 31 | 94.975 |
| 32 | 94.1456 |
| 33 | 94.7645 |
| 34 | 94.1048 |
| 35 | 93.9402 |
| 36 | 93.9535 |
| 37 | 93.5589 |
| 38 | 93.0501 |
| 39 | 92.627 |
| 40 | 91.8876 |
| 41 | 92.1058 |
| 42 | 92.4357 |
| 43 | 92.0952 |
| 44 | 92.1673 |
| 45 | 92.3975 |
| 46 | 92.3872 |
| 47 | 92.7215 |
| 48 | 92.5976 |
| 49 | 92.609 |
| 50 | 93.3893 |
| 51 | 93.9456 |
| 52 | 93.8428 |
| 53 | 94.0648 |
| 54 | 93.8367 |
| 55 | 93.5924 |
| 56 | 93.236 |
| 57 | 92.2484 |
| 58 | 92.4534 |
| 59 | 92.3551 |
| 60 | 92.7173 |
| 61 | 93.0142 |
| 62 | 93.6441 |
| 63 | 94.3951 |
| 64 | 94.459 |
| 65 | 94.0548 |
| 66 | 93.8976 |
| 67 | 93.3803 |
| 68 | 93.1261 |
| 69 | 93.6871 |
| 70 | 94.2406 |
| 71 | 93.2408 |
| 72 | 93.2218 |
| 73 | 93.1205 |
| 74 | 93.0073 |
| 75 | 93.0488 |
| 76 | 93.1036 |
| 77 | 93.1717 |
| 78 | 93.0617 |
| 79 | 92.6542 |
| 80 | 92.3608 |
| 81 | 92.2153 |
| 82 | 91.8743 |
| 83 | 92.2414 |
| 84 | 92.7999 |
| 85 | 93.3015 |
| 86 | 93.3999 |
| 87 | 93.0599 |
| 88 | 93.398 |
| 89 | 93.4455 |
| 90 | 93.632 |
| 91 | 93.2134 |
| 92 | 93.2464 |
| 93 | 93.428 |
| 94 | 93.5259 |
| 95 | 93.7068 |
| 96 | 93.1702 |
| 97 | 93.6222 |
| 98 | 93.8226 |
| 99 | 93.9386 |
| 100 | 93.9877 |
| 101 | 94.1913 |
| 102 | 93.631 |
| 103 | 94.2581 |
| 104 | 94.3522 |
| 105 | 93.832 |
| 106 | 93.5364 |
| 107 | 94.2017 |
| 108 | 94.9115 |
| 109 | 94.3152 |
| 110 | 94.3716 |
| 111 | 94.5445 |
| 112 | 93.9757 |
| 113 | 94.5776 |
| 114 | 95.1019 |
| 115 | 95.4069 |
| 116 | 95.3745 |
| 117 | 96.2027 |
| 118 | 96.6336 |
| 119 | 97.1208 |
| 120 | 97.4795 |
| 121 | 97.5818 |
| 122 | 97.0249 |
| 123 | 97.0596 |
| 124 | 97.806 |
| 125 | 98.4118 |
| 126 | 97.729 |
| 127 | 97.6507 |
| 128 | 97.9502 |
| 129 | 97.1774 |
| 130 | 97.6975 |
| 131 | 97.9627 |
| 132 | 98.2085 |
| 133 | 97.6471 |
| 134 | 97.6876 |
| 135 | 98.0494 |
| 136 | 97.7695 |
| 137 | 98.3512 |
| 138 | 98.8378 |
| 139 | 98.83 |
| 140 | 99.3753 |
| 141 | 99.3094 |
| 142 | 98.3999 |
| 143 | 99.6154 |
| 144 | 99.4572 |
| 145 | 99.5009 |
| 146 | 100.1268 |
| 147 | 100.793 |
| 148 | 100.4546 |
| 149 | 99.9362 |
| 150 | 98.9354 |
| 151 | 98.1628 |
| 152 | 98.6046 |
| 153 | 98.9732 |
| 154 | 98.9809 |
| 155 | 99.3494 |
| 156 | 99.1849 |
| 157 | 99.7407 |
| 158 | 100.072 |
| 159 | 99.6067 |
| 160 | 100.1189 |
| 161 | 100.1354 |
| 162 | 100.2985 |
| 163 | 100.569 |
| 164 | 100.4533 |
| 165 | 99.4874 |
| 166 | 100.5442 |
| 167 | 100.4042 |
| 168 | 99.9582 |
| 169 | 99.657 |
| 170 | 99.6343 |
| 171 | 99.0182 |
| 172 | 98.9071 |
| 173 | 99.1323 |
| 174 | 98.5324 |
| 175 | 98.9631 |
| 176 | 99.5004 |
| 177 | 98.7751 |
| 178 | 98.9216 |
| 179 | 98.9681 |
| 180 | 98.8764 |
| 181 | 98.7491 |
| 182 | 98.5074 |
| 183 | 98.129 |
| 184 | 98.1523 |
| 185 | 98.2175 |
| 186 | 97.8085 |
| 187 | 97.1019 |
| 188 | 97.7416 |
| 189 | 97.5255 |
| 190 | 97.5771 |
| 191 | 97.9829 |
| 192 | 98.3854 |
| 193 | 97.9514 |
| 194 | 98.0151 |
| 195 | 98.0273 |
| 196 | 98.2453 |
| 197 | 98.0579 |
| 198 | 97.6797 |
| 199 | 98.0601 |
| 200 | 97.912 |
| 201 | 98.3086 |
| 202 | 97.7872 |
| 203 | 98.1527 |
| 204 | 98.1522 |
| 205 | 98.3862 |
| 206 | 98.409 |
| 207 | 97.809 |
| 208 | 97.2839 |
| 209 | 97.0173 |
| 210 | 97.922 |
| 211 | 97.4569 |
| 212 | 97.2761 |
| 213 | 96.7226 |
| 214 | 96.0522 |
| 215 | 96.6214 |
| 216 | 97.4208 |
| 217 | 97.4319 |
| 218 | 97.794 |
| 219 | 97.7621 |
| 220 | 98.3497 |
| 221 | 98.8437 |
| 222 | 98.6705 |
| 223 | 98.8253 |
| 224 | 98.4373 |
| 225 | 98.2828 |
| 226 | 98.4583 |
| 227 | 98.7855 |
| 228 | 98.8233 |
| 229 | 98.4588 |
| 230 | 98.3976 |
| 231 | 98.6666 |
| 232 | 98.8771 |
| 233 | 98.7144 |
| 234 | 98.9369 |
| 235 | 98.2668 |
| 236 | 98.614 |
| 237 | 99.4014 |
| 238 | 100.3612 |
| 239 | 100.6288 |
| 240 | 101.3011 |
| 241 | 101.6508 |
| 242 | 101.4938 |
| 243 | 101.6186 |
| 244 | 102.0135 |
| 245 | 101.3145 |
| 246 | 101.3738 |
| 247 | 101.3835 |
| 248 | 100.8116 |
| 249 | 100.4845 |
| 250 | 100.2736 |
| 251 | 100.6657 |
| 252 | 100.8632 |
| 253 | 100.4632 |
| 254 | 100.6778 |
| 255 | 101.6948 |
| 256 | 102.5031 |
| 257 | 103.0119 |
| 258 | 102.4669 |
| 259 | 102.5523 |
| 260 | 102.3169 |
| 261 | 101.2419 |
| 262 | 100.8809 |
| 263 | 100.7875 |
| 264 | 101.0889 |
| 265 | 100.2624 |
| 266 | 102.3431 |
| 267 | 103.7564 |
| 268 | 103.9994 |
| 269 | 104.3569 |
| 270 | 105.2798 |
| 271 | 105.6426 |
| 272 | 105.206 |
| 273 | 104.7786 |
| 274 | 104.4947 |
| 275 | 104.0357 |
| 276 | 104.3187 |
| 277 | 104.6903 |
| 278 | 105.4401 |
| 279 | 105.3153 |
| 280 | 105.2304 |
| 281 | 105.3106 |
| 282 | 105.1895 |
| 283 | 105.3204 |
| 284 | 105.3658 |
| 285 | 105.5113 |
| 286 | 105.6825 |
| 287 | 105.4127 |
| 288 | 104.5546 |
| 289 | 104.0449 |
| 290 | 103.0872 |
| 291 | 102.7235 |
| 292 | 102.3605 |
| 293 | 102.8212 |
| 294 | 102.1176 |
| 295 | 102.2195 |
| 296 | 101.4817 |
| 297 | 103.3663 |
| 298 | 105.3008 |
| 299 | 106.4435 |
| 300 | 107.5522 |
| 301 | 107.1914 |
| 302 | 106.6626 |
| 303 | 108.3733 |
| 304 | 108.5136 |
| 305 | 107.2287 |
| 306 | 107.8045 |
| 307 | 107.5091 |
| 308 | 108.1591 |
| 309 | 108.8289 |
| 310 | 109.1905 |
| 311 | 108.8161 |
| 312 | 108.27 |
| 313 | 107.2708 |
| 314 | 106.9807 |
| 315 | 107.2183 |
| 316 | 107.4929 |
| 317 | 107.8812 |
| 318 | 109.0516 |
| 319 | 108.454 |
| 320 | 108.705 |
| 321 | 108.4536 |
| 322 | 108.4076 |
| 323 | 108.8028 |
| 324 | 108.5099 |
| 325 | 109.441 |
| 326 | 110.1431 |
| 327 | 110.5897 |
| 328 | 111.2972 |
| 329 | 110.9772 |
| 330 | 111.4203 |
| 331 | 111.5097 |
| 332 | 111.4946 |
| 333 | 110.9765 |
| 334 | 109.9646 |
| 335 | 109.5871 |
| 336 | 108.3649 |
| 337 | 108.0577 |
| 338 | 106.883 |
| 339 | 106.8118 |
| 340 | 106.1126 |
| 341 | 106.0176 |
| 342 | 105.1901 |
| 343 | 105.8623 |
| 344 | 105.5999 |
| 345 | 105.477 |
| 346 | 104.7609 |
| 347 | 104.6222 |
| 348 | 104.0225 |
| 349 | 103.6191 |
| 350 | 102.8252 |
| 351 | 102.7484 |
| 352 | 102.8605 |
| 353 | 102.6596 |
| 354 | 102.6444 |
| 355 | 103.1589 |
| 356 | 102.8047 |
| 357 | 102.5463 |
| 358 | 101.1496 |
| 359 | 101.3849 |
| 360 | 101.6431 |
| 361 | 101.7916 |
| 362 | 101.8273 |
| 363 | 102.2419 |
| 364 | 101.5867 |
| 365 | 101.174 |
| 366 | 100.1863 |
| +10.61% |
| 2.15 |
| 14 |
| 07.10 → 28.11 | Long | 78.6% | +10.43% | 1.57 | 14 |
| 05.10 → 23.11 | Long | 78.6% | +10.00% | 1.88 | 14 |
| 09.10 → 26.11 | Long | 78.6% | +9.96% | 2.04 | 14 |
| 05.10 → 25.11 | Long | 78.6% | +9.95% | 2.10 | 14 |
| 05.10 → 24.11 | Long | 78.6% | +9.85% | 1.95 | 14 |