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US Light Crude Oil (LIGHTCMDUSD) Seasonality

Over 1983 to 2025 (43 years of data), LIGHTCMDUSD has tended to move long between 08.07 and 14.07, closing higher in 67.4% of those years for an average +1.25% move and an annualized Sharpe of 2.61.

Average seasonal curve

LIGHTCMDUSD average seasonal curve, 1983 to 2025
Index	Value
1	100
2	100.4739
3	100.7042
4	100.7162
5	100.9738
6	101.1722
7	100.818
8	100.253
9	100.1275
10	100.1754
11	100.3243
12	100.0172
13	99.984
14	100.6251
15	100.187
16	100.4263
17	99.4049
18	99.3241
19	99.9802
20	99.2125
21	99.799
22	99.5824
23	99.2827
24	99.4105
25	99.4713
26	99.7515
27	99.4784
28	99.6766
29	99.6094
30	99.698
31	99.6928
32	99.6937
33	99.8221
34	99.7217
35	98.9524
36	98.9162
37	98.8482
38	98.6786
39	99.0362
40	98.7026
41	98.5949
42	98.6714
43	98.558
44	99.3246
45	99.2606
46	99.3463
47	99.1291
48	99.4592
49	99.0994
50	99.4478
51	99.1778
52	99.3471

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
08.07 → 14.07	Long	67.4%	+1.25%	2.61	43
08.07 → 15.07	Long	67.4%	+1.22%	1.95	43
08.07 → 16.07	Long	67.4%	+1.17%	1.71	43
09.07 → 14.07	Long	67.4%	+1.06%	2.57	43
08.07 → 29.07	Long	67.4%	+1.05%	0.63	43
08.07 → 12.07	Long	67.4%	+0.99%	2.80	43
09.07 → 12.07	Long	67.4%

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