

Energy
Over 1983 to 2025 (43 years of data), LIGHTCMDUSD has tended to move short between 10.10 and 23.11, closing higher in 74.4% of those years for an average +3.73% move and an annualized Sharpe of 0.88.
Best window
10.10 - 23.11
Direction
Short
Win rate
74.4%
Avg return
+3.73%
Sample
43 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 23.11 | Short | 74.4% | +3.73% | 0.88 | 43 |
| 10.10 → 22.11 | Short | 74.4% | +3.54% | 0.85 | 43 |
| 11.10 → 20.11 | Short | 72.1% |
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.9265 |
| 3 | 100.0726 |
| 4 | 99.1719 |
| 5 | 100.1576 |
| 6 | 99.8238 |
| 7 | 99.9542 |
| 8 | 99.5294 |
| 9 | 100.4263 |
| 10 | 100.7571 |
| 11 | 103.1815 |
| 12 | 104.0076 |
| 13 | 104.895 |
| 14 | 105.0795 |
| 15 | 105.1126 |
| 16 | 104.0845 |
| 17 | 104.6138 |
| 18 | 104.964 |
| 19 | 105.2071 |
| 20 | 104.8978 |
| 21 | 105.1329 |
| 22 | 104.975 |
| 23 | 105.588 |
| 24 | 105.1663 |
| 25 | 105.9273 |
| 26 | 106.6974 |
| 27 | 106.5213 |
| 28 | 107.1874 |
| 29 | 107.3906 |
| 30 | 107.1871 |
| 31 | 107.317 |
| 32 | 105.4013 |
| 33 | 104.0792 |
| 34 | 104.0571 |
| 35 | 104.8563 |
| 36 | 103.9572 |
| 37 | 104.4667 |
| 38 | 105.5016 |
| 39 | 105.9146 |
| 40 | 106.28 |
| 41 | 107.1731 |
| 42 | 108.4832 |
| 43 | 107.2544 |
| 44 | 107.5962 |
| 45 | 106.92 |
| 46 | 106.7333 |
| 47 | 106.6591 |
| 48 | 106.083 |
| 49 | 107.178 |
| 50 | 107.7784 |
| 51 | 108.1093 |
| 52 | 107.2624 |
| 53 | 106.3424 |
| 54 | 106.7415 |
| 55 | 107.477 |
| 56 | 106.1406 |
| 57 | 106.3052 |
| 58 | 108.4307 |
| 59 | 108.3767 |
| 60 | 112.4621 |
| 61 | 113.6542 |
| 62 | 114.6968 |
| 63 | 115.924 |
| 64 | 115.9572 |
| 65 | 121.7773 |
| 66 | 120.1175 |
| 67 | 124.9459 |
| 68 | 116.2192 |
| 69 | 114.8407 |
| 70 | 117.2676 |
| 71 | 118.8746 |
| 72 | 117.9752 |
| 73 | 116.432 |
| 74 | 114.209 |
| 75 | 113.6208 |
| 76 | 114.5144 |
| 77 | 115.3415 |
| 78 | 115.154 |
| 79 | 117.1229 |
| 80 | 118.6923 |
| 81 | 118.0815 |
| 82 | 116.8427 |
| 83 | 116.3124 |
| 84 | 117.0642 |
| 85 | 118.2761 |
| 86 | 120.7613 |
| 87 | 119.3428 |
| 88 | 120.3645 |
| 89 | 122.0786 |
| 90 | 120.5689 |
| 91 | 119.5233 |
| 92 | 123.5956 |
| 93 | 122.8444 |
| 94 | 122.7482 |
| 95 | 122.7583 |
| 96 | 120.5205 |
| 97 | 117.1799 |
| 98 | 115.8998 |
| 99 | 118.6702 |
| 100 | 115.8293 |
| 101 | 116.8364 |
| 102 | 120.7249 |
| 103 | 119.0101 |
| 104 | 118.2758 |
| 105 | 118.4296 |
| 106 | 118.5264 |
| 107 | 117.0419 |
| 108 | 116.1851 |
| 109 | 115.8409 |
| 110 | 114.2897 |
| 111 | 115.8982 |
| 112 | 116.4312 |
| 113 | 116.6943 |
| 114 | 116.8033 |
| 115 | 115.8705 |
| 116 | 116.3735 |
| 117 | 116.5466 |
| 118 | 118.086 |
| 119 | 119.0291 |
| 120 | 117.4186 |
| 121 | 116.5336 |
| 122 | 114.5523 |
| 123 | 112.6003 |
| 124 | 113.4966 |
| 125 | 113.7621 |
| 126 | 114.3198 |
| 127 | 114.1694 |
| 128 | 114.4513 |
| 129 | 113.878 |
| 130 | 113.8678 |
| 131 | 114.4366 |
| 132 | 115.4424 |
| 133 | 116.4807 |
| 134 | 115.4677 |
| 135 | 116.4285 |
| 136 | 117.1066 |
| 137 | 118.0384 |
| 138 | 116.2952 |
| 139 | 117.3912 |
| 140 | 116.731 |
| 141 | 115.8025 |
| 142 | 115.289 |
| 143 | 115.6611 |
| 144 | 114.6813 |
| 145 | 114.0141 |
| 146 | 115.4531 |
| 147 | 114.795 |
| 148 | 115.0868 |
| 149 | 114.8224 |
| 150 | 113.8361 |
| 151 | 112.7406 |
| 152 | 114.0396 |
| 153 | 116.5241 |
| 154 | 117.2559 |
| 155 | 116.0584 |
| 156 | 114.7807 |
| 157 | 115.4791 |
| 158 | 116.8233 |
| 159 | 116.3106 |
| 160 | 115.6873 |
| 161 | 116.1888 |
| 162 | 116.5366 |
| 163 | 115.1294 |
| 164 | 117.5268 |
| 165 | 115.867 |
| 166 | 116.2288 |
| 167 | 114.3853 |
| 168 | 113.3521 |
| 169 | 113.6804 |
| 170 | 114.4109 |
| 171 | 114.2633 |
| 172 | 115.379 |
| 173 | 112.5096 |
| 174 | 109.1173 |
| 175 | 108.5462 |
| 176 | 109.506 |
| 177 | 108.686 |
| 178 | 108.8304 |
| 179 | 109.7605 |
| 180 | 109.4041 |
| 181 | 108.9272 |
| 182 | 108.9458 |
| 183 | 110.1236 |
| 184 | 109.932 |
| 185 | 110.6395 |
| 186 | 108.909 |
| 187 | 107.9306 |
| 188 | 110.0888 |
| 189 | 110.5358 |
| 190 | 110.2795 |
| 191 | 109.4729 |
| 192 | 110.5311 |
| 193 | 109.0312 |
| 194 | 109.4997 |
| 195 | 108.583 |
| 196 | 108.782 |
| 197 | 108.106 |
| 198 | 107.7775 |
| 199 | 108.8125 |
| 200 | 108.7047 |
| 201 | 108.17 |
| 202 | 107.5862 |
| 203 | 107.4196 |
| 204 | 107.064 |
| 205 | 107.6689 |
| 206 | 107.7371 |
| 207 | 107.7228 |
| 208 | 108.0022 |
| 209 | 108.6783 |
| 210 | 109.8485 |
| 211 | 109.7008 |
| 212 | 109.5306 |
| 213 | 108.9699 |
| 214 | 107.837 |
| 215 | 106.883 |
| 216 | 106.1692 |
| 217 | 105.9161 |
| 218 | 105.7671 |
| 219 | 104.9591 |
| 220 | 106.1729 |
| 221 | 106.7432 |
| 222 | 106.9269 |
| 223 | 107.7641 |
| 224 | 106.9121 |
| 225 | 107.5084 |
| 226 | 107.477 |
| 227 | 105.6948 |
| 228 | 104.7292 |
| 229 | 104.1827 |
| 230 | 105.4944 |
| 231 | 105.08 |
| 232 | 104.8599 |
| 233 | 104.654 |
| 234 | 104.5588 |
| 235 | 105.3137 |
| 236 | 106.2439 |
| 237 | 106.3576 |
| 238 | 106.0811 |
| 239 | 106.7485 |
| 240 | 106.4511 |
| 241 | 107.2207 |
| 242 | 106.5536 |
| 243 | 105.7871 |
| 244 | 106.1623 |
| 245 | 106.2532 |
| 246 | 105.8614 |
| 247 | 104.9093 |
| 248 | 104.5897 |
| 249 | 104.296 |
| 250 | 102.6313 |
| 251 | 103.0499 |
| 252 | 104.0579 |
| 253 | 104.3671 |
| 254 | 103.2149 |
| 255 | 104.4302 |
| 256 | 104.9131 |
| 257 | 105.7025 |
| 258 | 105.0003 |
| 259 | 105.4682 |
| 260 | 105.5588 |
| 261 | 105.3108 |
| 262 | 104.8155 |
| 263 | 104.6144 |
| 264 | 104.5661 |
| 265 | 104.8302 |
| 266 | 104.1401 |
| 267 | 104.4122 |
| 268 | 104.7027 |
| 269 | 103.5111 |
| 270 | 104.0575 |
| 271 | 104.8007 |
| 272 | 103.8993 |
| 273 | 103.1062 |
| 274 | 102.9671 |
| 275 | 103.3522 |
| 276 | 103.8814 |
| 277 | 104.3133 |
| 278 | 104.758 |
| 279 | 104.9786 |
| 280 | 105.9919 |
| 281 | 107.6514 |
| 282 | 106.5744 |
| 283 | 104.7009 |
| 284 | 104.1516 |
| 285 | 104.3284 |
| 286 | 105.8061 |
| 287 | 104.3195 |
| 288 | 103.5611 |
| 289 | 102.4527 |
| 290 | 102.4472 |
| 291 | 101.5355 |
| 292 | 102.2654 |
| 293 | 102.0223 |
| 294 | 102.3512 |
| 295 | 103.4548 |
| 296 | 104.0897 |
| 297 | 103.2183 |
| 298 | 103.3698 |
| 299 | 104.3177 |
| 300 | 104.5716 |
| 301 | 103.294 |
| 302 | 102.9044 |
| 303 | 102.3057 |
| 304 | 102.1116 |
| 305 | 103.0757 |
| 306 | 103.3582 |
| 307 | 102.5823 |
| 308 | 103.7281 |
| 309 | 103.8115 |
| 310 | 103.5463 |
| 311 | 102.7768 |
| 312 | 101.8506 |
| 313 | 100.6135 |
| 314 | 101.2562 |
| 315 | 102.1429 |
| 316 | 100.4674 |
| 317 | 101.3068 |
| 318 | 100.4968 |
| 319 | 100.5587 |
| 320 | 98.6145 |
| 321 | 98.7516 |
| 322 | 98.597 |
| 323 | 98.9263 |
| 324 | 99.0178 |
| 325 | 98.8162 |
| 326 | 99.1097 |
| 327 | 98.2999 |
| 328 | 98.6726 |
| 329 | 98.0579 |
| 330 | 97.404 |
| 331 | 97.4038 |
| 332 | 97.7017 |
| 333 | 98.5341 |
| 334 | 98.5779 |
| 335 | 98.4904 |
| 336 | 97.9734 |
| 337 | 98.1647 |
| 338 | 98.7334 |
| 339 | 97.2664 |
| 340 | 95.7195 |
| 341 | 94.9758 |
| 342 | 94.804 |
| 343 | 94.5512 |
| 344 | 94.9087 |
| 345 | 94.8604 |
| 346 | 94.9164 |
| 347 | 95.7511 |
| 348 | 96.9793 |
| 349 | 96.4503 |
| 350 | 95.5801 |
| 351 | 95.8932 |
| 352 | 95.7244 |
| 353 | 96.4073 |
| 354 | 96.2865 |
| 355 | 97.1383 |
| 356 | 97.3597 |
| 357 | 97.8165 |
| 358 | 97.7241 |
| 359 | 98.0671 |
| 360 | 98.3242 |
| 361 | 97.5551 |
| 362 | 96.996 |
| 363 | 96.9953 |
| 364 | 97.5558 |
| 365 | 97.5927 |
| 366 | 98.4659 |
| +3.80% |
| 1.02 |
| 43 |
| 11.10 → 22.11 | Short | 72.1% | +3.76% | 1.00 | 43 |
| 09.10 → 23.11 | Short | 72.1% | +3.74% | 0.85 | 43 |
| 11.10 → 21.11 | Short | 72.1% | +3.68% | 0.97 | 43 |
| 09.10 → 22.11 | Short | 72.1% | +3.56% | 0.82 | 43 |
| 10.10 → 24.11 | Short | 72.1% | +3.56% | 0.82 | 43 |