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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 27.07 and 30.07, closing higher in 65.1% of those years for an average +1.05% move and an annualized Sharpe of 3.84.

Average seasonal curve

LIGHTCMDUSD average seasonal curve, 1983 to 2025
Index	Value
1	100
2	100.397
3	100.588
4	100.5466
5	100.7698
6	100.9444
7	100.6506
8	100.1186
9	100.0204
10	100.0933
11	100.2334
12	99.9518
13	99.9265
14	100.554
15	100.1278
16	100.335
17	99.3801
18	99.3211
19	99.9313
20	99.225
21	99.7706
22	99.5574
23	99.2345
24	99.3583
25	99.4182
26	99.6919
27	99.4527
28	99.6351
29	99.5864
30	99.6757
31	99.7438
32	99.7981
33	99.9092
34	99.8095
35	99.074
36	99.0628
37	99.0281
38	98.8727
39	99.238
40	98.9108
41	98.8105
42	98.9206
43	98.7568
44	99.4966
45	99.4414
46	99.5284
47	99.332
48	99.6397
49	99.3044
50	99.6291
51	99.3254
52	99.4796

Strongest recurring windows

Window	Dir	Win rate	Avg return	Sharpe	Years
27.07 → 30.07	Long	65.1%	+1.05%	3.84	43
26.07 → 30.07	Long	65.1%	+0.99%	3.06	43
27.07 → 31.07	Long	65.1%	+0.83%	2.95	43
26.07 → 18.09	Long	62.8%	+3.64%	0.65	43
26.07 → 19.09	Long	62.8%	+3.31%	0.60	43
25.07 → 20.09	Long	62.8%	+3.24%	0.60	43
23.07 → 20.09	Long	62.8%

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