Agriculture
Over 2017 to 2025 (9 years of data), OJUICECMDUSX has tended to move short between 06.10 and 10.10, closing higher in 87.5% of those years for an average +3.03% move and an annualized Sharpe of 6.21.
Best window
06.10 - 10.10
Direction
Short
Win rate
87.5%
Avg return
+3.03%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 10.10 | Short | 87.5% | +3.03% | 6.21 | 8 |
| 05.10 → 22.10 | Short | 77.8% | +2.84% | 1.22 | 9 |
| 08.10 → 01.11 | Short | 77.8% |
| +2.77% |
| 1.54 |
| 9 |
| 06.10 → 22.10 | Short | 77.8% | +2.72% | 1.16 | 9 |
| 11.10 → 20.11 | Long | 77.8% | +2.70% | 0.61 | 9 |
| 08.10 → 22.10 | Short | 77.8% | +2.29% | 1.31 | 9 |
| 11.10 → 21.11 | Long | 77.8% | +2.22% | 0.44 | 9 |
| 10.10 → 07.11 | Short | 77.8% | +2.16% | 0.88 | 9 |