Agriculture
Over 2017 to 2025 (9 years of data), SOYBEANCMDUSX has tended to move long between 07.10 and 15.11, closing higher in 87.5% of those years for an average +5.11% move and an annualized Sharpe of 2.37.
Best window
07.10 - 15.11
Direction
Long
Win rate
87.5%
Avg return
+5.11%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 15.11 | Long | 87.5% | +5.11% | 2.37 | 8 |
| 06.10 → 15.11 | Long | 87.5% | +5.00% | 2.21 | 8 |
| 12.10 → 18.11 | Long | 87.5% |
| +4.95% |
| 2.37 |
| 8 |
| 12.10 → 13.11 | Long | 87.5% | +4.92% | 2.67 | 8 |
| 12.10 → 16.11 | Long | 87.5% | +4.90% | 2.49 | 8 |
| 12.10 → 17.11 | Long | 87.5% | +4.78% | 2.34 | 8 |
| 12.10 → 12.11 | Long | 87.5% | +4.73% | 2.76 | 8 |
| 08.10 → 15.11 | Long | 87.5% | +4.59% | 2.20 | 8 |