

Over 2017 to 2025 (9 years of data), SOYBEANCMDUSX has tended to move short between 10.07 and 09.08, closing higher in 100.0% of those years for an average +4.31% move and an annualized Sharpe of 3.22.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 100.0125 |
| 3 | 99.6661 |
| 4 | 99.7728 |
| 5 | 100.3945 |
| 6 | 100.6287 |
| 7 | 100.8576 |
| 8 | 100.7725 |
| 9 | 100.779 |
| 10 | 100.5258 |
| 11 | 100.5454 |
| 12 | 101.1904 |
| 13 | 101.0338 |
| 14 | 101.0756 |
| 15 | 100.7548 |
| 16 | 100.5609 |
| 17 | 100.8375 |
| 18 | 100.863 |
| 19 | 100.8207 |
| 20 | 100.8684 |
| 21 | 101.1484 |
| 22 | 100.6156 |
| 23 | 100.7618 |
| 24 | 100.5293 |
| 25 | 100.8886 |
| 26 | 101.2472 |
| 27 | 101.1619 |
| 28 | 101.2449 |
| 29 | 101.318 |
| 30 | 101.3733 |
| 31 | 101.4339 |
| 32 | 101.3076 |
| 33 | 101.1345 |
| 34 | 101.4708 |
| 35 | 102.1135 |
| 36 | 102.1076 |
| 37 | 102.3875 |
| 38 | 102.1677 |
| 39 | 102.4052 |
| 40 | 102.5128 |
| 41 | 102.297 |
| 42 | 102.3051 |
| 43 | 102.826 |
| 44 | 102.912 |
| 45 | 102.5432 |
| 46 | 102.3431 |
| 47 | 102.8136 |
| 48 | 102.8509 |
| 49 | 102.8397 |
| 50 | 102.8917 |
| 51 | 103.2176 |
| 52 | 103.5279 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 09.08 | Short | 100.0% | +4.31% | 3.22 | 8 |
| 10.07 → 10.08 | Short | 100.0% | +3.98% | 2.72 | 8 |
| 09.07 → 09.08 | Short | 100.0% | +3.88% | 2.66 | 8 |
| 07.07 → 05.08 | Short | 100.0% | +3.78% | 3.56 | 8 |
| 07.07 → 09.08 | Short | 87.5% | +4.36% | 2.70 | 8 |
| 08.07 → 09.08 | Short | 87.5% | +4.24% | 2.71 | 8 |
| 07.07 → 10.08 | Short | 87.5% |
| 53 |
|---|
| 103.7007 |
| 54 | 103.9486 |
|---|
| 55 | 103.6716 |
|---|
| 56 | 103.2341 |
|---|
| 57 | 103.0566 |
|---|
| 58 | 103.1049 |
|---|
| 59 | 103.3854 |
|---|
| 60 | 103.7785 |
|---|
| 61 | 103.9715 |
|---|
| 62 | 104.0718 |
|---|
| 63 | 103.956 |
|---|
| 64 | 104.5144 |
|---|
| 65 | 104.625 |
|---|
| 66 | 104.3189 |
|---|
| 67 | 104.6051 |
|---|
| 68 | 104.3559 |
|---|
| 69 | 103.8147 |
|---|
| 70 | 103.899 |
|---|
| 71 | 103.9545 |
|---|
| 72 | 103.9668 |
|---|
| 73 | 103.6901 |
|---|
| 74 | 103.808 |
|---|
| 75 | 103.2577 |
|---|
| 76 | 102.8971 |
|---|
| 77 | 102.6797 |
|---|
| 78 | 102.4874 |
|---|
| 79 | 102.838 |
|---|
| 80 | 103.4244 |
|---|
| 81 | 103.2389 |
|---|
| 82 | 103.0172 |
|---|
| 83 | 103.1856 |
|---|
| 84 | 103.3272 |
|---|
| 85 | 103.1924 |
|---|
| 86 | 102.956 |
|---|
| 87 | 102.9058 |
|---|
| 88 | 102.9902 |
|---|
| 89 | 102.9328 |
|---|
| 90 | 103.4234 |
|---|
| 91 | 103.2424 |
|---|
| 92 | 102.7629 |
|---|
| 93 | 102.5448 |
|---|
| 94 | 102.1226 |
|---|
| 95 | 102.3652 |
|---|
| 96 | 102.3638 |
|---|
| 97 | 102.5071 |
|---|
| 98 | 102.9919 |
|---|
| 99 | 103.2139 |
|---|
| 100 | 103.5682 |
|---|
| 101 | 103.3884 |
|---|
| 102 | 103.4834 |
|---|
| 103 | 103.4501 |
|---|
| 104 | 103.4136 |
|---|
| 105 | 103.435 |
|---|
| 106 | 103.1174 |
|---|
| 107 | 102.9793 |
|---|
| 108 | 103.1742 |
|---|
| 109 | 103.0197 |
|---|
| 110 | 103.182 |
|---|
| 111 | 103.1778 |
|---|
| 112 | 103.0926 |
|---|
| 113 | 103.0578 |
|---|
| 114 | 103.3555 |
|---|
| 115 | 103.0524 |
|---|
| 116 | 103.1242 |
|---|
| 117 | 103.338 |
|---|
| 118 | 103.3068 |
|---|
| 119 | 103.0996 |
|---|
| 120 | 103.5127 |
|---|
| 121 | 103.7435 |
|---|
| 122 | 103.1672 |
|---|
| 123 | 103.4428 |
|---|
| 124 | 103.7914 |
|---|
| 125 | 103.5857 |
|---|
| 126 | 103.3226 |
|---|
| 127 | 103.3565 |
|---|
| 128 | 103.6854 |
|---|
| 129 | 103.0191 |
|---|
| 130 | 102.7871 |
|---|
| 131 | 103.0407 |
|---|
| 132 | 103.5283 |
|---|
| 133 | 103.3041 |
|---|
| 134 | 103.4329 |
|---|
| 135 | 103.1043 |
|---|
| 136 | 102.7188 |
|---|
| 137 | 102.2599 |
|---|
| 138 | 102.5582 |
|---|
| 139 | 102.354 |
|---|
| 140 | 102.4229 |
|---|
| 141 | 102.7731 |
|---|
| 142 | 103.113 |
|---|
| 143 | 102.8037 |
|---|
| 144 | 102.8583 |
|---|
| 145 | 102.8637 |
|---|
| 146 | 103.0941 |
|---|
| 147 | 103.595 |
|---|
| 148 | 103.8807 |
|---|
| 149 | 103.6922 |
|---|
| 150 | 103.0843 |
|---|
| 151 | 102.6531 |
|---|
| 152 | 103.0036 |
|---|
| 153 | 103.3614 |
|---|
| 154 | 103.1418 |
|---|
| 155 | 102.8625 |
|---|
| 156 | 102.7739 |
|---|
| 157 | 102.7754 |
|---|
| 158 | 102.7012 |
|---|
| 159 | 102.6029 |
|---|
| 160 | 102.7386 |
|---|
| 161 | 102.6273 |
|---|
| 162 | 102.1317 |
|---|
| 163 | 102.0962 |
|---|
| 164 | 102.2991 |
|---|
| 165 | 101.9989 |
|---|
| 166 | 101.9066 |
|---|
| 167 | 102.2267 |
|---|
| 168 | 101.4144 |
|---|
| 169 | 101.7914 |
|---|
| 170 | 101.6313 |
|---|
| 171 | 101.8543 |
|---|
| 172 | 101.6951 |
|---|
| 173 | 100.9155 |
|---|
| 174 | 99.0837 |
|---|
| 175 | 98.943 |
|---|
| 176 | 98.399 |
|---|
| 177 | 98.1917 |
|---|
| 178 | 97.8928 |
|---|
| 179 | 98.4135 |
|---|
| 180 | 98.5975 |
|---|
| 181 | 99.8653 |
|---|
| 182 | 99.5526 |
|---|
| 183 | 99.8727 |
|---|
| 184 | 100.1914 |
|---|
| 185 | 100.2761 |
|---|
| 186 | 99.4422 |
|---|
| 187 | 99.1592 |
|---|
| 188 | 99.2988 |
|---|
| 189 | 99.2089 |
|---|
| 190 | 98.7953 |
|---|
| 191 | 98.9922 |
|---|
| 192 | 98.5225 |
|---|
| 193 | 98.4025 |
|---|
| 194 | 98.5352 |
|---|
| 195 | 98.5714 |
|---|
| 196 | 98.3721 |
|---|
| 197 | 98.3948 |
|---|
| 198 | 98.7745 |
|---|
| 199 | 99.2631 |
|---|
| 200 | 99.2562 |
|---|
| 201 | 99.2276 |
|---|
| 202 | 98.8881 |
|---|
| 203 | 97.7358 |
|---|
| 204 | 97.3329 |
|---|
| 205 | 97.1992 |
|---|
| 206 | 96.696 |
|---|
| 207 | 97.3857 |
|---|
| 208 | 97.2997 |
|---|
| 209 | 97.2831 |
|---|
| 210 | 97.7725 |
|---|
| 211 | 97.2224 |
|---|
| 212 | 96.6172 |
|---|
| 213 | 96.0239 |
|---|
| 214 | 95.7027 |
|---|
| 215 | 95.6357 |
|---|
| 216 | 96.2663 |
|---|
| 217 | 95.8974 |
|---|
| 218 | 95.8683 |
|---|
| 219 | 95.6446 |
|---|
| 220 | 95.7291 |
|---|
| 221 | 95.9349 |
|---|
| 222 | 95.2965 |
|---|
| 223 | 95.5756 |
|---|
| 224 | 95.7007 |
|---|
| 225 | 96.215 |
|---|
| 226 | 96.0765 |
|---|
| 227 | 95.5707 |
|---|
| 228 | 95.8437 |
|---|
| 229 | 95.7968 |
|---|
| 230 | 96.2066 |
|---|
| 231 | 95.6717 |
|---|
| 232 | 95.6658 |
|---|
| 233 | 95.7772 |
|---|
| 234 | 95.925 |
|---|
| 235 | 95.678 |
|---|
| 236 | 95.6435 |
|---|
| 237 | 95.5084 |
|---|
| 238 | 95.9998 |
|---|
| 239 | 95.9342 |
|---|
| 240 | 96.2479 |
|---|
| 241 | 96.1149 |
|---|
| 242 | 96.0036 |
|---|
| 243 | 95.9595 |
|---|
| 244 | 95.633 |
|---|
| 245 | 95.7373 |
|---|
| 246 | 95.9155 |
|---|
| 247 | 96.1864 |
|---|
| 248 | 95.9937 |
|---|
| 249 | 95.8842 |
|---|
| 250 | 95.3897 |
|---|
| 251 | 95.5806 |
|---|
| 252 | 95.7196 |
|---|
| 253 | 96.1874 |
|---|
| 254 | 95.8415 |
|---|
| 255 | 96.9945 |
|---|
| 256 | 97.0654 |
|---|
| 257 | 96.859 |
|---|
| 258 | 96.7266 |
|---|
| 259 | 96.6824 |
|---|
| 260 | 96.5998 |
|---|
| 261 | 96.3687 |
|---|
| 262 | 96.8514 |
|---|
| 263 | 96.8691 |
|---|
| 264 | 96.6807 |
|---|
| 265 | 96.3271 |
|---|
| 266 | 96.2242 |
|---|
| 267 | 96.288 |
|---|
| 268 | 96.2725 |
|---|
| 269 | 96.3947 |
|---|
| 270 | 96.2648 |
|---|
| 271 | 96.2936 |
|---|
| 272 | 96.0143 |
|---|
| 273 | 95.5775 |
|---|
| 274 | 96.1714 |
|---|
| 275 | 96.362 |
|---|
| 276 | 96.2399 |
|---|
| 277 | 96.1102 |
|---|
| 278 | 96.2539 |
|---|
| 279 | 95.9782 |
|---|
| 280 | 96.3231 |
|---|
| 281 | 96.4404 |
|---|
| 282 | 96.1247 |
|---|
| 283 | 96.1935 |
|---|
| 284 | 96.0387 |
|---|
| 285 | 96.257 |
|---|
| 286 | 95.8715 |
|---|
| 287 | 96.0119 |
|---|
| 288 | 96.3873 |
|---|
| 289 | 96.3393 |
|---|
| 290 | 96.2921 |
|---|
| 291 | 96.2154 |
|---|
| 292 | 96.0608 |
|---|
| 293 | 96.3978 |
|---|
| 294 | 96.3134 |
|---|
| 295 | 96.5302 |
|---|
| 296 | 96.6148 |
|---|
| 297 | 97.1031 |
|---|
| 298 | 97.2334 |
|---|
| 299 | 97.1511 |
|---|
| 300 | 97.5987 |
|---|
| 301 | 97.6433 |
|---|
| 302 | 97.2108 |
|---|
| 303 | 97.0263 |
|---|
| 304 | 97.7236 |
|---|
| 305 | 98.4289 |
|---|
| 306 | 98.7021 |
|---|
| 307 | 98.8188 |
|---|
| 308 | 98.8284 |
|---|
| 309 | 98.9929 |
|---|
| 310 | 98.9503 |
|---|
| 311 | 98.9977 |
|---|
| 312 | 99.0149 |
|---|
| 313 | 99.2426 |
|---|
| 314 | 99.2675 |
|---|
| 315 | 99.7229 |
|---|
| 316 | 99.8908 |
|---|
| 317 | 100.0777 |
|---|
| 318 | 99.8544 |
|---|
| 319 | 99.9479 |
|---|
| 320 | 99.6336 |
|---|
| 321 | 100.0165 |
|---|
| 322 | 99.9799 |
|---|
| 323 | 99.7715 |
|---|
| 324 | 99.7709 |
|---|
| 325 | 99.8734 |
|---|
| 326 | 99.6254 |
|---|
| 327 | 99.6344 |
|---|
| 328 | 99.4434 |
|---|
| 329 | 99.4352 |
|---|
| 330 | 99.0115 |
|---|
| 331 | 99.0504 |
|---|
| 332 | 99.7256 |
|---|
| 333 | 99.5583 |
|---|
| 334 | 99.4925 |
|---|
| 335 | 98.7926 |
|---|
| 336 | 98.8651 |
|---|
| 337 | 98.9876 |
|---|
| 338 | 99.2239 |
|---|
| 339 | 99.0678 |
|---|
| 340 | 99.1486 |
|---|
| 341 | 99.3941 |
|---|
| 342 | 99.3604 |
|---|
| 343 | 99.3124 |
|---|
| 344 | 99.4079 |
|---|
| 345 | 99.6747 |
|---|
| 346 | 99.4073 |
|---|
| 347 | 99.1679 |
|---|
| 348 | 99.2594 |
|---|
| 349 | 99.2271 |
|---|
| 350 | 99.6414 |
|---|
| 351 | 99.6957 |
|---|
| 352 | 99.8511 |
|---|
| 353 | 99.3154 |
|---|
| 354 | 99.5838 |
|---|
| 355 | 99.6431 |
|---|
| 356 | 100.0577 |
|---|
| 357 | 100.6097 |
|---|
| 358 | 100.866 |
|---|
| 359 | 100.9849 |
|---|
| 360 | 100.8838 |
|---|
| 361 | 101.1127 |
|---|
| 362 | 101.4983 |
|---|
| 363 | 101.202 |
|---|
| 364 | 101.4998 |
|---|
| 365 | 101.5351 |
|---|
| 366 | 102.9717 |
|---|
| +4.04% |
| 2.37 |
| 8 |
| 07.07 → 02.08 | Short | 87.5% | +4.01% | 3.29 | 8 |