Agriculture
Over 2017 to 2025 (9 years of data), SOYBEANCMDUSX has tended to move long between 05.10 and 15.11, closing higher in 87.5% of those years for an average +5.55% move and an annualized Sharpe of 2.41.
Best window
05.10 - 15.11
Direction
Long
Win rate
87.5%
Avg return
+5.55%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 15.11 | Long | 87.5% | +5.55% | 2.41 | 8 |
| 07.10 → 15.11 | Long | 87.5% | +5.11% | 2.37 | 8 |
| 06.10 → 15.11 | Long | 87.5% |
| +5.00% |
| 2.21 |
| 8 |
| 08.10 → 15.11 | Long | 87.5% | +4.59% | 2.20 | 8 |
| 05.10 → 08.11 | Long | 87.5% | +4.05% | 2.41 | 8 |
| 08.10 → 14.11 | Long | 87.5% | +3.85% | 1.99 | 8 |
| 05.10 → 03.11 | Long | 87.5% | +3.70% | 2.76 | 8 |
| 11.10 → 08.11 | Long | 87.5% | +3.70% | 2.50 | 8 |