Agriculture
Over 2017 to 2025 (9 years of data), SUGARCMDUSD has tended to move long between 08.10 and 15.10, closing higher in 88.9% of those years for an average +1.38% move and an annualized Sharpe of 3.90.
Best window
08.10 - 15.10
Direction
Long
Win rate
88.9%
Avg return
+1.38%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 15.10 | Long | 88.9% | +1.38% | 3.90 | 9 |
| 08.10 → 14.10 | Long | 88.9% | +1.32% | 4.97 | 9 |
| 08.10 → 13.10 | Long | 88.9% |
| +1.28% |
| 4.65 |
| 9 |
| 07.10 → 15.10 | Long | 88.9% | +1.25% | 2.94 | 9 |
| 07.10 → 14.10 | Long | 87.5% | +1.34% | 3.92 | 8 |
| 07.10 → 13.10 | Long | 87.5% | +1.29% | 3.60 | 8 |
| 11.10 → 10.12 | Short | 77.8% | +3.06% | 1.67 | 9 |
| 11.10 → 06.12 | Short | 77.8% | +3.00% | 1.92 | 9 |