Seasonal · Turn-of-the-month seasonality
Copper Turn-of-Month · 1D
Turn-of-the-month seasonality on Copper CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−0.8%Backtest
Max drawdown−1.4%Volatility 3.9%
Sharpe-0.19Trades 4
Since go-live+0.42% Live
Outside the System since Oct 5, 08:54 AM (live result below zero). It keeps running here and rejoins automatically once positive.
Live equity
Live trade history · last 1: 1 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:54 AM opened Oct 5, 06:29 AM | ▲ COPPER | 6.5906 | 6.6021 | +0.16% |
Backtest on real market data
Annual return−0.8%
Max drawdown−1.4%
Sharpe-0.19
Trades4
Winning trades50%
Time in market20%
Backtest on real historical prices from May 29, 2026 to Oct 2, 2026: signals on completed bars, filled at the next bar's open, net of typical spread, commission and overnight financing. Past and backtested results are not a reliable indicator of future results. (Binance)
Methodology
- Long from 2 calendar day(s) before month end until day 3 of the new month; flat otherwise.
- Long-only: short signals mean the position is flat.
- Position size targets 12% annualised volatility (risk level 3/5), capped at 3:1 leverage per instrument. Costs: live bid/ask spread, commission and overnight financing.
Monthly returns · Backtest
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Σ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.0 | -0.0 | -0.0 | 0.7 | -0.6 | -0.4 | -0.3% |