Seasonal · Turn-of-the-month seasonality
Nat Gas Turn-of-Month · 1D
Turn-of-the-month seasonality on Natural Gas CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−0.7%Backtest
Max drawdown−3.3%Volatility 6.5%
Sharpe-0.07Trades 3
Since go-live+0.15% Live
Outside the System since Oct 5, 08:53 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, 08:53 AM opened Oct 5, 06:29 AM | ▲ NATGAS | 3.028 | 3.041 | +0.42% |
Backtest on real market data
Annual return−0.7%
Max drawdown−3.3%
Sharpe-0.07
Trades3
Winning trades33%
Time in market21%
Backtest on real historical prices from Jun 24, 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 18% annualised volatility (risk level 4/5), 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 | 1.2 | 0.5 | -1.7 | -0.6 | 0.5 | -0.2% |