Seasonal · Turn-of-the-month seasonality
WTI Oil · Brent · Nat Gas Turn-of-Month · 1D
Turn-of-the-month seasonality on WTI Crude Oil, Brent Crude Oil, Natural Gas CFDs, evaluated on completed 1D bars and executed at live bid/ask.
Annual return−1.1%Backtest
Max drawdown−2.6%Volatility 4.4%
Sharpe-0.24Trades 9
Since go-live−0.09% 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 3: 3 in profit · 0 at a loss
| Closed | Market | Entry | Exit | Result |
|---|---|---|---|---|
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ BRENT | 101.41 | 101.86 | +0.43% |
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ NATGAS | 3.028 | 3.042 | +0.44% |
| Oct 5, 08:53 AM opened Oct 5, 06:29 AM | ▲ WTI | 89.98 | 90.20 | +0.23% |
Backtest on real market data
Annual return−1.1%
Max drawdown−2.6%
Sharpe-0.24
Trades9
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 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 | 0.3 | 0.5 | -2.6 | 1.0 | 0.6 | -0.3% |