Commodity Seasonal Analytics & Backtester
Institutional Spreads & PatternsMulti-year seasonal curves, stacked historical dispersion, automated seasonal window backtesting, and CFTC COT institutional positioning for energy, metals, grains, and softs.
GC (Gold)
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Bias: —
Gold
GC MetalsCOMEX Gold continuous futures.
Latest Price
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$ / troy oz
1-Day Change
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1-Year Trend
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15Y Seasonal Bias
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COT Index (1Y)
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Seasonal Tendency Curves (Jan 1 – Dec 31)
Normalized multi-year price trajectory indexed to base 100 on Jan 1.CFTC Commercial vs Speculator Net Positioning Overlay
Weekly positioning contracts and sentiment extremes for underlying market.Stacked Annual Price Progression
Comparison of past 15 individual years on the same calendar timeline.Configure Seasonal Window
Select entry/exit dates to simulate holding the position every year across history.
Win Rate
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— trades
Total Cumulative PnL
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Avg: —
Profit Factor
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Gross Win / Gross Loss
Max Drawdown
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Peak to Valley
Avg Win / Avg Loss
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Risk-Reward Ratio
Recent 5Y Win Rate
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Last 5 Trades
Cumulative Equity Curve (% Return)
Compounded performance of executing this exact seasonal window annually.Year-by-Year Trade Breakdown
Individual entry and exit executions, excursion drawdowns, and net returns.| Year | Entry Date | Entry Price | Exit Date | Exit Price | Max Run-up (MFE) | Max Drawdown (MAE) | Trade PnL % | Contract PnL ($) | Outcome |
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Automated Seasonal Window Optimizer
Scans calendar windows of 15, 30, 45, 60 and 90 days across the year. Click any window to load it into the Backtester.
Top 5 Long Seasonal Windows
Ranked by signal strength| Entry Date | Exit Date | Duration | Signal | Avg Return | Win % | Years | Action |
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Top 5 Short Seasonal Windows
Ranked by signal strength| Entry Date | Exit Date | Duration | Signal | Avg Return | Win % | Years | Action |
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Monthly Seasonal Win-Rate Profile
Average win rate and return across the long windows tested for each entry month.Historical Analog Years (Correlations)
Ranked correlation between the current year's price action and past historical years to identify analog cycles.| Historical Year | Correlation with Current Year | Full Year Return | Analog Similarity |
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Build a Spread
Combine any two commodities. Each leg carries its own multiplier, which is how unit conversions are expressed — RBOB is quoted per gallon and crude per barrel, so the gasoline crack is 42×RB − CL.
Curated Spreads
Substitution spreads, refining margins and monetary ratios, ready to open.