Commodities — Saisonnalité

Rendement mensuel moyen et winrate par symbole (lookback 20 ans). Couleur de cellule = intensité du rendement moyen.

Symbole 010203040506070809101112
BRENT +2.1% 58% wr +4.2% 68% wr +1.6% 63% wr +3.9% 68% wr +0.8% 47% wr +1.2% 63% wr +0.9% 58% wr -0.9% 40% wr -0.8% 45% wr -1.0% 53% wr -2.9% 47% wr -0.6% 53% wr
COCOA -0.2% 45% wr +2.3% 60% wr +1.2% 65% wr +5.1% 75% wr -0.9% 50% wr +1.9% 55% wr +0.7% 60% wr +2.7% 60% wr -1.9% 45% wr -1.8% 40% wr +2.7% 50% wr +2.1% 55% wr
COFFEE +0.6% 55% wr +1.5% 45% wr -2.2% 30% wr +2.5% 50% wr -1.4% 40% wr +1.6% 55% wr +2.3% 60% wr +2.1% 50% wr -0.8% 55% wr -0.9% 45% wr +4.5% 65% wr +0.4% 40% wr
COPPER +0.6% 60% wr +3.4% 75% wr +1.4% 50% wr +1.7% 55% wr -1.5% 50% wr +0.2% 60% wr +1.3% 60% wr -1.0% 40% wr -0.3% 55% wr -1.0% 45% wr +0.4% 50% wr +1.0% 60% wr
CORN +1.1% 65% wr +1.0% 60% wr +0.8% 50% wr +2.7% 55% wr -0.7% 40% wr -2.1% 30% wr -5.2% 30% wr +0.2% 35% wr +2.1% 75% wr +3.5% 70% wr -0.8% 35% wr +5.7% 90% wr
COTTON +1.9% 55% wr +3.1% 60% wr +0.2% 50% wr +1.7% 55% wr -3.3% 25% wr -1.3% 50% wr -0.4% 55% wr +1.5% 55% wr -1.4% 50% wr +0.4% 65% wr +0.8% 55% wr +4.2% 75% wr
GASOLINE +1.9% 60% wr +6.0% 65% wr +11.0% 95% wr +5.2% 70% wr +1.8% 50% wr +0.6% 60% wr +0.5% 50% wr -2.1% 30% wr -6.9% 20% wr -2.7% 55% wr -2.8% 30% wr +0.5% 65% wr
GOLD +3.5% 70% wr +1.5% 55% wr +0.2% 45% wr +1.1% 55% wr -0.1% 45% wr -0.8% 45% wr +1.3% 65% wr +2.2% 70% wr +0.1% 40% wr +0.7% 60% wr +1.1% 55% wr +0.9% 60% wr
HEATOIL +2.8% 60% wr +2.3% 55% wr +2.1% 45% wr +1.8% 60% wr -0.3% 35% wr +3.3% 65% wr +1.8% 65% wr +1.0% 45% wr +0.4% 55% wr +0.2% 40% wr -2.6% 45% wr -1.0% 55% wr
NATGAS -3.3% 40% wr -4.0% 35% wr +0.5% 50% wr +5.3% 80% wr +3.9% 60% wr +1.9% 45% wr -3.1% 25% wr +1.3% 60% wr +7.5% 65% wr +7.0% 65% wr +2.1% 50% wr -9.1% 35% wr
PALLADIUM +2.6% 58% wr +1.8% 68% wr -0.6% 55% wr +2.1% 72% wr -3.8% 33% wr -0.2% 45% wr +3.4% 68% wr -1.6% 47% wr -0.1% 75% wr +0.6% 63% wr +1.3% 63% wr +3.5% 65% wr
PLATINUM +3.9% 80% wr +2.1% 63% wr -2.1% 37% wr +1.6% 55% wr -1.6% 41% wr -2.3% 29% wr +0.7% 50% wr +0.8% 56% wr -1.2% 39% wr +0.2% 65% wr -0.1% 39% wr +2.5% 56% wr
SILVER +4.3% 70% wr +2.6% 55% wr -0.9% 40% wr +0.7% 45% wr +0.8% 50% wr -2.4% 35% wr +3.1% 60% wr +1.9% 50% wr -1.2% 45% wr +1.5% 70% wr +1.5% 40% wr +2.0% 55% wr
SOYBEAN +1.1% 75% wr +2.6% 65% wr -0.2% 55% wr +2.5% 60% wr +0.0% 45% wr +2.6% 60% wr -2.7% 35% wr -2.0% 35% wr -3.1% 40% wr +2.4% 65% wr +1.9% 65% wr +2.3% 50% wr
SUGAR +1.8% 65% wr +1.2% 55% wr -7.3% 25% wr -1.7% 30% wr -1.2% 40% wr +4.4% 60% wr +2.5% 65% wr +1.2% 55% wr +3.7% 55% wr +3.8% 60% wr -1.1% 35% wr +0.3% 50% wr
WHEAT -1.1% 55% wr +0.3% 45% wr -0.3% 45% wr +0.6% 55% wr +1.8% 50% wr -1.3% 45% wr +3.3% 55% wr -0.8% 40% wr +2.6% 65% wr +0.4% 60% wr -0.8% 45% wr +3.2% 65% wr
WTI +0.8% 45% wr +3.4% 75% wr +2.6% 60% wr +3.2% 65% wr +3.0% 45% wr +2.4% 65% wr +0.6% 60% wr -1.8% 45% wr -0.3% 45% wr -1.3% 50% wr -2.9% 45% wr +0.4% 55% wr
Légende : < −4% −4 à −2% −2 à −0.5% ≈ 0 +0.5 à +2% +2 à +4% > +4% "wr" = winrate mensuel (% de mois positifs).