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Copper LME Breakout
Copper is known as 'Dr. Copper' for its ability to predict economic activity. This algo buys LME copper breakouts when China's PMI is also expanding — combining technical momentum with the fundamental demand signal....
Win Rate
54%
34 markets resolved
Backtest Return
19.7%
2-year backtest
Benchmark
15.3%
Copper Buy-and-Hold
Alpha vs Benchmark
+4.4%
2-year period
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Buy on 3-month LME high breakout. China PMI confirmation filter. Industrial metals momentum.
Copper is known as 'Dr. Copper' for its ability to predict economic activity. This algo buys LME copper breakouts when China's PMI is also expanding — combining technical momentum with the fundamental demand signal.
Asset COPPER
Benchmark Copper Buy-and-Hold
Data Source LME London
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
breakoutcopperLMEChina