COMMODITIES
GLOBAL
WTI
Oil WTI Momentum
Oil trends strongly — geopolitical events, OPEC decisions, and supply shocks create multi-week momentum. This algo quantifies that by buying when 12-week momentum is in the top quartile of historical readings....
Win Rate
55%
40 markets resolved
Backtest Return
22.4%
2-year backtest
Benchmark
16.8%
WTI Buy-and-Hold
Alpha vs Benchmark
+5.6%
2-year period
CURRENT MARKET — WEEK OF —
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Performance History
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Market Activity
Algo Rules — Fully Public
12-week price momentum on WTI crude. Long top quartile. Weekly rebalance.
Oil trends strongly — geopolitical events, OPEC decisions, and supply shocks create multi-week momentum. This algo quantifies that by buying when 12-week momentum is in the top quartile of historical readings.
Tags
momentumoilWTIenergy
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