Performance overview - Crude oil

The signals for our free quantitative asset models are publicly available with a 1 day lag on opening of a trade, though we will share them with you instantly whenever our models close a trade. If you want to see the signals without delay, you can either sign up for a free account, or sign up for a premium account to see additional signals and the full composition of our model portfolio.

  Assets Menu

Background on the model

Our proprietary crude oil model is calibrated on medium term statistical trends of itself as well as other asset classes, such as for instance stocks and volatility levels. The price of oil is a pure supply and demand story and by incorporating measures of risk aversion and performance of stocks we incorporate the state of the global economy, which often has a degree of predictive power over where commodity prices are headed.

Performance YTD

Daily returns YTD



Daily returns over the last 30 days

Date Return
2020-11-243.91%
2020-11-232.45%
2020-11-201.72%
2020-11-19-0.32%
2020-11-181.35%
2020-11-17-0.16%
2020-11-162.43%
2020-11-13-0.70%
2020-11-12-1.64%
2020-11-110.44%
2020-11-102.85%
2020-11-097.48%
2020-11-06-3.62%
2020-11-05-0.73%
2020-11-043.83%
2020-11-031.90%
2020-11-024.03%
2020-10-30-0.50%
2020-10-29-3.76%
2020-10-28-5.05%
2020-10-271.83%



Monthly historical returns

Date Asset Long/short Long only
2020-11-2427.76%27.76%27.76%
2020-10-30-8.52%-8.52%-8.52%
2020-09-30-9.56%-22.29%-16.04%
2020-08-314.57%4.57%4.57%
2020-07-315.22%5.22%5.22%
2020-06-3016.47%16.47%16.47%
2020-05-2939.81%-10.94%13.49%
2020-04-3011.13%-25.67%0.00%
2020-03-31-54.99%90.69%0.00%
2020-02-28-13.14%13.73%0.00%
2020-01-31-11.88%8.42%-2.14%