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Stocks S&P500
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. (Date added to LongShortSignal: 2019-12-31).
| Date | Return |
|---|
| Date | Asset | Long/short | Long only |
|---|---|---|---|
| 2022-01-06 | 5.41% | 3.04% | 3.04% |
| 2021-12-31 | 10.22% | -7.61% | 1.21% |
| 2021-11-30 | -16.37% | -3.27% | -6.91% |
| 2021-10-29 | 7.46% | 7.46% | 7.46% |
| 2021-09-30 | 7.58% | 7.54% | 7.54% |
| 2021-08-31 | -4.38% | -3.73% | -3.73% |
| 2021-07-30 | 1.60% | 1.60% | 1.60% |
| 2021-06-30 | 8.38% | 8.38% | 8.38% |
| 2021-05-31 | 3.08% | 3.08% | 3.08% |
| 2021-04-30 | 5.84% | 5.84% | 5.84% |
| 2021-03-31 | -3.92% | -3.92% | -3.92% |
| 2021-02-26 | 18.34% | 18.34% | 18.34% |
| 2021-01-29 | 7.88% | 7.88% | 7.88% |
| 2020-12-31 | 8.85% | 8.85% | 8.85% |
| 2020-11-30 | 27.04% | 27.04% | 27.04% |
| 2020-10-30 | -8.52% | -8.52% | -8.52% |
| 2020-09-30 | -9.56% | -22.29% | -16.04% |
| 2020-08-31 | 4.57% | 4.57% | 4.57% |
| 2020-07-31 | 5.22% | 5.22% | 5.22% |
| 2020-06-30 | 16.47% | 16.47% | 16.47% |
| 2020-05-29 | 39.81% | -10.94% | 13.49% |
| 2020-04-30 | 11.13% | -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% |