Energy signal stream
Signals for WTI crude oil and natural gas: System A (breakouts) and System F (bounces).
Energy Signals is a subscription of its own, $20 a month. Each of the other sections is subscribed to separately.
WTI signal stream performance
Backtest · Jan 2012 – Sep 2026
1,104 closed trades over 14.7 years from 2 systems, with one position open on WTI at a time. Allowing a second position adds the trades taken when a second signal arrives while the first is still open. Risk and reinvesting re-size the same trades. Past performance does not guarantee future results.
Monthly returns
Percent of the starting capital gained or lost in each month (UTC). A month with no closed trade is 0.0.
By year
Return and drawdown in percent of the starting capital; the drawdown is measured inside the year, from its own high.
By system
In R, so risk and reinvesting do not change it; the spread and commission switch does.
How it is counted: a trade counts when it closes, so drawdowns are measured on closed trades, not at the worst point of an open one. Without reinvesting, every trade risks the same share of the starting capital, and every percentage — monthly, yearly and drawdown — is in points of that starting capital; with it, trades risk a share of the equity at the time and every percentage is of the equity then. With typical spread and commission switched off, results are before costs; switched on, each trade’s own spread and commission, in R, is taken off its result. The Sharpe ratio is annual: annualised from monthly returns (×√12), with no risk-free rate.
The WTI page: turn markers, market hours and the forecast
NatGas signal stream performance
Backtest · Sep 2012 – Sep 2026
986 closed trades over 14.0 years from 2 systems, with one position open on NatGas at a time. Allowing a second position adds the trades taken when a second signal arrives while the first is still open. Risk and reinvesting re-size the same trades. Past performance does not guarantee future results.
Monthly returns
Percent of the starting capital gained or lost in each month (UTC). A month with no closed trade is 0.0.
By year
Return and drawdown in percent of the starting capital; the drawdown is measured inside the year, from its own high.
By system
In R, so risk and reinvesting do not change it; the spread and commission switch does.
How it is counted: a trade counts when it closes, so drawdowns are measured on closed trades, not at the worst point of an open one. Without reinvesting, every trade risks the same share of the starting capital, and every percentage — monthly, yearly and drawdown — is in points of that starting capital; with it, trades risk a share of the equity at the time and every percentage is of the equity then. With typical spread and commission switched off, results are before costs; switched on, each trade’s own spread and commission, in R, is taken off its result. The Sharpe ratio is annual: annualised from monthly returns (×√12), with no risk-free rate.
The NatGas page: turn markers, market hours and the forecast