Method
- Rules fixed first: every rule comes from published research and was written down, with the checks below and the pick rule, before its first run. Nothing was tuned after seeing results.
- Data: Yahoo Finance daily bars from 2005-01-03 to 2026-10-16. Front-month futures with the jump at each contract roll removed; days at or below zero (WTI on 20 Apr 2020) are excluded. Round 2 adds the CFTC Commitments of Traders report and charges gold, silver and copper longs the financing rate.
- Costs: 0.05% a side for spread and slippage on every entry and exit. A second run with double costs is kept for each rule.
- Checks (all five to pass; the first four to count as profitable): Enough trades (and, for monthly rules, at least 200 rebalances); 2005-2015: made money with a profit factor of at least 1.2; 2016-today: made money with a profit factor of at least 1.2; Made money in at least 65% of the years; Sharpe ratio since 2016 at least the benchmark's. Benchmark: equal-weight long basket of the 17 commodities.
- What was deleted: every rule that failed any of the first four checks, which was all of them. Their signals, live boards and trade lists are gone from the site; this page keeps their results so nobody is shown only survivors.
What this means for you: none of these rules is worth following on commodities as tested. The commodities pages keep prices and charts (commodities market), and the same method runs the live crypto and stock signals. Starting $10,000 in the benchmark in 2005 would have become $45,805.