Backtested Commodity Trading Strategies

Explore rules-based trading strategies backtested on commodity and futures markets — spanning metals, energy and grains. Each strategy shows its entry/exit rules, historical performance, and risk profile so you can judge it on evidence rather than a headline return.

The strategies fall into a few families: trend-following (e.g. moving-average and golden-cross systems), mean-reversion (buying oversold extremes, fading stretched moves), and positioning-based approaches that trade off CFTC Commitments-of-Traders extremes. For each we report the total and annualised return, Sharpe ratio, maximum drawdown, win rate, and — importantly — out-of-sampleresults, so you can see how a rule held up on data it wasn't fitted to.

Backtests describe the past and are not predictions; slippage, fees, and regime shifts all matter in live trading. Read the methodology for how these are constructed, check current commodity positioning, or dig into weekly CFTC COT data for the signals several of these strategies use. Educational analysis, not investment advice.