Accuracy Record
Every range we publish is checked against the next close and kept, hit or miss.
Fifteen years of ranges, scored.
Brent’s 1-day range held 187 of the last 239 sessions, 78.2%.
79.2–80.8%
1 trading day, 80% range
78.4–80.6%
5 trading days, 80% range
77.2–80.6%
21 trading days, 80% range
0 of 18
direction tests that beat a naive baseline
Only the live record counts.
The backtest flatters whoever built it, so the live record is kept apart and published every morning.
- The live record starts the day the first range reaches a clientday 0
- Yesterday’s ranges scored against the close and addednext morning
- Worst cell in the fifteen-year backtest52.2% for Brent at 21 days in 2014
Your own record.
Ranges on your Gulf grades from your Platts or Argus licence, scored the same way, private.
Start on your own book.
One trading week on your own book, with no card and no call.