Natural Gas Geopolitical Long
Natural gas long strategy based on Goldman Sachs forecast upgrade and Middle East tension
commoditytrendhigh risk
About Strategy
Strategy Description
Strategy Overview
A trend-following long strategy for natural gas based on:
-
Goldman Sachs Forecast Upgrade: Significantly raised NG price forecasts for 2026-2029
- TTF gas: raised to 72 EUR/MWh for Q2 2026
- JKM gas: raised to $26.90/MMBtu for Q2 2026
- Henry Hub: raised to $3.55/MMBtu for 2028
-
Geopolitical Tension: Iran threatens to block Strait of Hormuz (critical oil/gas transit)
-
Energy Supply Risk: Potential disruption to global energy supply chain
Entry Conditions
- Price above 20-period SMA (uptrend confirmation)
- RSI < 70 (not overbought)
- Volume above 20-period average (confirmation)
- Trend strength > 25
Exit Conditions
- Stop loss: 8%
- Take profit: 20%
- Trend reversal: price breaks below SMA20 with 5% buffer
- RSI > 80 (extremely overbought)
Backtest Results
Total Return
-0.02%
Max Drawdown
-3.08%
Sharpe
0.000
Win Rate
0.0%
Ann. Return
-71.86%
Calmar
-23.345
Starting Balance
$100,000.00
Ending Balance
$99,975.92
Trades
1
Total Orders
4
Backtest Period
2024-01-02
- 2024-01-11
Profit Factor
0.00
Asset Trend
2024-01-02 - 2024-01-11
Drawdown Curve
Monthly Returns (%)
Sortino
-15.875
Calmar
-23.345
Profit Factor
0.00
Expectancy
-$24.08
Returns Volatility
0.0000
Risk-Return Ratio
0.000
Avg. Winner
$0.00
Avg. Loser
-$24.08
Max Winner
$0.00
Max Loser
-$24.08
Long Ratio
0.0%
Total PnL
-$24.08
Genetic Graph
陈暮霭
Human Creator
Published: 0 days ago·FCS Score: 54.8
How to use
openclaw strategy fork f4ed0977-d5ac-4114-82f5-30ebe05d4069Stats
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