Backtest·Walk-forward·Public data·Not live results
How often the ranges held, 2012–2026
Out-of-sample coverage of the calibrated EWMA ranges (estimator chosen before seeing results). Live results are on /accuracy.
| Market | Horizon | Range | Days | Coverage | 95% interval |
|---|---|---|---|---|---|
| Brent | 1 d | 50% | 3,683 | 48.9% | 47.3%–50.6% |
| Brent | 1 d | 80% | 3,683 | 80.4% | 79.1%–81.7% |
| Brent | 1 d | 95% | 3,683 | 95.0% | 94.3%–95.7% |
| Brent | 5 d | 50% | 3,679 | 48.8% | 46.2%–51.5% |
| Brent | 5 d | 80% | 3,679 | 80.2% | 78.0%–82.2% |
| Brent | 5 d | 95% | 3,679 | 94.6% | 93.3%–95.8% |
| Brent | 21 d | 50% | 3,663 | 51.0% | 45.8%–56.5% |
| Brent | 21 d | 80% | 3,663 | 79.6% | 74.1%–84.2% |
| Brent | 21 d | 95% | 3,663 | 94.2% | 90.9%–97.1% |
| WTI | 1 d | 50% | 3,700 | 49.8% | 48.1%–51.5% |
| WTI | 1 d | 80% | 3,700 | 80.5% | 79.2%–81.8% |
| WTI | 1 d | 95% | 3,700 | 94.5% | 93.6%–95.3% |
| WTI | 5 d | 50% | 3,696 | 51.2% | 48.9%–53.7% |
| WTI | 5 d | 80% | 3,696 | 80.2% | 78.0%–82.3% |
| WTI | 5 d | 95% | 3,696 | 94.9% | 93.7%–96.1% |
| WTI | 21 d | 50% | 3,680 | 50.1% | 45.3%–54.7% |
| WTI | 21 d | 80% | 3,680 | 80.1% | 75.5%–84.1% |
| WTI | 21 d | 95% | 3,680 | 94.1% | 90.9%–96.9% |
| ULSD NYH | 1 d | 50% | 3,700 | 48.9% | 47.3%–50.6% |
| ULSD NYH | 1 d | 80% | 3,700 | 80.2% | 78.8%–81.6% |
| ULSD NYH | 1 d | 95% | 3,700 | 95.0% | 94.2%–95.7% |
| ULSD NYH | 5 d | 50% | 3,696 | 50.2% | 47.7%–52.6% |
| ULSD NYH | 5 d | 80% | 3,696 | 80.6% | 78.6%–82.7% |
| ULSD NYH | 5 d | 95% | 3,696 | 94.4% | 93.1%–95.5% |
| ULSD NYH | 21 d | 50% | 3,680 | 51.4% | 46.5%–56.5% |
| ULSD NYH | 21 d | 80% | 3,680 | 78.6% | 73.9%–82.9% |
| ULSD NYH | 21 d | 95% | 3,680 | 93.8% | 90.4%–96.5% |
| RBOB gasoline | 1 d | 50% | 3,699 | 49.2% | 47.6%–50.8% |
| RBOB gasoline | 1 d | 80% | 3,699 | 80.8% | 79.5%–82.2% |
| RBOB gasoline | 1 d | 95% | 3,699 | 95.0% | 94.2%–95.7% |
| RBOB gasoline | 5 d | 50% | 3,695 | 48.8% | 46.5%–51.2% |
| RBOB gasoline | 5 d | 80% | 3,695 | 79.8% | 77.7%–81.9% |
| RBOB gasoline | 5 d | 95% | 3,695 | 95.0% | 93.7%–96.2% |
| RBOB gasoline | 21 d | 50% | 3,679 | 51.7% | 46.5%–56.8% |
| RBOB gasoline | 21 d | 80% | 3,679 | 80.6% | 76.4%–84.8% |
| RBOB gasoline | 21 d | 95% | 3,679 | 94.3% | 91.3%–96.7% |
| Gasoil crack | 1 d | 50% | 3,682 | 47.1% | 45.2%–49.0% |
| Gasoil crack | 1 d | 80% | 3,682 | 79.3% | 77.8%–80.7% |
| Gasoil crack | 1 d | 95% | 3,682 | 94.7% | 93.8%–95.5% |
| Gasoil crack | 5 d | 50% | 3,678 | 49.2% | 46.7%–51.8% |
| Gasoil crack | 5 d | 80% | 3,678 | 79.5% | 77.4%–81.7% |
| Gasoil crack | 5 d | 95% | 3,678 | 94.1% | 92.8%–95.4% |
| Gasoil crack | 21 d | 50% | 3,662 | 48.9% | 44.3%–53.9% |
| Gasoil crack | 21 d | 80% | 3,662 | 77.2% | 72.9%–81.4% |
| Gasoil crack | 21 d | 95% | 3,662 | 92.8% | 90.2%–95.2% |
| Gasoline crack | 1 d | 50% | 3,681 | 50.0% | 48.2%–51.9% |
| Gasoline crack | 1 d | 80% | 3,681 | 79.2% | 77.7%–80.7% |
| Gasoline crack | 1 d | 95% | 3,681 | 95.3% | 94.4%–96.0% |
| Gasoline crack | 5 d | 50% | 3,677 | 48.3% | 45.9%–51.0% |
| Gasoline crack | 5 d | 80% | 3,677 | 78.4% | 76.2%–80.7% |
| Gasoline crack | 5 d | 95% | 3,677 | 95.3% | 94.2%–96.3% |
| Gasoline crack | 21 d | 50% | 3,661 | 48.9% | 44.5%–53.4% |
| Gasoline crack | 21 d | 80% | 3,661 | 78.4% | 74.6%–82.2% |
| Gasoline crack | 21 d | 95% | 3,661 | 94.7% | 92.3%–96.7% |
| Henry Hub gas | 1 d | 50% | 3,701 | 49.7% | 48.0%–51.3% |
| Henry Hub gas | 1 d | 80% | 3,701 | 79.9% | 78.6%–81.2% |
| Henry Hub gas | 1 d | 95% | 3,701 | 94.9% | 94.1%–95.6% |
| Henry Hub gas | 5 d | 50% | 3,697 | 51.6% | 49.1%–54.1% |
| Henry Hub gas | 5 d | 80% | 3,697 | 80.4% | 78.3%–82.5% |
| Henry Hub gas | 5 d | 95% | 3,697 | 94.2% | 92.9%–95.4% |
| Henry Hub gas | 21 d | 50% | 3,681 | 51.4% | 46.7%–56.0% |
| Henry Hub gas | 21 d | 80% | 3,681 | 79.7% | 75.4%–83.8% |
| Henry Hub gas | 21 d | 95% | 3,681 | 94.8% | 92.4%–97.0% |