The free model recovered. Pro would have avoided the drawdown entirely.
* Enhanced model performance is hypothetical/backtested through July 21, 2026. Not live-traded results.
Upgrade to ProSame data. Same market. The difference is what the model does with it.
Brent 1-year backwardation compressed from $32 to $15 in a single week. This is the most reliable institutional sell signal in commodity markets.
Didn't track forward curve. Stayed long.
Flagged regime change. Went 50% cash.
Goldman, Morgan Stanley, and Citi all cut forecasts on the same day. The first unanimous bearish shift since the crisis began.
Noted but didn't act. Supply thesis unchanged.
Scored consensus shift as -3 sigma event. Reduced exposure.
Transit crossed 20% of normal while the diplomatic track held. Normalization pricing became inevitable.
Transit noted as “recovering fast.” No allocation change.
Triggered defensive posture at 20% threshold. Opened small short at $77.
Singapore-flagged ship struck near Oman. First live-fire since MOU.
Noted. Still long and losing.
Tactical long on attack signal. Captured the volatility bounce.
Pro doesn't just track supply. It scores 30+ signals across supply, demand, sentiment, and positioning. Each signal gets a directional weight. The composite score drives allocation — including the ability to go short.
The free model uses fixed assumptions. Pro learns. When transit crosses 20%, when banks flip bearish, when the forward curve collapses — Pro adjusts in real time. Not because someone changed the rules. Because the data crossed a threshold.
The free model can only be long oil. It wins when oil goes up and bleeds when oil goes down. Pro can go both ways — long calls when disruption spikes, short when normalization accelerates. The June 23–26 short position turned the free model's -8% week into Pro's +3%.
Cancel anytime. First 7 days free.
The free model told you oil was going up. It was right — eventually.
It was wrong.
Pro would have told you WHEN to get out, WHEN to go short, and WHEN to get back in. No -15% drawdown. No white-knuckle weeks.
Both models are positive. But Pro's max drawdown was -2% vs Free's -15.2%. The difference: 8.9 percentage points of return and a night-and-day risk experience.*
* Hypothetical/backtested. Not live-traded results.