Today we're turning on intraday predictive signals for Crude Oil and Natural Gas. They join our live coverage across Equity Index, Metals, and FX, bringing Pythia to 10 live signals across four market sectors.
Coverage
With Energy live, the ten signals now span the most-liquid contracts in four of CME Group's six asset classes: Equity Index, Energy, Metals, and FX. Measured by dollar notional, those contracts trade more than $1.3 trillion a day. By CME's own contract-volume data, the four sectors we cover represent roughly 43% of total CME contract volume in 2025. Interest rates and agriculturals, the two sectors we don't cover, are the balance.
What launched
Crude Oil and Natural Gas are now available as intraday, minute-by-minute mid-price trend signals (Up / Stable / Down), delivered through the same API and dashboard as every other Pythia signal.
Both are built the way all our signals are built: a finance-native transformer trained from scratch on CME Globex Level-II limit-order-book data (ten levels of price and size), retrained quarterly on a rolling out-of-sample basis.
Signal portfolios that include the new energy signals
Each portfolio combines the individual signal strategies at fixed weights, and in each table is shown against its own component signals over the same period. Portfolio 1 weights Crude Oil and Natural Gas equally; Portfolio 2 weights all ten signals by inverse volatility.
Table 1: Energy portfolio (Crude Oil + Natural Gas, equal weight)
| Sharpe | Max drawdown | |
|---|---|---|
| Energy portfolio | 1.36 | -11.5% |
| Crude Oil alone | 1.28 | -15.7% |
| Natural Gas alone | 0.51 | -12.1% |
Pairing the two lifts the Sharpe above either signal and holds the worst-case drawdown below either standalone. The two markets don't fall apart at the same time, so combining them smooths the equity curve.
Table 2: Full-suite portfolio (all 10 signals, inverse-volatility weighted)
| Sharpe | Max drawdown | |
|---|---|---|
| Full-suite portfolio | 2.95 | -2.3% |
| Best single signal (Gold) | 1.55 | -4.3% |
| Range across 10 signals | 0.51 to 1.55 | down to -15.7% |
Blended across all ten live signals, the book runs a 2.95 Sharpe at a 2.3% maximum drawdown: higher risk-adjusted return than any individual signal, at a fraction of any single signal's drawdown.
June 2026 stress test
In June 2026, WTI fell roughly 24% on the month as OPEC+ added supply and the Middle East risk premium unwound. Over the same window, the Crude Oil strategy returned -8.89%, a fraction of the market's loss, positioning defensively as the tape turned.
How to use it
Every signal ships with downloadable historical predictions, so you can reproduce the portfolio effect above in your own harness before you commit a dollar. See the Crude Oil benchmarks (June 2026 and 2023-2026) and Natural Gas benchmarks (June 2026 and 2023-2026), or check the full benchmarks for all signals.
Methodology: Portfolio results are fixed-weight combinations of independent single-signal backtests, each normalized and summed on a minute-by-minute equity curve. The Energy portfolio is equal-weight and the full-suite portfolio inverse-volatility weighted, both over the trailing twelve months. Round-turn cost assumptions: 1.5 bp (Crude Oil), 2.5 bp (Natural Gas); exchange/clearing fees not included. Signals are evaluated with a deliberately naive trading policy (no sizing logic, no overlays) to isolate signal contribution. Coverage figures: dollar-notional based on our covered contracts' average daily volume times contract notional; contract-volume share from CME Group 2025 full-year ADV by asset class.