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BNO United States Brent Oil Fund LP

ETF

63.99

Close 10/9

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Price and fund-flow snapshot

As of 2026-10-09

Momentum: Strong.

Momentum Strong All 2 indicators are Top.
60-day return (%) 36.79 98th percentile Top
240-day return (%) 114.8 97th percentile Top
Risk / liquidity Neutral Distance from peak is Top, but 60-day annualized volatility is Lagging.
60-day annualized volatility (%) 48.54 84th percentile Lagging
Distance from peak (%) 0 98th percentile Top
20-day dollar volume 133,077,911 25th percentile Average

United States Brent Oil Fund LP (BNO) today

2 quant signals active · As of 2026-10-09

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

United States Brent Oil Fund LP (BNO) peers and tracking

Watchlist

This page refreshes daily after the close. Add United States Brent Oil Fund LP to your watchlist to track signal changes on your next visit.

United States Brent Oil Fund LP (BNO) quant signal backtests

Signals active now

Each active condition is tested against this ETF’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

16 historical occurrences (since 2017-10-26)
Average forward return after 52-week adjusted-price high。20-day: Win 60%, Sample 15, Median +4.54%, Excess +3.99%, Beat mkt rate 53.3%;60-day: Win 57.1%, Sample 14, Median +2.01%, Excess -1.13%, Beat mkt rate 28.6%;120-day: Win 61.5%, Sample 13, Median +13.71%, Excess +8.62%, Beat mkt rate 53.8%

120 days after: historical avg +12.59%

20-day +3.94%
60-day +0.85%
120-day +12.59%
20-day
60-day
120-day
Win
60%
57.1%
61.5%
Sample
15
14
13
Median
+4.54%
+2.01%
+13.71%
Excess
+3.99%
-1.13%
+8.62%
Beat mkt rate
53.3%
28.6%
53.8%

Over 13 occurrences, 120-day forward avg gained 12.59%, beat the market by 8.62 pts; win rate 61.5%.

Top-quintile 6-month momentum

Active · now 91.05%

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

25 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 24, Median +0.42%, Excess +2.8%, Beat mkt rate 54.2%;60-day: Win 50%, Sample 24, Median +1.53%, Excess +2.69%, Beat mkt rate 45.8%;120-day: Win 66.7%, Sample 24, Median +6.52%, Excess +4.2%, Beat mkt rate 37.5%

120 days after: historical avg +11.75%

20-day +3.13%
60-day +6.4%
120-day +11.75%
20-day
60-day
120-day
Win
50%
50%
66.7%
Sample
24
24
24
Median
+0.42%
+1.53%
+6.52%
Excess
+2.8%
+2.69%
+4.2%
Beat mkt rate
54.2%
45.8%
37.5%

Over 24 occurrences, 120-day forward avg gained 11.75%, beat the market by 4.2 pts; win rate 66.7%.

More history: Holding-period returns in its own history, Signals not active now

Holding-period returns in its own history

Since 2016-01-04, 62.7% of 2,456 one-year holding periods ended with a gain; the median one-year return was +7.8%. Over three-year holding periods, 71.6% of 1,952 ended with a gain (median +37.8%).

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

20% below its peak

Pending

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

30 times historically; 60-day forward avg +5.72%, win rate 62.1%, beating the market by +3.82 pts on average.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

28 times historically; 60-day forward avg +4.44%, win rate 50%, beating the market by +1.67 pts on average.

Continue researching United States Brent Oil Fund LP with the evidence above.

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Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.