The input trading signal is simply the EIA's weekly crude oil and natural gas inventory reports on Wednesdays and Thursdays, respectively.
No forward looking bias was instituted; it's important to not tailor strategies to backtests - the above mathematical levels and profit taking ratios are determined beforehand and thus are appropriated for all trades.
The interesting thing is this is just a visualization of a backtest using Quantopian. The real treat is the system that can exit at a the best statistically relevant Gaussian level. Remember, speed is the most important thing here, you can have the best model but without the technology to support it, it's no use.