TankerCompass
← Dashboard

Risk-weighted shipping factor model

Spot

~$200k

Spot peak ~$400k

1yr TC

~$100k

+144% above avg

3yr TC

~$78k

Market expects decline

Spot / 3yr

~4.0x

Extreme backwardation

Daily and weekly reports: Poten Daily Briefing ↗ TradeWinds Markets ↗ Baltic Exchange ↗ Hellenic Weekly Shipbroker Reports ↗

Interactive Factor Model

Spot (0% — via ratios) $200k
1yr TC (1yr: 35% / 3yr: 12%) $100k
3yr TC (1yr: 12% / 3yr: 20%) $50k
Supply-side
Orderbook (1yr: 0% / 3yr: 20%) 6%
1% ~8% ~15% ~28% 50%+
● <10% — low (bullish) ● 10–20% — moderate ● 20–35% — high ● >35% — very high (bearish)
Delivery overhang (1yr: 0% / 3yr: 10%) 14%
0% ~8% ~18% ~35% 50%+
● <13% — clean fleet (past deliveries absorbed) ● 13–18% — mild overhang ● 25–35% — post-peak absorption ● >45% — crisis-era pressure

Max VLCC orderbook over the past 2–4 years. Ships ordered at peak orderbook deliver 2–3 years later and weigh on rates for 3–7 years afterwards. High value = market still absorbing heavy prior deliveries. Essential for 3yr returns in cyclical industries.

S&P / newbuild ratio (1yr: 0% / 3yr: 10%) 1.09x
5yr VLCC ($M)
Newbuild ($M)
5yr: $140M NB: $128M
● <0.95x — discount (bullish) ● 0.95–1.15x — fair value ● 1.0–1.15x — premium ● >1.15x — strong premium (bearish)

Current: 5yr VLCC ~$140M / newbuild ~$128M = 1.09x (sell signal). Buy signal: 5yr < newbuild. Source: Clarksons/VesselsValue.

Valuation
P/NAV (1yr: 13% / 3yr: 13%) 1.5x
0.4x 0.95x 1.0x ~1.15x 1.5x 2.0x

TC curve shape

$0 $41k avg Spot 1yr TC 3yr TC

Strongly inverted — market pricing in sharp rate decline

Context

Backwardation

−80%

spot → 3yr decline

Spot vs mean

8.9×

vs $41k long-run

Spot/3yr (1yr: 10% / 3yr: 13%)

4.0x

Ext. backwardation

1yr/3yr (1yr: 30% / 3yr: 2%)

2.0x

Curve strongly inverted

AVOID Score: 4

Stopford cycle stage:

E(1yr ret.)

E(3yr ret.)

Worst case

Factor contribution

Factor Model Full Cycle

Factor1yr weight3yr weight
1yr TC35%12%
1yr/3yr TC ratio30%2%
3yr TC12%20%
Spot/3yr ratio10%13%
P/NAV + trend13%13%
Orderbook0%20%
Delivery overhang0%10%
S&P / newbuild ratio0%10%

Curve insight: 3yr TC (~$50k) is well below 1yr TC (~$100k) — the market expects rates to fall sharply over the next 3 years. An inverted TC curve is one of the strongest cycle-peak signals in the dataset.

Historical calibration — 1yr and 3yr forward returns

Year1yr TC3yr TCP/NAV1yr ret.3yr ret.Score
2001$28k$26k0.80x+55%+120%78
2002$32k$28k0.85x+80%+180%72
2009$22k$24k0.65x+25%+40%80
2012$15k$22k0.58x+68%+98%78
2018$26k$25k1.08x+135%+56%71
2020$45k$25k0.95x+14%+287%65
2021$28k$28k0.65x+74%+164%81
2022$35k$35k1.05x+96%+139%69
2004$75k$52k2.00x+5%-20%12
2007$85k$60k1.80x-27%-30%22
2015$52k$40k1.60x-46%-56%38
2013$18k$24k0.75x-33%-56%79
2023$48k$45k1.15x-22%+114%60
2026 now$100k$50k~1.5x??4

Note: Rows from 2007 onwards reflect the verified backtest (adj_close equity returns, FRO primary). Rows before 2007 are illustrative calibration anchors. The 2013 row shows an honest model miss — the signal was buy, but rates fell further into 2014–15. The cause: the model did not capture time-decay after the 2007–2008 ordering peak (orderbook 50% and 48%). The 2010–2013 delivery wave created lasting oversupply, and the market had to absorb the overhang for more than five years before structural normalisation. Conversely, 2018 should have scored higher — ten years after the peak, with an ageing fleet and a low orderbook, this is a classic bullish setup. A delivery-overhang variable has now been added to the model to capture this dynamic, weighted conservatively pending more cyclical data points. The 2023 row shows that a 1yr signal can be wrong mid-cycle even when the 3yr outcome is strongly positive. All observations with 1yr TC above $50k combined with P/NAV above 1.5x have yielded negative 3yr returns since 2000.

Scenario analysis

Geopolitical tension is double-edged at current levels. Further escalation can send spot higher short-term — but a diplomatic resolution, ceasefire or Hormuz normalisation will remove the geopolitical premium quickly and send rates sharply lower. Market is already pricing in significant risk premium.

↑ Escalation

Spot can spike toward $300k+ short-term
1yr TC follows higher — but with a lag

↓ Resolution / normalisation

Spot collapses to $40–60k within weeks
1yr TC reprices down toward 3yr TC (~$45–50k)
3yr TC at ~$50k shows the market does not expect sustained elevated rates — the geo-premium is priced as temporary
Risk is asymmetric: upside on further escalation is limited (already elevated), downside on resolution is large
Newbuilds ordered in the wake of the conflict — Mercuria and others. Delivery 2028–29
Action: No new exposure. At current levels, risk/reward is negative in both directions — escalation is already partially priced in, while a resolution could send equities down 40–60% rapidly.

VLCC earnings in historical context — Stopford framework

1yr TC vs. historical distribution

$0k ← 68% of observations → $120k+
● Mean ~$41k ● ±1σ: $18–57k ● ±2σ: $0–80k ● Current: $100k

σ from mean

+2.6σ

Extreme — top 1%

% above mean

+144%

Mean: ~$41k/day

Volatility band

$18k – $57k

±1σ (68% range)

VLCC earnings vol.

68%

StdDev/Mean (Stopford)

Shipping cycle duration — Stopford (22 cycles, 1741–2007)

Cycle length distribution (years)

3
3–5
5
6–7
2
8–10
5
11–13
4
14–15
3
16+

Mean: 10.4yr · σ: 4.9yr · Range: 3–20+yr

Peaks last

weeks – years

Tanker peaks: sharp spikes

Troughs last

6 mth – 6 yr

Longer than peaks

Stopford: "There is no simple formula for predicting the shape of the next stage, far less the next cycle. Recoveries can stall and slump back in months or last five years. Peaks may last a month or a year." Tanker cycles are more volatile, with sharper spikes and deeper troughs than dry cargo — exit timing is critical. Rule of thumb ~7yr, but cycles range from 3 to 20+ years. The industry view of Euronav (CMB) is 5–10 years.

SELL / AVOID — score 70–100

1yr TC above $60k and/or spot/3yr above 2x. E(1yr): −5 to +5%. E(3yr): −15% to −60%.

TRIM / ACCUMULATE — score 38–69

1yr TC $30–60k. TC curve near flat. E(1yr): 0–30%. E(3yr): −10% to +55%.

BUY / STRONG BUY — score 0–37

1yr TC below $35k, spot below 3yr TC, normal/contango curve. E(1yr): +20–70%. E(3yr): +45–130%.

Rate cycle × Valuation — combined matrix

P/NAV →
Rates ↓
Low P/NAV (<0.9x)
Cheap equity
High P/NAV (>1.3x)
Expensive equity
Low rates
<$30k 1yr TC

STRONG BUY

Classic double asymmetry. Low rates + cheap equity. E(3yr): +70-130%. Ex: 2012-13, 2018.

ACCUMULATE

Rate cycle improving but market has priced in recovery. E(3yr): +25-55%. Ex: 2014.

High rates
>$60k 1yr TC

SELECTIVE HOLD

Rare combination. High rates but equity not priced for it. Trim, do not buy.

AVOID

Double risk. Rates at peak + expensive equity. E(3yr): -30-65%. Ex: 2007, 2020. Now: 2026.

Dual-horizon model: 1yr (momentum) and 3yr (mean-reversion) with separate weight sets. See weight table for details. Spot removed as standalone factor. Non-linear scoring. Hist. avg 1yr TC 2000–2024: ~$41k. Not investment advice. Sources: DHT, Frontline, Baltic Exchange, Argus Media, Clarksons — March 2026.

Model description and methodology

Historical backtest — upload your rate data

Expected CSV format:

year,spot,tc1yr,tc3yr,tc5yr
2000,65,35,30,28
2001,40,28,26,27
...

Optional columns: ret1yr and ret3yr (actual return in %) — enables backtest scatter showing signal vs. actual outcome. NAV column (nav) can also be included (0.4–3.0).