United States
Over 2022 to 2026 (5 years of data), CACCUSUSD has tended to move long between 11.10 and 17.10, closing higher in 100.0% of those years for an average +6.18% move and an annualized Sharpe of 20.02.
Best window
11.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+6.18%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 17.10 | Long | 100.0% | +6.18% | 20.02 | 4 |
| 11.10 → 18.10 | Long | 100.0% | +5.87% | 19.41 | 4 |
| 11.10 → 25.10 | Long | 100.0% |
| +5.65% |
| 7.93 |
| 4 |
| 11.10 → 26.10 | Long | 100.0% | +5.43% | 7.91 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +5.28% | 31.75 | 4 |
| 11.10 → 24.10 | Long | 100.0% | +4.57% | 7.95 | 4 |
| 11.10 → 14.10 | Long | 100.0% | +4.41% | 50.16 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +4.34% | 4.51 | 4 |