United States
Over 2022 to 2026 (5 years of data), CACIUSUSD has tended to move long between 08.10 and 10.11, closing higher in 100.0% of those years for an average +11.33% move and an annualized Sharpe of 8.88.
Best window
08.10 - 10.11
Direction
Long
Win rate
100.0%
Avg return
+11.33%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 10.11 | Long | 100.0% | +11.33% | 8.88 | 4 |
| 09.10 → 10.11 | Long | 100.0% | +11.26% | 9.01 | 4 |
| 07.10 → 10.11 | Long | 100.0% |
| +11.19% |
| 8.73 |
| 4 |
| 08.10 → 09.11 | Long | 100.0% | +10.93% | 8.56 | 4 |
| 09.10 → 09.11 | Long | 100.0% | +10.86% | 8.70 | 4 |
| 08.10 → 08.11 | Long | 100.0% | +10.84% | 7.51 | 4 |
| 07.10 → 09.11 | Long | 100.0% | +10.79% | 8.43 | 4 |
| 09.10 → 08.11 | Long | 100.0% | +10.77% | 7.61 | 4 |