United States
Over 2018 to 2026 (9 years of data), CAGUSUSD has tended to move short between 11.10 and 12.11, closing higher in 87.5% of those years for an average +2.83% move and an annualized Sharpe of 3.20.
Best window
11.10 - 12.11
Direction
Short
Win rate
87.5%
Avg return
+2.83%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 12.11 | Short | 87.5% | +2.83% | 3.20 | 8 |
| 10.10 → 12.11 | Short | 87.5% | +2.75% | 2.90 | 8 |
| 11.10 → 11.11 | Short | 87.5% |
| +2.64% |
| 2.64 |
| 8 |
| 10.10 → 08.11 | Short | 87.5% | +2.59% | 1.82 | 8 |
| 10.10 → 11.11 | Short | 87.5% | +2.56% | 2.38 | 8 |
| 10.10 → 10.11 | Short | 87.5% | +2.47% | 1.88 | 8 |
| 11.10 → 07.11 | Short | 87.5% | +2.39% | 1.78 | 8 |
| 11.10 → 13.11 | Short | 87.5% | +2.26% | 2.57 | 8 |