United States
Over 2018 to 2026 (9 years of data), CAHUSUSD has tended to move long between 07.10 and 13.11, closing higher in 100.0% of those years for an average +15.75% move and an annualized Sharpe of 5.53.
Best window
07.10 - 13.11
Direction
Long
Win rate
100.0%
Avg return
+15.75%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 13.11 | Long | 100.0% | +15.75% | 5.53 | 8 |
| 06.10 → 13.11 | Long | 100.0% | +15.58% | 5.34 | 8 |
| 08.10 → 13.11 | Long | 100.0% |
| +15.56% |
| 5.64 |
| 8 |
| 07.10 → 14.11 | Long | 100.0% | +15.35% | 5.18 | 8 |
| 07.10 → 15.11 | Long | 100.0% | +15.31% | 4.78 | 8 |
| 06.10 → 14.11 | Long | 100.0% | +15.17% | 5.03 | 8 |
| 08.10 → 14.11 | Long | 100.0% | +15.15% | 5.29 | 8 |
| 07.10 → 16.11 | Long | 100.0% | +15.14% | 4.51 | 8 |