United States
Over 2022 to 2025 (4 years of data), CARRUSUSD has tended to move short between 15.09 and 24.10, closing higher in 100.0% of those years for an average +7.91% move and an annualized Sharpe of 9.54.
Best window
15.09 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+7.91%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 24.10 | Short | 100.0% | +7.91% | 9.54 | 4 |
| 16.09 → 24.10 | Short | 100.0% | +7.73% | 9.12 | 4 |
| 19.09 → 24.10 | Short | 100.0% |
| +7.66% |
| 10.47 |
| 4 |
| 20.09 → 24.10 | Short | 100.0% | +7.47% | 9.54 | 4 |
| 15.09 → 25.10 | Short | 100.0% | +7.18% | 6.06 | 4 |
| 16.09 → 25.10 | Short | 100.0% | +7.00% | 6.05 | 4 |
| 15.09 → 26.10 | Short | 100.0% | +6.90% | 4.35 | 4 |
| 19.09 → 25.10 | Short | 100.0% | +6.90% | 5.37 | 4 |