United States
Over 2022 to 2026 (5 years of data), CARRUSUSD has tended to move short between 07.10 and 24.10, closing higher in 100.0% of those years for an average +5.93% move and an annualized Sharpe of 7.75.
Best window
07.10 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+5.93%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 24.10 | Short | 100.0% | +5.93% | 7.75 | 4 |
| 06.10 → 24.10 | Short | 100.0% | +5.89% | 13.11 | 4 |
| 06.10 → 25.10 | Short | 100.0% |
| +5.15% |
| 7.58 |
| 4 |
| 06.10 → 26.10 | Short | 100.0% | +4.92% | 6.92 | 4 |
| 06.10 → 27.10 | Short | 100.0% | +4.34% | 5.29 | 4 |
| 07.10 → 23.10 | Short | 100.0% | +3.96% | 5.34 | 4 |
| 06.10 → 23.10 | Short | 100.0% | +3.91% | 8.18 | 4 |
| 10.10 → 24.10 | Short | 75.0% | +5.23% | 4.41 | 4 |