United States
Over 2022 to 2026 (5 years of data), CASYUSUSD has tended to move long between 08.10 and 26.11, closing higher in 100.0% of those years for an average +11.65% move and an annualized Sharpe of 4.35.
Best window
08.10 - 26.11
Direction
Long
Win rate
100.0%
Avg return
+11.65%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 26.11 | Long | 100.0% | +11.65% | 4.35 | 4 |
| 05.10 → 26.11 | Long | 100.0% | +11.53% | 3.68 | 4 |
| 08.10 → 25.11 | Long | 100.0% |
| +11.50% |
| 4.04 |
| 4 |
| 07.10 → 26.11 | Long | 100.0% | +11.48% | 4.34 | 4 |
| 11.10 → 26.11 | Long | 100.0% | +11.42% | 3.34 | 4 |
| 07.10 → 25.11 | Long | 100.0% | +11.33% | 4.03 | 4 |
| 08.10 → 27.11 | Long | 100.0% | +11.33% | 4.25 | 4 |
| 11.10 → 25.11 | Long | 100.0% | +11.28% | 3.16 | 4 |