United States
Over 2017 to 2026 (10 years of data), CATUSUSD has tended to move long between 08.10 and 17.10, closing higher in 88.9% of those years for an average +3.19% move and an annualized Sharpe of 4.02.
Best window
08.10 - 17.10
Direction
Long
Win rate
88.9%
Avg return
+3.19%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 17.10 | Long | 88.9% | +3.19% | 4.02 | 9 |
| 09.10 → 16.10 | Long | 88.9% | +3.18% | 5.38 | 9 |
| 09.10 → 17.10 | Long | 88.9% |
| +2.83% |
| 4.18 |
| 9 |
| 10.10 → 17.10 | Long | 88.9% | +2.39% | 4.35 | 9 |
| 06.10 → 11.10 | Long | 88.9% | +1.91% | 4.37 | 9 |
| 05.10 → 11.10 | Long | 87.5% | +1.66% | 2.66 | 8 |
| 06.10 → 02.12 | Long | 77.8% | +9.81% | 2.08 | 9 |
| 06.10 → 04.12 | Long | 77.8% | +9.77% | 1.85 | 9 |