United States
Over 2022 to 2026 (5 years of data), CBOEUSUSD has tended to move long between 08.10 and 28.11, closing higher in 100.0% of those years for an average +7.61% move and an annualized Sharpe of 6.35.
Best window
08.10 - 28.11
Direction
Long
Win rate
100.0%
Avg return
+7.61%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 28.11 | Long | 100.0% | +7.61% | 6.35 | 4 |
| 12.10 → 28.11 | Long | 100.0% | +7.58% | 7.61 | 4 |
| 09.10 → 28.11 | Long | 100.0% |
| +7.56% |
| 6.33 |
| 4 |
| 08.10 → 27.11 | Long | 100.0% | +7.55% | 6.60 | 4 |
| 12.10 → 27.11 | Long | 100.0% | +7.52% | 8.00 | 4 |
| 09.10 → 27.11 | Long | 100.0% | +7.50% | 6.59 | 4 |
| 06.10 → 28.11 | Long | 100.0% | +7.45% | 4.92 | 4 |
| 06.10 → 27.11 | Long | 100.0% | +7.39% | 5.07 | 4 |