United States
Over 2022 to 2026 (5 years of data), CBUSUSD has tended to move long between 08.10 and 30.11, closing higher in 100.0% of those years for an average +8.98% move and an annualized Sharpe of 3.58.
Best window
08.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+8.98%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 30.11 | Long | 100.0% | +8.98% | 3.58 | 4 |
| 09.10 → 30.11 | Long | 100.0% | +8.97% | 3.65 | 4 |
| 08.10 → 02.12 | Long | 100.0% |
| +8.83% |
| 3.55 |
| 4 |
| 09.10 → 02.12 | Long | 100.0% | +8.82% | 3.62 | 4 |
| 11.10 → 30.11 | Long | 100.0% | +8.77% | 3.30 | 4 |
| 08.10 → 27.11 | Long | 100.0% | +8.72% | 4.45 | 4 |
| 08.10 → 01.12 | Long | 100.0% | +8.72% | 3.59 | 4 |
| 09.10 → 27.11 | Long | 100.0% | +8.71% | 4.53 | 4 |