United States
Over 2022 to 2026 (5 years of data), CCIUSUSD has tended to move short between 11.10 and 25.10, closing higher in 100.0% of those years for an average +2.86% move and an annualized Sharpe of 5.69.
Best window
11.10 - 25.10
Direction
Short
Win rate
100.0%
Avg return
+2.86%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 25.10 | Short | 100.0% | +2.86% | 5.69 | 4 |
| 10.10 → 01.11 | Short | 100.0% | +2.81% | 4.24 | 4 |
| 10.10 → 29.10 | Short | 100.0% |
| +2.51% |
| 7.99 |
| 4 |
| 10.10 → 30.10 | Short | 100.0% | +2.51% | 5.57 | 4 |
| 11.10 → 16.10 | Long | 100.0% | +1.96% | 9.13 | 4 |
| 11.10 → 27.10 | Short | 100.0% | +1.84% | 5.97 | 4 |
| 11.10 → 15.10 | Long | 100.0% | +1.68% | 12.16 | 4 |
| 10.10 → 28.10 | Short | 100.0% | +1.50% | 6.66 | 4 |