United States
Over 2022 to 2026 (5 years of data), CCKUSUSD has tended to move long between 09.10 and 02.12, closing higher in 100.0% of those years for an average +5.01% move and an annualized Sharpe of 4.11.
Best window
09.10 - 02.12
Direction
Long
Win rate
100.0%
Avg return
+5.01%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 02.12 | Long | 100.0% | +5.01% | 4.11 | 4 |
| 08.10 → 02.12 | Long | 100.0% | +4.98% | 4.08 | 4 |
| 09.10 → 03.12 | Long | 100.0% |
| +4.71% |
| 3.19 |
| 4 |
| 08.10 → 03.12 | Long | 100.0% | +4.68% | 3.17 | 4 |
| 09.10 → 04.12 | Long | 100.0% | +4.55% | 3.27 | 4 |
| 08.10 → 04.12 | Long | 100.0% | +4.51% | 3.24 | 4 |
| 11.10 → 02.12 | Long | 100.0% | +4.25% | 3.99 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +4.20% | 3.64 | 4 |