United States
Over 2022 to 2026 (5 years of data), CCLUSUSD has tended to move long between 08.10 and 06.12, closing higher in 75.0% of those years for an average +28.55% move and an annualized Sharpe of 3.19.
Best window
08.10 - 06.12
Direction
Long
Win rate
75.0%
Avg return
+28.55%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 06.12 | Long | 75.0% | +28.55% | 3.19 | 4 |
| 07.10 → 06.12 | Long | 75.0% | +27.99% | 3.07 | 4 |
| 08.10 → 02.12 | Long | 75.0% |
| +27.94% |
| 3.12 |
| 4 |
| 08.10 → 04.12 | Long | 75.0% | +27.78% | 3.06 | 4 |
| 08.10 → 05.12 | Long | 75.0% | +27.68% | 3.07 | 4 |
| 07.10 → 02.12 | Long | 75.0% | +27.32% | 3.04 | 4 |
| 07.10 → 04.12 | Long | 75.0% | +27.19% | 2.96 | 4 |
| 07.10 → 05.12 | Long | 75.0% | +27.09% | 2.98 | 4 |