United States
Over 2022 to 2026 (5 years of data), CDAYUSUSD has tended to move long between 05.10 and 01.12, closing higher in 100.0% of those years for an average +13.94% move and an annualized Sharpe of 2.66.
Best window
05.10 - 01.12
Direction
Long
Win rate
100.0%
Avg return
+13.94%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 01.12 | Long | 100.0% | +13.94% | 2.66 | 4 |
| 05.10 → 02.12 | Long | 100.0% | +13.08% | 2.48 | 4 |
| 06.10 → 01.12 | Long | 100.0% |
| +12.95% |
| 2.48 |
| 4 |
| 05.10 → 30.11 | Long | 100.0% | +12.27% | 2.35 | 4 |
| 06.10 → 02.12 | Long | 100.0% | +12.11% | 2.29 | 4 |
| 05.10 → 04.12 | Long | 100.0% | +10.53% | 2.07 | 4 |
| 05.10 → 19.11 | Long | 100.0% | +10.47% | 3.63 | 3 |
| 05.10 → 03.12 | Long | 100.0% | +10.41% | 2.10 | 4 |