United States
Over 2022 to 2026 (5 years of data), CDEVUSUSD has tended to move long between 11.10 and 07.11, closing higher in 100.0% of those years for an average +15.44% move and an annualized Sharpe of 4.72.
Best window
11.10 - 07.11
Direction
Long
Win rate
100.0%
Avg return
+15.44%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 07.11 | Long | 100.0% | +15.44% | 4.72 | 3 |
| 05.10 → 22.11 | Long | 100.0% | +15.06% | 3.85 | 4 |
| 05.10 → 15.11 | Long | 100.0% |
| +15.04% |
| 2.76 |
| 4 |
| 05.10 → 07.11 | Long | 100.0% | +14.27% | 3.17 | 4 |
| 05.10 → 14.11 | Long | 100.0% | +14.02% | 3.45 | 4 |
| 05.10 → 17.11 | Long | 100.0% | +13.86% | 3.08 | 4 |
| 05.10 → 18.11 | Long | 100.0% | +13.83% | 3.25 | 4 |
| 05.10 → 24.11 | Long | 100.0% | +13.72% | 3.65 | 4 |