United States
Over 2022 to 2026 (5 years of data), CDNSUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +8.34% move and an annualized Sharpe of 4.39.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+8.34%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +8.34% | 4.39 | 4 |
| 11.10 → 03.12 | Long | 100.0% | +7.18% | 5.60 | 4 |
| 11.10 → 09.12 | Long | 100.0% |
| +6.93% |
| 5.76 |
| 4 |
| 11.10 → 10.12 | Long | 100.0% | +6.92% | 8.56 | 4 |
| 11.10 → 05.12 | Long | 100.0% | +6.38% | 7.09 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +6.29% | 5.21 | 4 |
| 11.10 → 06.12 | Long | 100.0% | +5.71% | 5.27 | 4 |
| 11.10 → 07.12 | Long | 100.0% | +5.67% | 4.62 | 4 |