United States
Over 2022 to 2025 (4 years of data), CDWUSUSD has tended to move short between 20.09 and 13.10, closing higher in 100.0% of those years for an average +3.02% move and an annualized Sharpe of 3.69.
Best window
20.09 - 13.10
Direction
Short
Win rate
100.0%
Avg return
+3.02%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.09 → 13.10 | Short | 100.0% | +3.02% | 3.69 | 4 |
| 20.09 → 20.10 | Short | 100.0% | +2.84% | 12.32 | 4 |
| 20.09 → 19.10 | Short | 100.0% |
| +2.41% |
| 11.20 |
| 4 |
| 20.09 → 01.10 | Short | 100.0% | +2.29% | 12.83 | 4 |
| 16.09 → 20.09 | Long | 100.0% | +2.22% | 14.90 | 4 |
| 20.09 → 03.10 | Short | 100.0% | +2.09% | 12.39 | 4 |
| 15.09 → 01.10 | Short | 100.0% | +2.07% | 9.54 | 4 |
| 20.09 → 02.10 | Short | 100.0% | +2.06% | 11.63 | 4 |