United States
Over 2022 to 2026 (5 years of data), CDWUSUSD has tended to move long between 06.10 and 27.10, closing higher in 100.0% of those years for an average +2.27% move and an annualized Sharpe of 5.06.
Best window
06.10 - 27.10
Direction
Long
Win rate
100.0%
Avg return
+2.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 27.10 | Long | 100.0% | +2.27% | 5.06 | 4 |
| 06.10 → 25.10 | Long | 100.0% | +2.09% | 4.63 | 4 |
| 06.10 → 26.10 | Long | 100.0% |
| +2.06% |
| 5.33 |
| 4 |
| 05.10 → 27.10 | Long | 100.0% | +1.30% | 6.11 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +1.17% | 8.98 | 4 |
| 05.10 → 25.10 | Long | 100.0% | +1.12% | 5.41 | 4 |
| 05.10 → 26.10 | Long | 100.0% | +1.10% | 6.30 | 4 |
| 10.10 → 17.10 | Long | 100.0% | +0.87% | 8.44 | 4 |