United States
Over 2022 to 2025 (4 years of data), CEUSUSD has tended to move short between 15.09 and 09.11, closing higher in 100.0% of those years for an average +17.27% move and an annualized Sharpe of 4.00.
Best window
15.09 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+17.27%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.09 → 09.11 | Short | 100.0% | +17.27% | 4.00 | 4 |
| 15.09 → 06.11 | Short | 100.0% | +16.55% | 6.02 | 4 |
| 19.09 → 09.11 | Short | 100.0% |
| +16.34% |
| 3.34 |
| 4 |
| 15.09 → 05.11 | Short | 100.0% | +16.30% | 5.93 | 4 |
| 16.09 → 09.11 | Short | 100.0% | +16.23% | 3.61 | 4 |
| 20.09 → 09.11 | Short | 100.0% | +15.95% | 3.26 | 4 |
| 17.09 → 09.11 | Short | 100.0% | +15.80% | 3.45 | 4 |
| 19.09 → 06.11 | Short | 100.0% | +15.74% | 4.67 | 4 |