United States
Over 2022 to 2025 (4 years of data), CEUSUSD has tended to move short between 06.10 and 09.11, closing higher in 100.0% of those years for an average +13.25% move and an annualized Sharpe of 2.65.
Best window
06.10 - 09.11
Direction
Short
Win rate
100.0%
Avg return
+13.25%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 09.11 | Short | 100.0% | +13.25% | 2.65 | 4 |
| 06.10 → 07.11 | Short | 100.0% | +10.98% | 2.86 | 4 |
| 06.10 → 20.10 | Short | 100.0% |
| +3.48% |
| 5.04 |
| 4 |
| 06.10 → 19.10 | Short | 100.0% | +3.04% | 4.36 | 4 |
| 11.10 → 17.10 | Long | 100.0% | +1.12% | 10.99 | 4 |
| 06.10 → 06.11 | Short | 75.0% | +12.70% | 3.24 | 4 |
| 06.10 → 05.11 | Short | 75.0% | +12.42% | 3.20 | 4 |
| 07.10 → 09.11 | Short | 75.0% | +12.21% | 2.40 | 4 |