United States
Over 2022 to 2025 (4 years of data), CFGUSUSD has tended to move long between 11.10 and 10.12, closing higher in 100.0% of those years for an average +14.78% move and an annualized Sharpe of 10.20.
Best window
11.10 - 10.12
Direction
Long
Win rate
100.0%
Avg return
+14.78%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 10.12 | Long | 100.0% | +14.78% | 10.20 | 4 |
| 11.10 → 01.12 | Long | 100.0% | +13.35% | 6.07 | 4 |
| 11.10 → 02.12 | Long | 100.0% |
| +13.31% |
| 6.58 |
| 4 |
| 11.10 → 09.12 | Long | 100.0% | +12.80% | 14.06 | 4 |
| 09.10 → 01.12 | Long | 100.0% | +12.67% | 6.23 | 4 |
| 09.10 → 02.12 | Long | 100.0% | +12.65% | 6.60 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +12.64% | 4.66 | 4 |
| 11.10 → 08.12 | Long | 100.0% | +12.58% | 16.22 | 4 |