United States
Over 2018 to 2025 (8 years of data), CFUSUSD has tended to move short between 07.10 and 24.10, closing higher in 100.0% of those years for an average +7.23% move and an annualized Sharpe of 5.49.
Best window
07.10 - 24.10
Direction
Short
Win rate
100.0%
Avg return
+7.23%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 24.10 | Short | 100.0% | +7.23% | 5.49 | 8 |
| 10.10 → 24.10 | Short | 100.0% | +7.17% | 6.26 | 8 |
| 09.10 → 24.10 | Short | 100.0% |
| +7.12% |
| 5.55 |
| 8 |
| 08.10 → 24.10 | Short | 100.0% | +6.75% | 5.51 | 8 |
| 11.10 → 24.10 | Short | 100.0% | +6.38% | 7.57 | 8 |
| 07.10 → 23.10 | Short | 100.0% | +5.98% | 6.35 | 8 |
| 10.10 → 23.10 | Short | 100.0% | +5.91% | 7.29 | 8 |
| 09.10 → 23.10 | Short | 100.0% | +5.87% | 6.24 | 8 |