United States
Over 2022 to 2025 (4 years of data), CGNXUSUSD has tended to move short between 05.10 and 10.10, closing higher in 100.0% of those years for an average +4.47% move and an annualized Sharpe of 8.73.
Best window
05.10 - 10.10
Direction
Short
Win rate
100.0%
Avg return
+4.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 10.10 | Short | 100.0% | +4.47% | 8.73 | 4 |
| 05.10 → 22.10 | Short | 100.0% | +4.00% | 3.36 | 4 |
| 06.10 → 22.10 | Short | 100.0% |
| +3.53% |
| 3.50 |
| 4 |
| 05.10 → 18.11 | Short | 75.0% | +7.00% | 1.82 | 4 |
| 05.10 → 20.11 | Short | 75.0% | +6.97% | 1.56 | 4 |
| 05.10 → 17.11 | Short | 75.0% | +6.54% | 1.57 | 4 |
| 05.10 → 02.11 | Short | 75.0% | +6.53% | 3.20 | 4 |
| 06.10 → 18.11 | Short | 75.0% | +6.51% | 1.73 | 4 |