United States
Over 2022 to 2025 (4 years of data), CHDUSUSD has tended to move long between 10.10 and 17.10, closing higher in 100.0% of those years for an average +3.34% move and an annualized Sharpe of 14.10.
Best window
10.10 - 17.10
Direction
Long
Win rate
100.0%
Avg return
+3.34%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 17.10 | Long | 100.0% | +3.34% | 14.10 | 4 |
| 10.10 → 18.10 | Long | 100.0% | +3.32% | 13.09 | 4 |
| 11.10 → 17.10 | Long | 100.0% |
| +3.29% |
| 16.15 |
| 4 |
| 11.10 → 18.10 | Long | 100.0% | +3.28% | 14.39 | 4 |
| 10.10 → 22.10 | Long | 100.0% | +3.27% | 8.93 | 4 |
| 11.10 → 22.10 | Long | 100.0% | +3.23% | 9.89 | 4 |
| 10.10 → 21.10 | Long | 100.0% | +3.19% | 11.06 | 4 |
| 11.10 → 21.10 | Long | 100.0% | +3.15% | 11.12 | 4 |