United States
Over 2017 to 2025 (9 years of data), CMCSAUSUSD has tended to move long between 12.10 and 14.11, closing higher in 77.8% of those years for an average +4.30% move and an annualized Sharpe of 1.76.
Best window
12.10 - 14.11
Direction
Long
Win rate
77.8%
Avg return
+4.30%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 14.11 | Long | 77.8% | +4.30% | 1.76 | 9 |
| 12.10 → 17.10 | Long | 77.8% | +2.12% | 5.43 | 9 |
| 12.10 → 04.12 | Long | 66.7% |
| +5.30% |
| 1.46 |
| 9 |
| 12.10 → 05.12 | Long | 66.7% | +5.01% | 1.35 | 9 |
| 12.10 → 06.12 | Long | 66.7% | +4.55% | 1.22 | 9 |
| 12.10 → 13.11 | Long | 66.7% | +4.23% | 1.84 | 9 |
| 12.10 → 15.11 | Long | 66.7% | +4.19% | 1.65 | 9 |
| 12.10 → 12.11 | Long | 66.7% | +4.10% | 1.80 | 9 |