United States
Over 2017 to 2025 (9 years of data), CMGUSUSD has tended to move long between 11.10 and 19.10, closing higher in 100.0% of those years for an average +2.78% move and an annualized Sharpe of 11.28.
Best window
11.10 - 19.10
Direction
Long
Win rate
100.0%
Avg return
+2.78%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 19.10 | Long | 100.0% | +2.78% | 11.28 | 9 |
| 11.10 → 18.10 | Long | 100.0% | +2.56% | 12.63 | 9 |
| 11.10 → 21.10 | Long | 88.9% |
| +3.13% |
| 8.62 |
| 9 |
| 08.10 → 21.10 | Long | 88.9% | +2.95% | 5.09 | 9 |
| 09.10 → 21.10 | Long | 88.9% | +2.88% | 6.12 | 9 |
| 11.10 → 20.10 | Long | 88.9% | +2.81% | 9.71 | 9 |
| 09.10 → 20.10 | Long | 88.9% | +2.56% | 5.75 | 9 |
| 09.10 → 19.10 | Long | 88.9% | +2.53% | 5.97 | 9 |