United States
Over 2022 to 2025 (4 years of data), CNCUSUSD has tended to move long between 11.10 and 14.10, closing higher in 100.0% of those years for an average +1.35% move and an annualized Sharpe of 28.99.
Best window
11.10 - 14.10
Direction
Long
Win rate
100.0%
Avg return
+1.35%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 14.10 | Long | 100.0% | +1.35% | 28.99 | 4 |
| 06.10 → 24.10 | Short | 75.0% | +7.34% | 5.28 | 4 |
| 06.10 → 23.10 | Short | 75.0% |
| +7.32% |
| 4.54 |
| 4 |
| 06.10 → 21.10 | Short | 75.0% | +6.36% | 4.77 | 4 |
| 06.10 → 20.10 | Short | 75.0% | +6.23% | 4.41 | 4 |
| 10.10 → 24.10 | Short | 75.0% | +6.11% | 4.80 | 4 |
| 06.10 → 27.10 | Short | 75.0% | +6.05% | 2.98 | 4 |
| 06.10 → 22.10 | Short | 75.0% | +5.82% | 4.26 | 4 |