United States
Over 2022 to 2025 (4 years of data), COLDUSUSD has tended to move short between 06.10 and 29.10, closing higher in 100.0% of those years for an average +6.13% move and an annualized Sharpe of 6.85.
Best window
06.10 - 29.10
Direction
Short
Win rate
100.0%
Avg return
+6.13%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 29.10 | Short | 100.0% | +6.13% | 6.85 | 4 |
| 07.10 → 29.10 | Short | 100.0% | +6.04% | 7.57 | 4 |
| 06.10 → 30.10 | Short | 100.0% |
| +5.76% |
| 5.86 |
| 4 |
| 07.10 → 30.10 | Short | 100.0% | +5.68% | 6.84 | 4 |
| 07.10 → 31.10 | Short | 100.0% | +5.10% | 6.74 | 4 |
| 06.10 → 03.11 | Short | 100.0% | +4.91% | 5.71 | 4 |
| 07.10 → 03.11 | Short | 100.0% | +4.84% | 9.94 | 4 |
| 06.10 → 01.11 | Short | 100.0% | +4.61% | 5.39 | 4 |