United States
Over 2022 to 2025 (4 years of data), COOUSUSD has tended to move long between 12.10 and 05.12, closing higher in 100.0% of those years for an average +15.44% move and an annualized Sharpe of 3.64.
Best window
12.10 - 05.12
Direction
Long
Win rate
100.0%
Avg return
+15.44%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.12 | Long | 100.0% | +15.44% | 3.64 | 4 |
| 12.10 → 01.12 | Long | 100.0% | +14.95% | 3.47 | 4 |
| 12.10 → 04.12 | Long | 100.0% |
| +14.43% |
| 3.65 |
| 4 |
| 12.10 → 02.12 | Long | 100.0% | +13.73% | 3.31 | 4 |
| 12.10 → 03.12 | Long | 100.0% | +13.72% | 3.32 | 4 |
| 12.10 → 30.11 | Long | 100.0% | +13.56% | 3.67 | 4 |
| 12.10 → 27.11 | Long | 100.0% | +12.93% | 4.13 | 4 |
| 12.10 → 28.11 | Long | 100.0% | +12.91% | 4.07 | 4 |