United States
Over 2017 to 2025 (9 years of data), COPUSUSD has tended to move short between 10.10 and 18.10, closing higher in 87.5% of those years for an average +2.89% move and an annualized Sharpe of 5.07.
Best window
10.10 - 18.10
Direction
Short
Win rate
87.5%
Avg return
+2.89%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.10 → 18.10 | Short | 87.5% | +2.89% | 5.07 | 8 |
| 09.10 → 18.10 | Short | 87.5% | +2.68% | 3.69 | 8 |
| 09.10 → 06.12 | Short | 77.8% |
| +0.30% |
| 0.07 |
| 9 |
| 09.10 → 08.12 | Short | 77.8% | +0.29% | 0.07 | 9 |
| 09.10 → 07.12 | Short | 77.8% | +0.20% | 0.05 | 9 |
| 10.10 → 30.10 | Short | 75.0% | +4.75% | 2.84 | 8 |
| 09.10 → 30.10 | Short | 75.0% | +4.54% | 2.47 | 8 |
| 10.10 → 29.10 | Short | 75.0% | +4.53% | 2.58 | 8 |