United States
Over 2017 to 2025 (9 years of data), COSTUSUSD has tended to move long between 07.10 and 30.11, closing higher in 100.0% of those years for an average +8.76% move and an annualized Sharpe of 4.24.
Best window
07.10 - 30.11
Direction
Long
Win rate
100.0%
Avg return
+8.76%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 30.11 | Long | 100.0% | +8.76% | 4.24 | 9 |
| 07.10 → 29.11 | Long | 100.0% | +8.38% | 3.79 | 9 |
| 07.10 → 28.11 | Long | 100.0% |
| +8.16% |
| 3.76 |
| 9 |
| 08.10 → 02.12 | Long | 100.0% | +7.74% | 3.88 | 9 |
| 07.10 → 02.12 | Long | 100.0% | +7.72% | 3.90 | 9 |
| 07.10 → 01.12 | Long | 100.0% | +7.71% | 4.14 | 9 |
| 06.10 → 02.12 | Long | 100.0% | +7.58% | 3.28 | 9 |
| 08.10 → 03.12 | Long | 100.0% | +7.44% | 3.34 | 9 |