United States
Over 2022 to 2025 (4 years of data), CPRIUSUSD has tended to move long between 11.10 and 15.10, closing higher in 100.0% of those years for an average +3.97% move and an annualized Sharpe of 10.55.
Best window
11.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+3.97%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 15.10 | Long | 100.0% | +3.97% | 10.55 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.02% | 12.52 | 4 |
| 10.10 → 15.10 | Long | 100.0% |
| +1.67% |
| 13.10 |
| 4 |
| 11.10 → 14.10 | Long | 100.0% | +1.67% | 10.89 | 4 |
| 08.10 → 15.10 | Long | 100.0% | +1.57% | 8.67 | 4 |
| 10.10 → 16.10 | Long | 100.0% | +1.45% | 9.40 | 4 |
| 09.10 → 17.10 | Long | 100.0% | +1.43% | 7.69 | 4 |
| 07.10 → 17.10 | Long | 100.0% | +1.31% | 11.07 | 4 |