United States
Over 2022 to 2025 (4 years of data), CPRTUSUSD has tended to move short between 12.10 and 05.11, closing higher in 100.0% of those years for an average +18.96% move and an annualized Sharpe of 3.63.
Best window
12.10 - 05.11
Direction
Short
Win rate
100.0%
Avg return
+18.96%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.11 | Short | 100.0% | +18.96% | 3.63 | 3 |
| 12.10 → 06.11 | Short | 100.0% | +18.92% | 3.49 | 3 |
| 12.10 → 04.11 | Short | 100.0% |
| +18.44% |
| 3.56 |
| 3 |
| 08.10 → 15.10 | Long | 100.0% | +3.03% | 11.06 | 4 |
| 07.10 → 15.10 | Long | 100.0% | +2.93% | 7.25 | 4 |
| 08.10 → 17.10 | Long | 100.0% | +2.36% | 7.27 | 4 |
| 08.10 → 18.10 | Long | 100.0% | +2.25% | 19.91 | 4 |
| 07.10 → 18.10 | Long | 100.0% | +2.14% | 11.29 | 4 |