United States
Over 2022 to 2026 (5 years of data), CPTUSUSD has tended to move short between 18.10 and 29.10, closing higher in 100.0% of those years for an average +4.89% move and an annualized Sharpe of 5.52.
Best window
18.10 - 29.10
Direction
Short
Win rate
100.0%
Avg return
+4.89%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.10 → 29.10 | Short | 100.0% | +4.89% | 5.52 | 4 |
| 18.10 → 01.11 | Short | 100.0% | +4.78% | 5.38 | 4 |
| 18.10 → 06.11 | Short | 100.0% |
| +4.61% |
| 7.47 |
| 4 |
| 18.10 → 31.10 | Short | 100.0% | +4.42% | 5.15 | 4 |
| 18.10 → 30.10 | Short | 100.0% | +4.40% | 4.66 | 4 |
| 18.10 → 02.11 | Short | 100.0% | +4.39% | 7.78 | 4 |
| 18.10 → 07.11 | Short | 100.0% | +4.11% | 4.46 | 4 |
| 18.10 → 03.11 | Short | 100.0% | +4.00% | 12.65 | 4 |