United States
Over 2022 to 2025 (4 years of data), CPTUSUSD has tended to move short between 05.10 and 29.10, closing higher in 100.0% of those years for an average +5.64% move and an annualized Sharpe of 7.72.
Best window
05.10 - 29.10
Direction
Short
Win rate
100.0%
Avg return
+5.64%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 29.10 | Short | 100.0% | +5.64% | 7.72 | 4 |
| 05.10 → 01.11 | Short | 100.0% | +5.52% | 11.11 | 4 |
| 05.10 → 06.11 | Short | 100.0% |
| +5.26% |
| 6.63 |
| 4 |
| 05.10 → 30.10 | Short | 100.0% | +5.16% | 6.82 | 4 |
| 05.10 → 31.10 | Short | 100.0% | +5.16% | 9.64 | 4 |
| 05.10 → 02.11 | Short | 100.0% | +5.07% | 11.14 | 4 |
| 06.10 → 29.10 | Short | 100.0% | +5.04% | 6.22 | 4 |
| 06.10 → 01.11 | Short | 100.0% | +4.92% | 7.94 | 4 |