United States
Over 2017 to 2025 (9 years of data), CRMUSUSD has tended to move long between 05.10 and 11.11, closing higher in 88.9% of those years for an average +5.53% move and an annualized Sharpe of 1.89.
Best window
05.10 - 11.11
Direction
Long
Win rate
88.9%
Avg return
+5.53%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 11.11 | Long | 88.9% | +5.53% | 1.89 | 9 |
| 05.10 → 14.11 | Long | 88.9% | +5.49% | 1.80 | 9 |
| 06.10 → 11.11 | Long | 88.9% |
| +5.39% |
| 1.84 |
| 9 |
| 11.10 → 30.11 | Long | 77.8% | +6.98% | 2.18 | 9 |
| 11.10 → 12.11 | Long | 77.8% | +6.27% | 2.63 | 9 |
| 11.10 → 11.11 | Long | 77.8% | +6.12% | 2.75 | 9 |
| 11.10 → 14.11 | Long | 77.8% | +6.08% | 2.58 | 9 |
| 05.10 → 12.11 | Long | 77.8% | +5.66% | 1.87 | 9 |