United States
Over 2017 to 2025 (9 years of data), CSCOUSUSD has tended to move long between 11.10 and 16.10, closing higher in 100.0% of those years for an average +1.50% move and an annualized Sharpe of 7.64.
Best window
11.10 - 16.10
Direction
Long
Win rate
100.0%
Avg return
+1.50%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 16.10 | Long | 100.0% | +1.50% | 7.64 | 9 |
| 06.10 → 08.11 | Long | 88.9% | +4.12% | 3.93 | 9 |
| 06.10 → 20.10 | Long | 88.9% |
| +1.87% |
| 2.98 |
| 9 |
| 06.10 → 19.10 | Long | 88.9% | +1.68% | 2.67 | 9 |
| 11.10 → 10.12 | Long | 77.8% | +8.14% | 2.02 | 9 |
| 11.10 → 09.12 | Long | 77.8% | +7.53% | 1.95 | 9 |
| 11.10 → 03.12 | Long | 77.8% | +7.37% | 1.92 | 9 |
| 11.10 → 02.12 | Long | 77.8% | +7.34% | 1.95 | 9 |