United States
Over 2022 to 2025 (4 years of data), CSGPUSUSD has tended to move short between 06.10 and 23.10, closing higher in 100.0% of those years for an average +4.95% move and an annualized Sharpe of 9.13.
Best window
06.10 - 23.10
Direction
Short
Win rate
100.0%
Avg return
+4.95%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 23.10 | Short | 100.0% | +4.95% | 9.13 | 4 |
| 07.10 → 23.10 | Short | 100.0% | +4.44% | 8.88 | 4 |
| 05.10 → 23.10 | Short | 100.0% |
| +4.19% |
| 7.29 |
| 4 |
| 06.10 → 24.10 | Short | 100.0% | +4.11% | 6.36 | 4 |
| 09.10 → 23.10 | Short | 100.0% | +3.95% | 7.75 | 4 |
| 08.10 → 23.10 | Short | 100.0% | +3.75% | 6.71 | 4 |
| 07.10 → 24.10 | Short | 100.0% | +3.60% | 6.55 | 4 |
| 05.10 → 24.10 | Short | 100.0% | +3.35% | 4.98 | 4 |