United States
Over 2022 to 2025 (4 years of data), CSLUSUSD has tended to move short between 08.10 and 30.10, closing higher in 100.0% of those years for an average +7.49% move and an annualized Sharpe of 4.30.
Best window
08.10 - 30.10
Direction
Short
Win rate
100.0%
Avg return
+7.49%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 30.10 | Short | 100.0% | +7.49% | 4.30 | 4 |
| 09.10 → 30.10 | Short | 100.0% | +7.45% | 4.57 | 4 |
| 09.10 → 31.10 | Short | 100.0% |
| +7.43% |
| 4.44 |
| 4 |
| 09.10 → 01.11 | Short | 100.0% | +7.30% | 4.07 | 4 |
| 12.10 → 07.11 | Short | 100.0% | +7.27% | 3.21 | 4 |
| 12.10 → 08.11 | Short | 100.0% | +7.07% | 3.17 | 4 |
| 07.10 → 30.10 | Short | 100.0% | +7.01% | 3.75 | 4 |
| 07.10 → 31.10 | Short | 100.0% | +6.99% | 3.65 | 4 |