United States
Over 2017 to 2025 (9 years of data), CSUSUSD has tended to move long between 05.10 and 17.11, closing higher in 83.3% of those years for an average +4.52% move and an annualized Sharpe of 1.26.
Best window
05.10 - 17.11
Direction
Long
Win rate
83.3%
Avg return
+4.52%
Sample
6 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 05.10 → 17.11 | Long | 83.3% | +4.52% | 1.26 | 6 |
| 05.10 → 23.10 | Long | 83.3% | +4.43% | 2.61 | 6 |
| 05.10 → 11.11 | Long | 83.3% |
| +4.42% |
| 1.49 |
| 6 |
| 05.10 → 15.11 | Long | 83.3% | +4.34% | 1.30 | 6 |
| 05.10 → 14.11 | Long | 83.3% | +4.18% | 1.30 | 6 |
| 05.10 → 25.10 | Long | 83.3% | +4.14% | 1.99 | 6 |
| 05.10 → 26.10 | Long | 83.3% | +4.00% | 1.90 | 6 |
| 05.10 → 22.10 | Long | 83.3% | +3.92% | 2.59 | 6 |