United States
Over 2017 to 2025 (9 years of data), CSXUSUSD has tended to move long between 11.10 and 04.12, closing higher in 100.0% of those years for an average +8.54% move and an annualized Sharpe of 3.35.
Best window
11.10 - 04.12
Direction
Long
Win rate
100.0%
Avg return
+8.54%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 04.12 | Long | 100.0% | +8.54% | 3.35 | 9 |
| 12.10 → 04.12 | Long | 100.0% | +8.54% | 3.22 | 9 |
| 11.10 → 03.12 | Long | 100.0% |
| +8.47% |
| 3.77 |
| 9 |
| 12.10 → 03.12 | Long | 100.0% | +8.47% | 3.67 | 9 |
| 06.10 → 04.12 | Long | 88.9% | +9.12% | 2.87 | 9 |
| 08.10 → 04.12 | Long | 88.9% | +8.73% | 3.10 | 9 |
| 06.10 → 05.12 | Long | 88.9% | +8.63% | 2.69 | 9 |
| 11.10 → 02.12 | Long | 88.9% | +8.58% | 3.34 | 9 |