United States
Over 2017 to 2025 (9 years of data), CTSHUSUSD has tended to move long between 11.10 and 02.12, closing higher in 88.9% of those years for an average +6.00% move and an annualized Sharpe of 2.76.
Best window
11.10 - 02.12
Direction
Long
Win rate
88.9%
Avg return
+6.00%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 02.12 | Long | 88.9% | +6.00% | 2.76 | 9 |
| 11.10 → 01.12 | Long | 88.9% | +5.78% | 2.78 | 9 |
| 11.10 → 03.12 | Long | 88.9% |
| +5.55% |
| 2.35 |
| 9 |
| 11.10 → 16.11 | Long | 88.9% | +4.11% | 4.05 | 9 |
| 11.10 → 15.11 | Long | 88.9% | +3.77% | 3.14 | 9 |
| 07.10 → 16.11 | Long | 88.9% | +3.43% | 2.16 | 9 |
| 08.10 → 16.11 | Long | 88.9% | +3.26% | 2.26 | 9 |
| 09.10 → 16.11 | Long | 88.9% | +3.24% | 2.65 | 9 |