United States
Over 2022 to 2025 (4 years of data), CTVAUSUSD has tended to move long between 09.10 and 05.11, closing higher in 100.0% of those years for an average +4.67% move and an annualized Sharpe of 4.37.
Best window
09.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+4.67%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.10 → 05.11 | Long | 100.0% | +4.67% | 4.37 | 4 |
| 06.10 → 05.11 | Long | 100.0% | +4.13% | 4.20 | 4 |
| 06.10 → 07.11 | Long | 100.0% |
| +2.66% |
| 2.66 |
| 4 |
| 11.10 → 18.10 | Long | 100.0% | +2.53% | 9.28 | 4 |
| 11.10 → 19.10 | Long | 100.0% | +2.37% | 8.40 | 4 |
| 11.10 → 20.10 | Long | 100.0% | +2.07% | 6.10 | 4 |
| 05.10 → 14.10 | Short | 100.0% | +1.34% | 8.34 | 4 |
| 05.10 → 15.10 | Short | 100.0% | +1.17% | 9.72 | 4 |