United States
Over 2022 to 2025 (4 years of data), CUBEUSUSD has tended to move short between 06.10 and 06.11, closing higher in 100.0% of those years for an average +5.47% move and an annualized Sharpe of 5.95.
Best window
06.10 - 06.11
Direction
Short
Win rate
100.0%
Avg return
+5.47%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 06.11 | Short | 100.0% | +5.47% | 5.95 | 4 |
| 06.10 → 02.11 | Short | 100.0% | +5.26% | 7.03 | 4 |
| 06.10 → 03.11 | Short | 100.0% |
| +4.82% |
| 5.62 |
| 4 |
| 07.10 → 06.11 | Short | 100.0% | +4.81% | 5.47 | 4 |
| 06.10 → 04.11 | Short | 100.0% | +4.59% | 6.95 | 4 |
| 06.10 → 07.11 | Short | 100.0% | +4.50% | 5.78 | 4 |
| 07.10 → 03.11 | Short | 100.0% | +4.16% | 5.97 | 4 |
| 07.10 → 04.11 | Short | 100.0% | +3.92% | 6.84 | 4 |