United States
Over 2017 to 2025 (9 years of data), CUSUSD has tended to move long between 08.10 and 02.12, closing higher in 77.8% of those years for an average +7.88% move and an annualized Sharpe of 1.71.
Best window
08.10 - 02.12
Direction
Long
Win rate
77.8%
Avg return
+7.88%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 02.12 | Long | 77.8% | +7.88% | 1.71 | 9 |
| 11.10 → 02.12 | Long | 77.8% | +7.83% | 1.88 | 9 |
| 11.10 → 10.12 | Long | 77.8% |
| +7.83% |
| 1.23 |
| 9 |
| 09.10 → 02.12 | Long | 77.8% | +7.75% | 1.69 | 9 |
| 12.10 → 02.12 | Long | 77.8% | +7.73% | 1.86 | 9 |
| 12.10 → 10.12 | Long | 77.8% | +7.73% | 1.22 | 9 |
| 08.10 → 04.12 | Long | 77.8% | +7.65% | 1.45 | 9 |
| 08.10 → 05.12 | Long | 77.8% | +7.60% | 1.44 | 9 |