United States
Over 2017 to 2025 (9 years of data), CVSUSUSD has tended to move long between 08.10 and 28.11, closing higher in 88.9% of those years for an average +7.30% move and an annualized Sharpe of 2.24.
Best window
08.10 - 28.11
Direction
Long
Win rate
88.9%
Avg return
+7.30%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.10 → 28.11 | Long | 88.9% | +7.30% | 2.24 | 9 |
| 07.10 → 28.11 | Long | 88.9% | +6.99% | 2.34 | 9 |
| 09.10 → 28.11 | Long | 88.9% |
| +6.98% |
| 2.10 |
| 9 |
| 08.10 → 15.11 | Long | 88.9% | +6.04% | 1.54 | 9 |
| 07.10 → 15.11 | Long | 88.9% | +5.75% | 1.49 | 9 |
| 09.10 → 15.11 | Long | 88.9% | +5.70% | 1.48 | 9 |
| 07.10 → 10.10 | Long | 87.5% | +1.32% | 5.82 | 8 |
| 08.10 → 11.10 | Long | 87.5% | +0.85% | 3.18 | 8 |