United States
Over 2017 to 2025 (9 years of data), CVXUSUSD has tended to move long between 07.10 and 14.11, closing higher in 77.8% of those years for an average +5.37% move and an annualized Sharpe of 1.61.
Best window
07.10 - 14.11
Direction
Long
Win rate
77.8%
Avg return
+5.37%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.10 → 14.11 | Long | 77.8% | +5.37% | 1.61 | 9 |
| 08.10 → 14.11 | Long | 77.8% | +5.18% | 1.65 | 9 |
| 11.10 → 02.12 | Long | 77.8% |
| +4.93% |
| 1.37 |
| 9 |
| 11.10 → 04.12 | Long | 77.8% | +4.79% | 1.20 | 9 |
| 09.10 → 14.11 | Long | 77.8% | +4.63% | 1.54 | 9 |
| 11.10 → 03.12 | Long | 77.8% | +4.50% | 1.30 | 9 |
| 11.10 → 01.12 | Long | 77.8% | +4.40% | 1.30 | 9 |
| 11.10 → 30.11 | Long | 77.8% | +4.19% | 1.21 | 9 |