United States
Over 2022 to 2025 (4 years of data), CZRUSUSD has tended to move short between 06.10 and 20.10, closing higher in 100.0% of those years for an average +6.10% move and an annualized Sharpe of 4.25.
Best window
06.10 - 20.10
Direction
Short
Win rate
100.0%
Avg return
+6.10%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 20.10 | Short | 100.0% | +6.10% | 4.25 | 4 |
| 06.10 → 19.10 | Short | 100.0% | +5.82% | 4.15 | 4 |
| 07.10 → 19.10 | Short | 100.0% |
| +4.96% |
| 4.27 |
| 4 |
| 11.10 → 01.12 | Long | 75.0% | +11.72% | 1.39 | 4 |
| 11.10 → 02.12 | Long | 75.0% | +11.14% | 1.33 | 4 |
| 11.10 → 03.12 | Long | 75.0% | +9.89% | 1.25 | 4 |
| 11.10 → 04.12 | Long | 75.0% | +9.45% | 1.19 | 4 |
| 11.10 → 26.11 | Long | 75.0% | +8.62% | 1.26 | 4 |