United States
Over 2022 to 2025 (4 years of data), SCCOUSUSD has tended to move long between 12.10 and 05.11, closing higher in 100.0% of those years for an average +5.73% move and an annualized Sharpe of 4.25.
Best window
12.10 - 05.11
Direction
Long
Win rate
100.0%
Avg return
+5.73%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.11 | Long | 100.0% | +5.73% | 4.25 | 4 |
| 08.10 → 05.11 | Long | 100.0% | +5.25% | 4.64 | 4 |
| 09.10 → 05.11 | Long | 100.0% |
| +4.39% |
| 4.23 |
| 4 |
| 07.10 → 22.10 | Short | 100.0% | +3.08% | 20.32 | 4 |
| 10.10 → 23.10 | Short | 100.0% | +3.04% | 7.40 | 4 |
| 07.10 → 23.10 | Short | 100.0% | +2.92% | 12.13 | 4 |
| 06.10 → 22.10 | Short | 100.0% | +2.43% | 15.09 | 4 |
| 07.10 → 24.10 | Short | 100.0% | +2.10% | 8.26 | 4 |