Over 2022 to 2025 (4 years of data), CACCUSUSD has tended to move short between 09.09 and 04.11, closing higher in 100.0% of those years for an average +11.00% move and an annualized Sharpe of 6.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 04.11 | Short | 100.0% | +11.00% | 6.55 | 4 |
| 08.09 → 04.11 | Short | 100.0% | +10.86% | 5.67 | 4 |
| 10.09 → 04.11 | Short | 100.0% | +10.61% | 4.41 | 4 |
| 09.09 → 31.10 | Short | 100.0% | +10.03% | 5.55 | 4 |
| 08.09 → 31.10 | Short | 100.0% | +9.86% | 4.47 | 4 |
| 10.09 → 31.10 | Short | 100.0% | +9.66% | 4.17 | 4 |
| 09.09 → 05.11 | Short | 100.0% | +9.52% | 5.95 | 4 |
| 09.09 → 02.11 | Short | 100.0% | +9.45% | 8.19 | 4 |