Over 2022 to 2025 (4 years of data), CACCUSUSD has tended to move long between 08.07 and 22.07, closing higher in 100.0% of those years for an average +9.17% move and an annualized Sharpe of 7.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 22.07 | Long | 100.0% | +9.17% | 7.62 | 4 |
| 09.07 → 21.07 | Long | 100.0% | +8.84% | 9.34 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +8.74% | 12.18 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +8.71% | 9.47 | 4 |
| 11.07 → 28.07 | Long | 100.0% | +8.45% | 6.13 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +8.02% | 9.64 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +7.93% | 12.63 | 4 |
| 11.07 → 26.07 | Long | 100.0% | +6.88% | 6.95 | 4 |