Over 2022 to 2025 (4 years of data), CACIUSUSD has tended to move long between 20.08 and 18.10, closing higher in 75.0% of those years for an average +5.21% move and an annualized Sharpe of 1.74.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 18.10 | Long | 75.0% | +5.21% | 1.74 | 4 |
| 19.08 → 18.10 | Long | 75.0% | +4.96% | 1.64 | 4 |
| 21.08 → 18.10 | Long | 75.0% | +4.95% | 1.71 | 4 |
| 20.08 → 19.10 | Long | 75.0% | +4.70% | 1.44 | 4 |
| 20.08 → 17.10 | Long | 75.0% | +4.56% | 1.37 | 4 |
| 21.08 → 20.10 | Long | 75.0% | +4.45% | 1.44 | 4 |
| 21.08 → 19.10 | Long | 75.0% | +4.43% | 1.40 | 4 |
| 19.08 → 17.10 | Long | 75.0% | +4.32% | 1.27 | 4 |