Over 2022 to 2025 (4 years of data), CACIUSUSD has tended to move long between 10.07 and 06.08, closing higher in 100.0% of those years for an average +4.17% move and an annualized Sharpe of 6.93.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 06.08 | Long | 100.0% | +4.17% | 6.93 | 4 |
| 12.07 → 08.08 | Long | 100.0% | +3.49% | 6.59 | 4 |
| 13.07 → 08.08 | Long | 100.0% | +3.37% | 12.47 | 4 |
| 12.07 → 06.08 | Long | 100.0% | +3.33% | 16.08 | 4 |
| 13.07 → 06.08 | Long | 100.0% | +3.22% | 11.77 | 4 |
| 11.07 → 06.08 | Long | 100.0% | +2.72% | 6.23 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +2.56% | 4.09 | 4 |
| 12.07 → 07.08 | Long | 100.0% | +2.47% | 12.34 | 4 |