Over 1999 to 2025 (27 years of data), CADPLN has tended to move long between 11.07 and 19.07, closing higher in 50.0% of those years for an average +0.98% move and an annualized Sharpe of 1.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 19.07 | Long | 50.0% | +0.98% | 1.96 | 26 |
| 09.07 → 18.07 | Long | 50.0% | +0.93% | 1.79 | 26 |
| 10.07 → 06.09 | Short | 46.2% | +1.25% | 0.45 | 26 |
| 08.07 → 06.09 | Short | 46.2% | +1.07% | 0.36 | 26 |
| 12.07 → 07.09 | Short | 46.2% | +1.07% | 0.38 | 26 |
| 09.07 → 06.09 | Short | 46.2% | +1.05% | 0.36 | 26 |
| 12.07 → 09.09 | Short | 46.2% | +1.01% | 0.31 | 26 |
| 09.07 → 19.07 | Long | 46.2% | +1.00% | 1.66 | 26 |