Over 2018 to 2025 (8 years of data), CAGUSUSD has tended to move long between 13.07 and 28.07, closing higher in 100.0% of those years for an average +2.65% move and an annualized Sharpe of 6.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.07 | Long | 100.0% | +2.65% | 6.72 | 8 |
| 13.07 → 21.07 | Long | 100.0% | +1.53% | 7.36 | 8 |
| 13.07 → 27.07 | Long | 87.5% | +2.46% | 5.78 | 8 |
| 13.07 → 21.08 | Long | 87.5% | +2.42% | 1.49 | 8 |
| 13.07 → 25.07 | Long | 87.5% | +2.26% | 6.50 | 8 |
| 13.07 → 22.07 | Long | 87.5% | +2.14% | 6.87 | 8 |
| 13.07 → 12.08 | Long | 87.5% | +2.10% | 2.42 | 8 |
| 13.07 → 29.07 | Long | 87.5% | +2.04% | 3.05 | 8 |