Over 2018 to 2025 (8 years of data), CAGUSUSD has tended to move short between 10.09 and 09.11, closing higher in 87.5% of those years for an average +5.34% move and an annualized Sharpe of 2.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.09 → 09.11 | Short | 87.5% | +5.34% | 2.31 | 8 |
| 09.09 → 08.11 | Short | 87.5% | +5.25% | 2.45 | 8 |
| 10.09 → 08.11 | Short | 87.5% | +5.22% | 2.46 | 8 |
| 08.09 → 07.11 | Short | 87.5% | +5.10% | 2.31 | 8 |
| 14.09 → 09.11 | Short | 87.5% | +5.02% | 2.06 | 8 |
| 09.09 → 07.11 | Short | 87.5% | +4.96% | 2.21 | 8 |
| 10.09 → 07.11 | Short | 87.5% | +4.93% | 2.23 | 8 |
| 13.09 → 09.11 | Short | 87.5% | +4.89% | 2.25 | 8 |