Over 2018 to 2025 (8 years of data), CAGUSUSD has tended to move short between 23.08 and 21.10, closing higher in 100.0% of those years for an average +3.33% move and an annualized Sharpe of 2.72.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 21.10 | Short | 100.0% | +3.33% | 2.72 | 8 |
| 22.08 → 21.10 | Short | 100.0% | +3.28% | 3.06 | 8 |
| 23.08 → 15.10 | Short | 100.0% | +3.23% | 3.45 | 8 |
| 22.08 → 15.10 | Short | 100.0% | +3.19% | 4.42 | 8 |
| 23.08 → 19.10 | Short | 100.0% | +3.17% | 2.97 | 8 |
| 22.08 → 19.10 | Short | 100.0% | +3.12% | 3.38 | 8 |
| 24.08 → 21.10 | Short | 100.0% | +3.10% | 2.82 | 8 |
| 23.08 → 17.10 | Short | 100.0% | +3.08% | 3.78 | 8 |