Over 2018 to 2025 (8 years of data), CAHUSUSD has tended to move long between 13.07 and 03.08, closing higher in 75.0% of those years for an average +4.58% move and an annualized Sharpe of 2.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 03.08 | Long | 75.0% | +4.58% | 2.69 | 8 |
| 11.07 → 03.08 | Long | 75.0% | +4.33% | 2.25 | 8 |
| 11.07 → 25.07 | Long | 75.0% | +2.67% | 1.95 | 8 |
| 13.07 → 16.07 | Long | 75.0% | +1.44% | 6.75 | 8 |
| 12.07 → 16.07 | Long | 75.0% | +1.24% | 4.70 | 8 |
| 11.07 → 16.07 | Long | 75.0% | +1.18% | 3.33 | 8 |
| 11.07 → 19.07 | Short | 75.0% | -0.11% | -0.16 | 8 |
| 13.07 → 01.08 | Long | 62.5% | +5.02% | 2.94 | 8 |