Over 2018 to 2025 (8 years of data), CAHUSUSD has tended to move long between 12.07 and 02.08, closing higher in 75.0% of those years for an average +4.03% move and an annualized Sharpe of 2.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 02.08 | Long | 75.0% | +4.03% | 2.79 | 8 |
| 10.07 → 02.08 | Long | 75.0% | +3.85% | 2.27 | 8 |
| 10.07 → 24.07 | Long | 75.0% | +2.49% | 1.80 | 8 |
| 09.07 → 18.07 | Short | 75.0% | +0.48% | 0.83 | 8 |
| 07.07 → 18.07 | Short | 75.0% | +0.37% | 0.59 | 8 |
| 08.07 → 18.07 | Short | 75.0% | +0.14% | 0.23 | 8 |
| 10.07 → 18.07 | Short | 75.0% | -0.21% | -0.29 | 8 |
| 13.07 → 09.09 | Long | 62.5% | +5.04% | 0.92 | 8 |