Over 2022 to 2025 (4 years of data), CARRUSUSD has tended to move long between 07.07 and 27.07, closing higher in 100.0% of those years for an average +10.42% move and an annualized Sharpe of 8.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 27.07 | Long | 100.0% | +10.42% | 8.14 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +10.29% | 8.13 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +10.17% | 7.68 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +9.56% | 12.35 | 4 |
| 10.07 → 27.07 | Long | 100.0% | +9.50% | 10.56 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +9.42% | 12.31 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +9.29% | 11.34 | 4 |
| 10.07 → 26.07 | Long | 100.0% | +8.67% | 16.68 | 4 |