Over 2022 to 2025 (4 years of data), CASYUSUSD has tended to move long between 14.07 and 12.09, closing higher in 100.0% of those years for an average +10.16% move and an annualized Sharpe of 4.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 12.09 | Long | 100.0% | +10.16% | 4.06 | 4 |
| 17.07 → 14.09 | Long | 100.0% | +7.84% | 3.93 | 4 |
| 17.07 → 15.09 | Long | 100.0% | +7.71% | 3.96 | 4 |
| 16.07 → 14.09 | Long | 100.0% | +7.63% | 3.58 | 4 |
| 15.07 → 13.09 | Long | 100.0% | +7.54% | 4.28 | 4 |
| 17.07 → 13.09 | Long | 100.0% | +7.44% | 4.43 | 4 |
| 16.07 → 13.09 | Long | 100.0% | +7.23% | 3.96 | 4 |
| 15.07 → 12.09 | Long | 100.0% | +6.98% | 4.76 | 4 |