Over 2022 to 2025 (4 years of data), CASYUSUSD has tended to move long between 10.07 and 08.09, closing higher in 100.0% of those years for an average +6.33% move and an annualized Sharpe of 2.39.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 100.0% | +6.33% | 2.39 | 4 |
| 13.07 → 27.07 | Long | 100.0% | +5.66% | 9.49 | 4 |
| 13.07 → 30.07 | Long | 100.0% | +5.52% | 7.07 | 4 |
| 13.07 → 31.07 | Long | 100.0% | +5.48% | 6.81 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +5.46% | 8.19 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +5.44% | 8.19 | 4 |
| 10.07 → 27.07 | Long | 100.0% | +5.35% | 8.32 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +5.15% | 7.59 | 4 |