Over 2022 to 2025 (4 years of data), CBUSUSD has tended to move long between 16.07 and 12.09, closing higher in 100.0% of those years for an average +7.46% move and an annualized Sharpe of 4.38.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 12.09 | Long | 100.0% | +7.46% | 4.38 | 4 |
| 16.07 → 10.09 | Long | 100.0% | +7.38% | 4.31 | 4 |
| 16.07 → 11.09 | Long | 100.0% | +7.23% | 6.01 | 4 |
| 15.07 → 11.09 | Long | 100.0% | +7.18% | 4.75 | 4 |
| 16.07 → 09.09 | Long | 100.0% | +7.18% | 3.99 | 4 |
| 14.07 → 12.09 | Long | 100.0% | +7.11% | 3.93 | 4 |
| 17.07 → 12.09 | Long | 100.0% | +7.07% | 4.05 | 4 |
| 16.07 → 08.09 | Long | 100.0% | +7.01% | 4.13 | 4 |