Over 2022 to 2025 (4 years of data), CBUSUSD has tended to move long between 13.07 and 10.09, closing higher in 100.0% of those years for an average +7.29% move and an annualized Sharpe of 4.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.09 | Long | 100.0% | +7.29% | 4.45 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +6.85% | 3.67 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +6.74% | 4.03 | 4 |
| 13.07 → 03.09 | Long | 100.0% | +5.61% | 3.77 | 4 |
| 13.07 → 19.08 | Long | 100.0% | +5.23% | 5.71 | 4 |
| 13.07 → 02.09 | Long | 100.0% | +5.23% | 3.62 | 4 |
| 12.07 → 03.09 | Long | 100.0% | +5.18% | 2.99 | 4 |
| 13.07 → 20.08 | Long | 100.0% | +4.98% | 5.22 | 4 |