Over 2022 to 2025 (4 years of data), CCIUSUSD has tended to move long between 07.07 and 15.07, closing higher in 100.0% of those years for an average +2.78% move and an annualized Sharpe of 6.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 15.07 | Long | 100.0% | +2.78% | 6.82 | 4 |
| 08.07 → 15.07 | Long | 100.0% | +2.49% | 6.07 | 4 |
| 09.07 → 15.07 | Long | 100.0% | +2.49% | 6.79 | 4 |
| 07.07 → 14.07 | Long | 100.0% | +2.43% | 5.51 | 4 |
| 07.07 → 13.07 | Long | 100.0% | +2.41% | 5.93 | 4 |
| 07.07 → 11.07 | Long | 100.0% | +2.14% | 7.94 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +1.15% | 13.66 | 4 |
| 07.07 → 10.07 | Long | 100.0% | +1.02% | 22.16 | 4 |