Over 2022 to 2025 (4 years of data), CCKUSUSD has tended to move long between 09.07 and 28.07, closing higher in 75.0% of those years for an average +9.57% move and an annualized Sharpe of 4.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 75.0% | +9.57% | 4.33 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +9.57% | 4.50 | 4 |
| 09.07 → 29.07 | Long | 75.0% | +9.55% | 3.86 | 4 |
| 10.07 → 29.07 | Long | 75.0% | +9.55% | 3.99 | 4 |
| 09.07 → 31.07 | Long | 75.0% | +9.36% | 3.24 | 4 |
| 10.07 → 31.07 | Long | 75.0% | +9.36% | 3.33 | 4 |
| 10.07 → 30.07 | Long | 75.0% | +9.34% | 3.67 | 4 |
| 09.07 → 30.07 | Long | 75.0% | +9.33% | 3.56 | 4 |