Over 2022 to 2025 (4 years of data), CCKUSUSD has tended to move short between 17.08 and 12.10, closing higher in 75.0% of those years for an average +7.76% move and an annualized Sharpe of 2.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 12.10 | Short | 75.0% | +7.76% | 2.12 | 4 |
| 16.08 → 12.10 | Short | 75.0% | +7.58% | 2.06 | 4 |
| 17.08 → 13.10 | Short | 75.0% | +7.55% | 2.15 | 4 |
| 22.08 → 12.10 | Short | 75.0% | +7.38% | 2.59 | 4 |
| 16.08 → 13.10 | Short | 75.0% | +7.37% | 2.10 | 4 |
| 17.08 → 14.10 | Short | 75.0% | +7.37% | 1.99 | 4 |
| 18.08 → 12.10 | Short | 75.0% | +7.32% | 2.06 | 4 |
| 20.08 → 12.10 | Short | 75.0% | +7.25% | 2.46 | 4 |