Over 2022 to 2025 (4 years of data), CCKUSUSD has tended to move short between 26.08 and 25.10, closing higher in 75.0% of those years for an average +8.45% move and an annualized Sharpe of 1.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Short | 75.0% | +8.45% | 1.79 | 4 |
| 25.08 → 12.10 | Short | 75.0% | +8.27% | 3.09 | 4 |
| 25.08 → 13.10 | Short | 75.0% | +8.05% | 3.16 | 4 |
| 25.08 → 14.10 | Short | 75.0% | +7.88% | 2.93 | 4 |
| 26.08 → 12.10 | Short | 75.0% | +7.83% | 3.10 | 4 |
| 26.08 → 13.10 | Short | 75.0% | +7.60% | 3.16 | 4 |
| 25.08 → 11.10 | Short | 75.0% | +7.50% | 2.87 | 4 |
| 24.08 → 12.10 | Short | 75.0% | +7.46% | 2.93 | 4 |