Over 2022 to 2025 (4 years of data), CDAYUSUSD has tended to move long between 20.08 and 12.09, closing higher in 100.0% of those years for an average +4.89% move and an annualized Sharpe of 8.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 12.09 | Long | 100.0% | +4.89% | 8.71 | 4 |
| 21.08 → 12.09 | Long | 100.0% | +4.57% | 6.36 | 4 |
| 20.08 → 11.09 | Long | 100.0% | +4.42% | 8.90 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +4.25% | 16.52 | 4 |
| 20.08 → 10.09 | Long | 100.0% | +4.20% | 8.75 | 4 |
| 21.08 → 11.09 | Long | 100.0% | +4.09% | 7.09 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +3.93% | 13.88 | 4 |
| 21.08 → 10.09 | Long | 100.0% | +3.87% | 7.25 | 4 |