Over 2022 to 2025 (4 years of data), CDAYUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +20.91% move and an annualized Sharpe of 5.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +20.91% | 5.35 | 4 |
| 12.07 → 09.09 | Long | 100.0% | +20.08% | 4.83 | 4 |
| 12.07 → 24.08 | Long | 100.0% | +20.00% | 5.01 | 4 |
| 12.07 → 26.08 | Long | 100.0% | +19.58% | 6.22 | 4 |
| 12.07 → 27.08 | Long | 100.0% | +19.33% | 5.94 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +19.26% | 4.30 | 4 |
| 12.07 → 29.08 | Long | 100.0% | +18.94% | 6.21 | 4 |
| 12.07 → 08.09 | Long | 100.0% | +18.94% | 4.16 | 4 |