Over 2022 to 2025 (4 years of data), CDAYUSUSD has tended to move long between 21.08 and 12.09, closing higher in 100.0% of those years for an average +4.57% move and an annualized Sharpe of 6.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 12.09 | Long | 100.0% | +4.57% | 6.36 | 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 |
| 21.08 → 09.09 | Long | 100.0% | +3.48% | 7.04 | 4 |
| 22.08 → 11.09 | Long | 100.0% | +3.35% | 5.08 | 4 |
| 22.08 → 25.08 | Long | 100.0% | +3.19% | 12.24 | 4 |
| 21.08 → 24.08 | Long | 100.0% | +3.12% | 10.38 | 4 |