Over 2022 to 2025 (4 years of data), CDEVUSUSD has tended to move long between 13.07 and 28.08, closing higher in 75.0% of those years for an average +18.76% move and an annualized Sharpe of 1.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.08 | Long | 75.0% | +18.76% | 1.78 | 4 |
| 13.07 → 29.08 | Long | 75.0% | +18.25% | 1.88 | 4 |
| 11.07 → 28.08 | Long | 75.0% | +17.77% | 1.75 | 4 |
| 13.07 → 30.08 | Long | 75.0% | +17.57% | 1.83 | 4 |
| 13.07 → 27.08 | Long | 75.0% | +17.56% | 1.85 | 4 |
| 12.07 → 28.08 | Long | 75.0% | +17.33% | 1.68 | 4 |
| 11.07 → 29.08 | Long | 75.0% | +17.29% | 1.86 | 4 |
| 10.07 → 28.08 | Long | 75.0% | +17.28% | 1.87 | 4 |