Over 2022 to 2025 (4 years of data), CDEVUSUSD has tended to move long between 17.07 and 29.08, closing higher in 75.0% of those years for an average +20.44% move and an annualized Sharpe of 2.36.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 29.08 | Long | 75.0% | +20.44% | 2.36 | 4 |
| 15.07 → 29.08 | Long | 75.0% | +20.26% | 2.11 | 4 |
| 17.07 → 28.08 | Long | 75.0% | +20.07% | 2.32 | 4 |
| 15.07 → 28.08 | Long | 75.0% | +19.87% | 2.07 | 4 |
| 17.07 → 27.08 | Long | 75.0% | +19.69% | 2.31 | 4 |
| 16.07 → 29.08 | Long | 75.0% | +19.55% | 2.20 | 4 |
| 15.07 → 27.08 | Long | 75.0% | +19.53% | 2.06 | 4 |
| 17.07 → 30.08 | Long | 75.0% | +19.30% | 2.31 | 4 |