Over 2022 to 2025 (4 years of data), CDEVUSUSD has tended to move long between 21.08 and 29.08, closing higher in 100.0% of those years for an average +9.39% move and an annualized Sharpe of 9.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 29.08 | Long | 100.0% | +9.39% | 9.32 | 4 |
| 22.08 → 29.08 | Long | 100.0% | +8.33% | 8.54 | 4 |
| 22.08 → 28.08 | Long | 100.0% | +7.95% | 8.05 | 4 |
| 22.08 → 27.08 | Long | 100.0% | +7.61% | 8.81 | 4 |
| 21.08 → 26.08 | Long | 100.0% | +7.57% | 12.33 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +7.52% | 15.33 | 4 |
| 22.08 → 30.08 | Long | 100.0% | +7.33% | 8.90 | 4 |
| 22.08 → 31.08 | Long | 100.0% | +7.15% | 9.55 | 4 |