Over 2022 to 2025 (4 years of data), CDNSUSUSD has tended to move long between 07.07 and 29.07, closing higher in 75.0% of those years for an average +4.74% move and an annualized Sharpe of 1.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 75.0% | +4.74% | 1.27 | 4 |
| 07.07 → 28.07 | Long | 75.0% | +4.42% | 1.24 | 4 |
| 07.07 → 31.07 | Long | 75.0% | +4.21% | 1.24 | 4 |
| 10.07 → 29.07 | Long | 75.0% | +4.06% | 1.23 | 4 |
| 07.07 → 22.08 | Long | 75.0% | +3.96% | 0.96 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +3.85% | 0.99 | 4 |
| 07.07 → 13.08 | Long | 75.0% | +3.85% | 0.91 | 4 |
| 09.07 → 29.07 | Long | 75.0% | +3.77% | 1.16 | 4 |