Over 2022 to 2025 (4 years of data), CDWUSUSD has tended to move long between 12.07 and 28.07, closing higher in 100.0% of those years for an average +7.55% move and an annualized Sharpe of 4.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 28.07 | Long | 100.0% | +7.55% | 4.16 | 4 |
| 12.07 → 29.07 | Long | 100.0% | +7.42% | 3.93 | 4 |
| 12.07 → 27.07 | Long | 100.0% | +6.95% | 4.44 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +6.68% | 4.83 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +6.56% | 4.46 | 4 |
| 12.07 → 26.07 | Long | 100.0% | +6.55% | 5.02 | 4 |
| 12.07 → 22.07 | Long | 100.0% | +6.16% | 7.30 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +6.11% | 5.29 | 4 |