Over 2022 to 2025 (4 years of data), CFGUSUSD has tended to move long between 09.07 and 28.07, closing higher in 100.0% of those years for an average +13.18% move and an annualized Sharpe of 6.35.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 100.0% | +13.18% | 6.35 | 4 |
| 09.07 → 27.07 | Long | 100.0% | +12.89% | 6.18 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +12.81% | 5.96 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +12.69% | 6.10 | 4 |
| 09.07 → 25.07 | Long | 100.0% | +12.62% | 5.97 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +12.61% | 6.49 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +12.45% | 6.20 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +12.41% | 5.25 | 4 |