Over 2022 to 2025 (4 years of data), CFGUSUSD has tended to move short between 15.08 and 26.09, closing higher in 75.0% of those years for an average +4.23% move and an annualized Sharpe of 1.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 26.09 | Short | 75.0% | +4.23% | 1.40 | 4 |
| 15.08 → 01.10 | Short | 75.0% | +4.11% | 1.54 | 4 |
| 15.08 → 25.09 | Short | 75.0% | +4.09% | 1.50 | 4 |
| 15.08 → 02.10 | Short | 75.0% | +3.88% | 1.40 | 4 |
| 15.08 → 03.10 | Short | 75.0% | +3.85% | 1.21 | 4 |
| 17.08 → 27.09 | Short | 75.0% | +3.69% | 1.08 | 4 |
| 15.08 → 24.09 | Short | 75.0% | +3.64% | 1.30 | 4 |
| 18.08 → 27.09 | Short | 75.0% | +3.46% | 1.04 | 4 |