Over 2018 to 2025 (8 years of data), CFUSUSD has tended to move long between 17.07 and 02.08, closing higher in 100.0% of those years for an average +7.23% move and an annualized Sharpe of 5.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 02.08 | Long | 100.0% | +7.23% | 5.77 | 8 |
| 17.07 → 31.07 | Long | 100.0% | +5.03% | 6.61 | 8 |
| 17.07 → 29.07 | Long | 100.0% | +4.97% | 6.59 | 8 |
| 17.07 → 25.07 | Long | 100.0% | +3.96% | 9.48 | 8 |
| 17.07 → 14.09 | Long | 87.5% | +9.78% | 2.70 | 8 |
| 17.07 → 02.09 | Long | 87.5% | +9.73% | 2.71 | 8 |
| 17.07 → 15.09 | Long | 87.5% | +9.62% | 2.90 | 8 |
| 17.07 → 09.08 | Long | 87.5% | +9.33% | 4.05 | 8 |