Over 2018 to 2025 (8 years of data), CFUSUSD has tended to move long between 07.07 and 11.08, closing higher in 87.5% of those years for an average +9.77% move and an annualized Sharpe of 2.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Long | 87.5% | +9.77% | 2.88 | 8 |
| 07.07 → 11.07 | Long | 87.5% | +0.67% | 2.99 | 8 |
| 10.07 → 01.09 | Long | 75.0% | +12.28% | 2.41 | 8 |
| 10.07 → 27.08 | Long | 75.0% | +12.15% | 2.09 | 8 |
| 10.07 → 28.08 | Long | 75.0% | +12.09% | 2.21 | 8 |
| 10.07 → 11.08 | Long | 75.0% | +12.04% | 2.96 | 8 |
| 10.07 → 12.08 | Long | 75.0% | +11.92% | 3.14 | 8 |
| 10.07 → 10.08 | Long | 75.0% | +11.85% | 3.03 | 8 |