Over 2022 to 2025 (4 years of data), CGNXUSUSD has tended to move long between 07.07 and 30.07, closing higher in 100.0% of those years for an average +11.49% move and an annualized Sharpe of 4.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 30.07 | Long | 100.0% | +11.49% | 4.27 | 4 |
| 09.07 → 30.07 | Long | 100.0% | +10.38% | 5.19 | 4 |
| 08.07 → 30.07 | Long | 100.0% | +10.32% | 4.79 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +6.93% | 15.28 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +6.66% | 11.04 | 4 |
| 07.07 → 18.07 | Long | 100.0% | +6.64% | 31.85 | 4 |
| 07.07 → 17.07 | Long | 100.0% | +6.42% | 10.89 | 4 |
| 07.07 → 21.07 | Long | 100.0% | +6.21% | 14.97 | 4 |