Over 2022 to 2025 (4 years of data), CGNXUSUSD has tended to move long between 26.07 and 31.07, closing higher in 100.0% of those years for an average +7.11% move and an annualized Sharpe of 8.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 31.07 | Long | 100.0% | +7.11% | 8.19 | 4 |
| 25.07 → 31.07 | Long | 100.0% | +6.09% | 5.89 | 4 |
| 26.07 → 29.07 | Long | 100.0% | +2.54% | 11.59 | 4 |
| 24.07 → 15.09 | Short | 75.0% | +7.83% | 0.99 | 4 |
| 24.07 → 14.09 | Short | 75.0% | +7.54% | 0.97 | 4 |
| 23.07 → 15.09 | Short | 75.0% | +7.52% | 0.91 | 4 |
| 24.07 → 13.09 | Short | 75.0% | +7.52% | 0.97 | 4 |
| 24.07 → 17.09 | Short | 75.0% | +7.49% | 0.95 | 4 |