Over 2022 to 2025 (4 years of data), CHNGUSUSD has tended to move long between 12.07 and 08.09, closing higher in 25.0% of those years for an average +3.13% move and an annualized Sharpe of 1.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 08.09 | Long | 25.0% | +3.13% | 1.45 | 4 |
| 12.07 → 09.09 | Long | 25.0% | +3.13% | 1.44 | 4 |
| 12.07 → 10.09 | Long | 25.0% | +3.13% | 1.42 | 4 |
| 13.07 → 08.09 | Long | 25.0% | +3.10% | 1.46 | 4 |
| 13.07 → 09.09 | Long | 25.0% | +3.10% | 1.45 | 4 |
| 13.07 → 10.09 | Long | 25.0% | +3.10% | 1.44 | 4 |
| 13.07 → 11.09 | Long | 25.0% | +3.03% | 1.42 | 4 |
| 12.07 → 07.09 | Long | 25.0% | +2.88% | 1.46 | 4 |