Over 2017 to 2025 (9 years of data), CMCSAUSUSD has tended to move long between 10.07 and 22.07, closing higher in 100.0% of those years for an average +3.74% move and an annualized Sharpe of 7.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 100.0% | +3.74% | 7.29 | 9 |
| 07.07 → 22.07 | Long | 100.0% | +3.52% | 8.34 | 9 |
| 09.07 → 22.07 | Long | 100.0% | +3.26% | 6.54 | 9 |
| 11.07 → 22.07 | Long | 100.0% | +3.17% | 5.99 | 9 |
| 10.07 → 26.07 | Long | 88.9% | +4.56% | 4.60 | 9 |
| 07.07 → 26.07 | Long | 88.9% | +4.33% | 4.50 | 9 |
| 07.07 → 15.08 | Long | 88.9% | +4.25% | 2.65 | 9 |
| 08.07 → 26.07 | Long | 88.9% | +4.14% | 4.10 | 9 |