Over 2017 to 2025 (9 years of data), CMGUSUSD has tended to move short between 22.08 and 02.10, closing higher in 88.9% of those years for an average +3.55% move and an annualized Sharpe of 1.71.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 02.10 | Short | 88.9% | +3.55% | 1.71 | 9 |
| 22.08 → 03.10 | Short | 88.9% | +3.40% | 1.74 | 9 |
| 22.08 → 01.10 | Short | 77.8% | +3.51% | 1.82 | 9 |
| 22.08 → 30.09 | Short | 77.8% | +3.24% | 1.63 | 9 |
| 16.08 → 08.10 | Short | 77.8% | +3.21% | 1.14 | 9 |
| 17.08 → 03.10 | Short | 77.8% | +3.09% | 1.33 | 9 |
| 22.08 → 07.10 | Short | 77.8% | +3.05% | 1.55 | 9 |
| 22.08 → 08.10 | Short | 77.8% | +3.05% | 1.41 | 9 |