Over 2017 to 2025 (9 years of data), CMGUSUSD has tended to move short between 08.07 and 15.07, closing higher in 77.8% of those years for an average +2.08% move and an annualized Sharpe of 4.55.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 15.07 | Short | 77.8% | +2.08% | 4.55 | 9 |
| 09.07 → 15.07 | Short | 77.8% | +1.97% | 6.83 | 9 |
| 09.07 → 14.07 | Short | 77.8% | +1.72% | 7.67 | 9 |
| 10.07 → 15.07 | Short | 77.8% | +1.16% | 4.41 | 9 |
| 11.07 → 14.07 | Short | 77.8% | +0.42% | 2.99 | 9 |
| 10.07 → 25.07 | Short | 66.7% | +3.01% | 1.56 | 9 |
| 09.07 → 19.07 | Short | 66.7% | +2.83% | 3.30 | 9 |
| 10.07 → 19.07 | Short | 66.7% | +2.05% | 2.72 | 9 |