Over 2018 to 2025 (8 years of data), CMIUSUSD has tended to move long between 07.07 and 23.07, closing higher in 75.0% of those years for an average +2.88% move and an annualized Sharpe of 5.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 23.07 | Long | 75.0% | +2.88% | 5.29 | 8 |
| 07.07 → 24.07 | Long | 75.0% | +2.80% | 5.57 | 8 |
| 07.07 → 22.07 | Long | 75.0% | +2.72% | 5.10 | 8 |
| 07.07 → 25.07 | Long | 75.0% | +2.71% | 5.05 | 8 |
| 07.07 → 19.07 | Long | 75.0% | +2.40% | 6.89 | 8 |
| 07.07 → 21.07 | Long | 75.0% | +2.34% | 5.57 | 8 |
| 07.07 → 20.07 | Long | 75.0% | +2.24% | 7.12 | 8 |
| 07.07 → 28.07 | Long | 62.5% | +4.27% | 4.09 | 8 |