Over 2021 to 2025 (5 years of data), CMPUSD has tended to move long between 08.07 and 19.07, closing higher in 100.0% of those years for an average +26.91% move and an annualized Sharpe of 18.21.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 19.07 | Long | 100.0% | +26.91% | 18.21 | 4 |
| 08.07 → 18.07 | Long | 100.0% | +26.82% | 28.83 | 4 |
| 08.07 → 15.07 | Long | 100.0% | +26.69% | 17.18 | 4 |
| 08.07 → 20.07 | Long | 100.0% | +26.67% | 20.16 | 4 |
| 08.07 → 21.07 | Long | 100.0% | +25.24% | 20.84 | 4 |
| 08.07 → 16.07 | Long | 100.0% | +25.04% | 16.01 | 4 |
| 08.07 → 17.07 | Long | 100.0% | +24.48% | 21.59 | 4 |
| 08.07 → 14.07 | Long | 100.0% | +23.90% | 16.25 | 4 |