Over 2021 to 2025 (5 years of data), CMPUSD has tended to move short between 22.07 and 06.09, closing higher in 100.0% of those years for an average +27.74% move and an annualized Sharpe of 8.18.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 06.09 | Short | 100.0% | +27.74% | 8.18 | 4 |
| 22.07 → 05.09 | Short | 100.0% | +25.56% | 6.61 | 4 |
| 23.07 → 06.09 | Short | 100.0% | +25.56% | 6.79 | 4 |
| 22.07 → 08.09 | Short | 100.0% | +25.49% | 6.21 | 4 |
| 22.07 → 07.09 | Short | 100.0% | +25.24% | 6.33 | 4 |
| 22.07 → 31.08 | Short | 100.0% | +25.14% | 7.15 | 4 |
| 22.07 → 03.09 | Short | 100.0% | +25.11% | 6.58 | 4 |
| 22.07 → 02.09 | Short | 100.0% | +25.08% | 6.53 | 4 |