Over 2022 to 2025 (4 years of data), CNCUSUSD has tended to move short between 23.08 and 06.09, closing higher in 100.0% of those years for an average +4.87% move and an annualized Sharpe of 6.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 06.09 | Short | 100.0% | +4.87% | 6.89 | 4 |
| 25.08 → 06.09 | Short | 100.0% | +4.87% | 7.10 | 4 |
| 25.08 → 04.09 | Short | 100.0% | +4.65% | 17.60 | 4 |
| 23.08 → 04.09 | Short | 100.0% | +4.64% | 16.74 | 4 |
| 23.08 → 05.09 | Short | 100.0% | +4.32% | 10.47 | 4 |
| 25.08 → 05.09 | Short | 100.0% | +4.32% | 10.66 | 4 |
| 24.08 → 04.09 | Short | 100.0% | +4.31% | 14.98 | 4 |
| 22.08 → 04.09 | Short | 100.0% | +4.00% | 9.68 | 4 |