Over 2022 to 2025 (4 years of data), CNCUSUSD has tended to move long between 16.07 and 12.09, closing higher in 100.0% of those years for an average +7.74% move and an annualized Sharpe of 4.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 12.09 | Long | 100.0% | +7.74% | 4.05 | 4 |
| 16.07 → 11.09 | Long | 100.0% | +7.70% | 3.80 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +7.64% | 9.19 | 4 |
| 14.07 → 12.09 | Long | 100.0% | +7.64% | 6.34 | 4 |
| 14.07 → 11.09 | Long | 100.0% | +7.58% | 6.96 | 4 |
| 15.07 → 12.09 | Long | 100.0% | +7.45% | 5.96 | 4 |
| 15.07 → 11.09 | Long | 100.0% | +7.41% | 5.31 | 4 |
| 16.07 → 13.09 | Long | 100.0% | +7.13% | 3.33 | 4 |