Over 2022 to 2025 (4 years of data), CNCUSUSD has tended to move long between 13.07 and 11.09, closing higher in 100.0% of those years for an average +6.85% move and an annualized Sharpe of 7.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Long | 100.0% | +6.85% | 7.77 | 4 |
| 12.07 → 10.09 | Long | 100.0% | +6.32% | 9.16 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +6.04% | 6.15 | 4 |
| 12.07 → 21.08 | Long | 75.0% | +5.69% | 1.85 | 4 |
| 12.07 → 23.08 | Long | 75.0% | +5.54% | 1.79 | 4 |
| 12.07 → 20.08 | Long | 75.0% | +5.27% | 1.63 | 4 |
| 12.07 → 14.08 | Long | 75.0% | +5.23% | 1.80 | 4 |
| 12.07 → 15.08 | Long | 75.0% | +5.15% | 1.66 | 4 |