Over 2020 to 2025 (6 years of data), CNDXGBUSD has tended to move long between 07.07 and 02.09, closing higher in 83.3% of those years for an average +4.44% move and an annualized Sharpe of 1.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 02.09 | Long | 83.3% | +4.44% | 1.92 | 6 |
| 08.07 → 02.09 | Long | 83.3% | +4.43% | 1.85 | 6 |
| 12.07 → 02.09 | Long | 83.3% | +4.21% | 2.09 | 6 |
| 10.07 → 02.09 | Long | 83.3% | +4.20% | 1.91 | 6 |
| 11.07 → 02.09 | Long | 83.3% | +4.19% | 1.91 | 6 |
| 09.07 → 02.09 | Long | 83.3% | +4.07% | 1.81 | 6 |
| 07.07 → 01.09 | Long | 83.3% | +4.00% | 1.69 | 6 |
| 08.07 → 01.09 | Long | 83.3% | +3.98% | 1.64 | 6 |