Over 2022 to 2025 (4 years of data), COLDUSUSD has tended to move short between 22.08 and 21.10, closing higher in 100.0% of those years for an average +15.22% move and an annualized Sharpe of 4.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 21.10 | Short | 100.0% | +15.22% | 4.40 | 4 |
| 16.08 → 01.10 | Short | 100.0% | +14.97% | 6.52 | 3 |
| 20.08 → 19.10 | Short | 100.0% | +14.53% | 4.57 | 4 |
| 21.08 → 20.10 | Short | 100.0% | +14.45% | 4.26 | 4 |
| 22.08 → 20.10 | Short | 100.0% | +14.34% | 4.11 | 4 |
| 17.08 → 13.10 | Short | 100.0% | +14.16% | 4.49 | 4 |
| 21.08 → 19.10 | Short | 100.0% | +14.16% | 4.31 | 4 |
| 17.08 → 12.10 | Short | 100.0% | +14.05% | 4.44 | 4 |