Over 2022 to 2025 (4 years of data), COLDUSUSD has tended to move long between 09.07 and 28.07, closing higher in 100.0% of those years for an average +5.78% move and an annualized Sharpe of 4.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 28.07 | Long | 100.0% | +5.78% | 4.92 | 4 |
| 08.07 → 28.07 | Long | 100.0% | +5.29% | 4.23 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +5.11% | 4.31 | 4 |
| 09.07 → 25.07 | Long | 100.0% | +5.07% | 5.65 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +4.79% | 4.53 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +4.66% | 3.74 | 4 |
| 08.07 → 25.07 | Long | 100.0% | +4.59% | 4.86 | 4 |
| 07.07 → 25.07 | Long | 100.0% | +4.41% | 4.86 | 4 |