Over 2022 to 2025 (4 years of data), COOUSUSD has tended to move long between 22.07 and 29.07, closing higher in 100.0% of those years for an average +2.72% move and an annualized Sharpe of 15.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 29.07 | Long | 100.0% | +2.72% | 15.87 | 4 |
| 24.07 → 29.07 | Long | 100.0% | +2.61% | 13.55 | 4 |
| 22.07 → 28.07 | Long | 100.0% | +2.51% | 19.18 | 4 |
| 23.07 → 29.07 | Long | 100.0% | +2.31% | 12.38 | 4 |
| 22.07 → 30.07 | Long | 100.0% | +2.09% | 13.54 | 4 |
| 22.07 → 02.08 | Long | 100.0% | +1.73% | 7.39 | 4 |
| 22.07 → 03.08 | Long | 100.0% | +1.68% | 4.52 | 4 |
| 22.07 → 25.07 | Long | 100.0% | +1.67% | 10.66 | 4 |