Over 2022 to 2025 (4 years of data), COOUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +4.32% move and an annualized Sharpe of 6.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +4.32% | 6.27 | 4 |
| 07.07 → 26.07 | Long | 100.0% | +3.63% | 5.49 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +3.47% | 5.18 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +2.57% | 4.59 | 4 |
| 11.07 → 28.07 | Long | 75.0% | +5.05% | 5.09 | 4 |
| 12.07 → 28.07 | Long | 75.0% | +4.84% | 4.44 | 4 |
| 11.07 → 27.07 | Long | 75.0% | +4.72% | 4.59 | 4 |
| 12.07 → 27.07 | Long | 75.0% | +4.51% | 4.11 | 4 |