Over 2017 to 2025 (9 years of data), COPUSUSD has tended to move long between 07.07 and 21.07, closing higher in 87.5% of those years for an average +1.69% move and an annualized Sharpe of 2.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 21.07 | Long | 87.5% | +1.69% | 2.76 | 8 |
| 10.07 → 28.08 | Long | 75.0% | +4.37% | 0.93 | 8 |
| 10.07 → 29.08 | Long | 75.0% | +4.19% | 0.93 | 8 |
| 10.07 → 30.08 | Long | 75.0% | +3.85% | 0.86 | 8 |
| 10.07 → 27.08 | Long | 75.0% | +3.72% | 0.81 | 8 |
| 10.07 → 24.08 | Long | 75.0% | +3.31% | 0.72 | 8 |
| 10.07 → 25.08 | Long | 75.0% | +3.18% | 0.69 | 8 |
| 10.07 → 28.07 | Long | 75.0% | +2.64% | 1.91 | 8 |