Over 2017 to 2025 (9 years of data), COPUSUSD has tended to move short between 28.07 and 04.08, closing higher in 100.0% of those years for an average +3.51% move and an annualized Sharpe of 12.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 04.08 | Short | 100.0% | +3.51% | 12.42 | 8 |
| 28.07 → 05.08 | Short | 100.0% | +2.61% | 7.67 | 8 |
| 27.07 → 04.08 | Short | 87.5% | +3.42% | 10.37 | 8 |
| 28.07 → 03.08 | Short | 87.5% | +3.14% | 8.91 | 8 |
| 26.07 → 04.08 | Short | 87.5% | +3.09% | 7.39 | 8 |
| 27.07 → 03.08 | Short | 87.5% | +3.05% | 7.20 | 8 |
| 28.07 → 07.08 | Short | 87.5% | +2.46% | 5.27 | 8 |
| 28.07 → 06.08 | Short | 87.5% | +2.37% | 6.02 | 8 |