Over 2017 to 2025 (9 years of data), COSTUSUSD has tended to move long between 24.07 and 09.09, closing higher in 100.0% of those years for an average +5.77% move and an annualized Sharpe of 4.45.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.07 → 09.09 | Long | 100.0% | +5.77% | 4.45 | 8 |
| 22.07 → 09.09 | Long | 100.0% | +5.67% | 3.81 | 8 |
| 23.07 → 09.09 | Long | 100.0% | +5.67% | 4.11 | 8 |
| 24.07 → 12.09 | Long | 100.0% | +5.20% | 3.99 | 8 |
| 24.07 → 10.09 | Long | 100.0% | +5.13% | 3.85 | 8 |
| 22.07 → 12.09 | Long | 100.0% | +5.10% | 3.43 | 8 |
| 23.07 → 12.09 | Long | 100.0% | +5.10% | 3.73 | 8 |
| 22.07 → 10.09 | Long | 100.0% | +5.03% | 3.20 | 8 |