Over 2017 to 2025 (9 years of data), COSTUSUSD has tended to move long between 12.07 and 07.09, closing higher in 100.0% of those years for an average +7.35% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 07.09 | Long | 100.0% | +7.35% | 3.78 | 8 |
| 12.07 → 08.09 | Long | 100.0% | +7.13% | 3.56 | 8 |
| 13.07 → 07.09 | Long | 100.0% | +6.75% | 3.95 | 8 |
| 13.07 → 08.09 | Long | 100.0% | +6.52% | 3.82 | 8 |
| 12.07 → 09.09 | Long | 87.5% | +7.40% | 3.50 | 8 |
| 07.07 → 05.09 | Long | 87.5% | +7.33% | 2.85 | 8 |
| 12.07 → 10.09 | Long | 87.5% | +7.13% | 3.32 | 8 |
| 12.07 → 06.09 | Long | 87.5% | +7.00% | 3.69 | 8 |