Over 2020 to 2025 (6 years of data), CPRITEUR has tended to move short between 26.08 and 15.09, closing higher in 100.0% of those years for an average +7.42% move and an annualized Sharpe of 5.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 15.09 | Short | 100.0% | +7.42% | 5.09 | 5 |
| 25.08 → 15.09 | Short | 100.0% | +7.40% | 4.52 | 5 |
| 24.08 → 15.09 | Short | 100.0% | +7.18% | 4.69 | 5 |
| 22.08 → 25.08 | Long | 100.0% | +0.79% | 13.88 | 5 |
| 26.08 → 27.09 | Short | 80.0% | +8.79% | 3.42 | 5 |
| 25.08 → 27.09 | Short | 80.0% | +8.78% | 3.22 | 5 |
| 26.08 → 25.09 | Short | 80.0% | +8.78% | 3.73 | 5 |
| 25.08 → 25.09 | Short | 80.0% | +8.76% | 3.46 | 5 |