Over 2020 to 2025 (6 years of data), CPRITEUR has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +2.34% move and an annualized Sharpe of 13.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +2.34% | 13.69 | 5 |
| 28.07 → 27.08 | Short | 100.0% | +1.85% | 3.37 | 5 |
| 28.07 → 29.08 | Short | 100.0% | +1.48% | 3.54 | 5 |
| 26.07 → 18.09 | Short | 80.0% | +9.81% | 2.79 | 5 |
| 28.07 → 25.09 | Short | 80.0% | +9.78% | 2.79 | 5 |
| 27.07 → 25.09 | Short | 80.0% | +9.60% | 2.38 | 5 |
| 28.07 → 26.09 | Short | 80.0% | +9.58% | 2.83 | 5 |
| 26.07 → 24.09 | Short | 80.0% | +9.55% | 2.48 | 5 |