Over 2020 to 2025 (6 years of data), CPRITEUR has tended to move long between 09.07 and 22.07, closing higher in 100.0% of those years for an average +2.43% move and an annualized Sharpe of 5.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 22.07 | Long | 100.0% | +2.43% | 5.12 | 5 |
| 09.07 → 12.07 | Long | 100.0% | +1.68% | 13.72 | 5 |
| 09.07 → 21.07 | Long | 100.0% | +1.57% | 6.72 | 5 |
| 09.07 → 13.07 | Long | 100.0% | +1.30% | 7.08 | 5 |
| 13.07 → 11.09 | Short | 80.0% | +5.79% | 1.97 | 5 |
| 13.07 → 10.09 | Short | 80.0% | +5.16% | 1.95 | 5 |
| 13.07 → 08.09 | Short | 80.0% | +5.01% | 2.02 | 5 |
| 13.07 → 07.09 | Short | 80.0% | +4.71% | 1.76 | 5 |