Over 2022 to 2025 (4 years of data), CPRIUSUSD has tended to move long between 22.08 and 11.09, closing higher in 100.0% of those years for an average +6.34% move and an annualized Sharpe of 5.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 11.09 | Long | 100.0% | +6.34% | 5.53 | 4 |
| 27.08 → 11.09 | Long | 100.0% | +6.04% | 5.73 | 4 |
| 23.08 → 11.09 | Long | 100.0% | +5.66% | 4.27 | 4 |
| 28.08 → 11.09 | Long | 100.0% | +5.54% | 5.74 | 4 |
| 24.08 → 11.09 | Long | 100.0% | +4.79% | 4.16 | 4 |
| 25.08 → 11.09 | Long | 100.0% | +4.75% | 4.22 | 4 |
| 22.08 → 10.09 | Long | 100.0% | +3.93% | 8.79 | 4 |
| 22.08 → 12.09 | Long | 100.0% | +3.61% | 3.71 | 4 |