Over 2022 to 2025 (4 years of data), CPRIUSUSD has tended to move long between 07.07 and 24.08, closing higher in 100.0% of those years for an average +23.37% move and an annualized Sharpe of 4.14.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 100.0% | +23.37% | 4.14 | 4 |
| 07.07 → 27.08 | Long | 100.0% | +22.69% | 3.76 | 4 |
| 07.07 → 23.08 | Long | 100.0% | +22.67% | 4.13 | 4 |
| 08.07 → 24.08 | Long | 100.0% | +22.60% | 4.00 | 4 |
| 07.07 → 03.09 | Long | 100.0% | +22.32% | 3.28 | 4 |
| 07.07 → 22.08 | Long | 100.0% | +22.25% | 3.87 | 4 |
| 07.07 → 25.08 | Long | 100.0% | +22.05% | 3.80 | 4 |
| 07.07 → 26.08 | Long | 100.0% | +22.03% | 3.72 | 4 |