Over 2022 to 2025 (4 years of data), CPRTUSUSD has tended to move short between 09.09 and 22.09, closing higher in 75.0% of those years for an average +4.05% move and an annualized Sharpe of 4.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.09 → 22.09 | Short | 75.0% | +4.05% | 4.13 | 4 |
| 09.09 → 26.09 | Short | 75.0% | +3.99% | 3.44 | 4 |
| 09.09 → 23.09 | Short | 75.0% | +3.75% | 3.84 | 4 |
| 09.09 → 25.09 | Short | 75.0% | +3.67% | 3.29 | 4 |
| 11.09 → 22.09 | Short | 75.0% | +3.62% | 3.80 | 4 |
| 12.09 → 22.09 | Short | 75.0% | +3.57% | 3.89 | 4 |
| 11.09 → 26.09 | Short | 75.0% | +3.55% | 3.08 | 4 |
| 10.09 → 22.09 | Short | 75.0% | +3.52% | 3.74 | 4 |