Over 2022 to 2025 (4 years of data), CPRTUSUSD has tended to move short between 07.07 and 05.09, closing higher in 75.0% of those years for an average +13.79% move and an annualized Sharpe of 1.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 05.09 | Short | 75.0% | +13.79% | 1.67 | 4 |
| 08.07 → 02.09 | Short | 75.0% | +12.68% | 1.54 | 4 |
| 07.07 → 02.09 | Short | 75.0% | +12.60% | 1.51 | 4 |
| 08.07 → 01.09 | Short | 75.0% | +12.50% | 1.53 | 4 |
| 07.07 → 01.09 | Short | 75.0% | +12.43% | 1.50 | 4 |
| 07.07 → 04.09 | Short | 75.0% | +12.28% | 1.45 | 4 |
| 11.07 → 14.07 | Long | 75.0% | +1.60% | 6.24 | 4 |
| 10.07 → 13.07 | Long | 75.0% | +1.33% | 6.71 | 4 |