Over 2022 to 2025 (4 years of data), CPTUSUSD has tended to move long between 14.07 and 22.07, closing higher in 100.0% of those years for an average +3.46% move and an annualized Sharpe of 12.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 22.07 | Long | 100.0% | +3.46% | 12.84 | 4 |
| 14.07 → 23.07 | Long | 100.0% | +3.32% | 11.29 | 4 |
| 15.07 → 22.07 | Long | 100.0% | +3.15% | 15.89 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +3.12% | 15.18 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +3.07% | 24.97 | 4 |
| 11.07 → 29.07 | Long | 100.0% | +3.07% | 5.08 | 4 |
| 16.07 → 22.07 | Long | 100.0% | +3.02% | 39.35 | 4 |
| 15.07 → 23.07 | Long | 100.0% | +3.01% | 13.78 | 4 |