Over 2017 to 2025 (9 years of data), CRMUSUSD has tended to move short between 13.07 and 10.08, closing higher in 88.9% of those years for an average +1.98% move and an annualized Sharpe of 0.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 10.08 | Short | 88.9% | +1.98% | 0.95 | 9 |
| 10.07 → 23.07 | Long | 88.9% | +1.43% | 2.73 | 9 |
| 11.07 → 23.07 | Long | 88.9% | +1.08% | 2.09 | 9 |
| 12.07 → 02.08 | Short | 88.9% | +1.00% | 0.61 | 9 |
| 09.07 → 28.08 | Long | 77.8% | +5.31% | 1.23 | 9 |
| 09.07 → 29.08 | Long | 77.8% | +5.22% | 1.20 | 9 |
| 11.07 → 10.08 | Short | 77.8% | +2.30% | 1.50 | 9 |
| 13.07 → 11.08 | Short | 77.8% | +2.00% | 0.85 | 9 |