Over 2017 to 2025 (9 years of data), CRMUSUSD has tended to move long between 18.08 and 27.08, closing higher in 88.9% of those years for an average +6.01% move and an annualized Sharpe of 2.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 27.08 | Long | 88.9% | +6.01% | 2.91 | 9 |
| 18.08 → 26.08 | Long | 88.9% | +5.99% | 3.31 | 9 |
| 16.08 → 27.08 | Long | 88.9% | +5.95% | 2.43 | 9 |
| 16.08 → 26.08 | Long | 88.9% | +5.93% | 2.72 | 9 |
| 17.08 → 27.08 | Long | 88.9% | +5.89% | 2.54 | 9 |
| 17.08 → 26.08 | Long | 88.9% | +5.87% | 2.86 | 9 |
| 18.08 → 16.10 | Long | 88.9% | +5.72% | 1.08 | 9 |
| 17.08 → 16.10 | Long | 88.9% | +5.57% | 1.00 | 9 |