Over 2017 to 2025 (9 years of data), CSCOUSUSD has tended to move long between 08.07 and 24.07, closing higher in 100.0% of those years for an average +2.41% move and an annualized Sharpe of 6.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 24.07 | Long | 100.0% | +2.41% | 6.81 | 9 |
| 08.07 → 25.07 | Long | 100.0% | +2.23% | 6.73 | 9 |
| 07.07 → 24.07 | Long | 88.9% | +2.24% | 5.41 | 9 |
| 08.07 → 26.07 | Long | 88.9% | +2.22% | 6.07 | 9 |
| 08.07 → 22.07 | Long | 88.9% | +2.14% | 6.01 | 9 |
| 07.07 → 25.07 | Long | 88.9% | +2.06% | 5.79 | 9 |
| 11.07 → 22.07 | Long | 88.9% | +1.29% | 5.52 | 9 |
| 11.07 → 21.07 | Long | 88.9% | +1.22% | 5.33 | 9 |