Over 2017 to 2025 (9 years of data), CSCOUSUSD has tended to move short between 12.09 and 13.10, closing higher in 77.8% of those years for an average +2.31% move and an annualized Sharpe of 1.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 13.10 | Short | 77.8% | +2.31% | 1.29 | 9 |
| 12.09 → 12.10 | Short | 66.7% | +2.37% | 1.25 | 9 |
| 12.09 → 11.10 | Short | 66.7% | +2.36% | 1.28 | 9 |
| 13.09 → 13.10 | Short | 66.7% | +2.11% | 1.27 | 9 |
| 11.09 → 12.10 | Short | 66.7% | +1.99% | 0.96 | 9 |
| 11.09 → 11.10 | Short | 66.7% | +1.98% | 0.97 | 9 |
| 11.09 → 13.10 | Short | 66.7% | +1.92% | 0.98 | 9 |
| 12.09 → 14.10 | Short | 66.7% | +1.90% | 1.02 | 9 |