Over 2017 to 2025 (9 years of data), CSXUSUSD has tended to move long between 25.07 and 31.07, closing higher in 87.5% of those years for an average +2.61% move and an annualized Sharpe of 8.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 31.07 | Long | 87.5% | +2.61% | 8.41 | 8 |
| 25.07 → 29.07 | Long | 87.5% | +2.09% | 10.34 | 8 |
| 24.07 → 29.07 | Long | 87.5% | +1.71% | 7.32 | 8 |
| 24.07 → 27.07 | Long | 87.5% | +1.51% | 11.73 | 8 |
| 28.07 → 31.07 | Long | 87.5% | +1.21% | 10.70 | 8 |
| 25.07 → 18.08 | Long | 75.0% | +2.82% | 2.01 | 8 |
| 25.07 → 12.08 | Long | 75.0% | +2.80% | 2.36 | 8 |
| 25.07 → 17.08 | Long | 75.0% | +2.71% | 1.81 | 8 |