Over 2017 to 2025 (9 years of data), CSXUSUSD has tended to move long between 28.08 and 15.10, closing higher in 75.0% of those years for an average +2.60% move and an annualized Sharpe of 0.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.08 → 15.10 | Long | 75.0% | +2.60% | 0.97 | 8 |
| 28.08 → 16.10 | Long | 75.0% | +2.55% | 1.01 | 8 |
| 27.08 → 15.10 | Long | 75.0% | +2.45% | 0.95 | 8 |
| 27.08 → 16.10 | Long | 75.0% | +2.40% | 0.98 | 8 |
| 22.08 → 06.09 | Short | 75.0% | +2.26% | 2.94 | 8 |
| 22.08 → 07.09 | Short | 75.0% | +2.04% | 2.22 | 8 |
| 25.08 → 06.09 | Short | 75.0% | +2.03% | 3.10 | 8 |
| 25.08 → 07.09 | Short | 75.0% | +1.80% | 2.24 | 8 |