Over 2017 to 2025 (9 years of data), CSXUSUSD has tended to move long between 10.07 and 29.07, closing higher in 87.5% of those years for an average +4.39% move and an annualized Sharpe of 3.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 29.07 | Long | 87.5% | +4.39% | 3.12 | 8 |
| 10.07 → 28.07 | Long | 87.5% | +3.88% | 2.75 | 8 |
| 08.07 → 29.07 | Long | 87.5% | +3.80% | 2.83 | 8 |
| 10.07 → 27.07 | Long | 87.5% | +3.78% | 2.77 | 8 |
| 12.07 → 29.07 | Long | 87.5% | +3.78% | 2.48 | 8 |
| 08.07 → 30.07 | Long | 87.5% | +3.74% | 2.62 | 8 |
| 13.07 → 29.07 | Long | 87.5% | +3.63% | 2.36 | 8 |
| 08.07 → 31.07 | Long | 87.5% | +3.46% | 2.02 | 8 |