Over 2022 to 2025 (4 years of data), CUBEUSUSD has tended to move short between 24.08 and 10.10, closing higher in 100.0% of those years for an average +9.20% move and an annualized Sharpe of 3.69.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 10.10 | Short | 100.0% | +9.20% | 3.69 | 4 |
| 26.08 → 10.10 | Short | 100.0% | +9.16% | 3.25 | 4 |
| 25.08 → 10.10 | Short | 100.0% | +9.13% | 3.51 | 4 |
| 23.08 → 10.10 | Short | 100.0% | +8.87% | 3.12 | 4 |
| 24.08 → 13.10 | Short | 100.0% | +8.66% | 3.09 | 4 |
| 24.08 → 09.10 | Short | 100.0% | +8.62% | 3.24 | 4 |
| 26.08 → 13.10 | Short | 100.0% | +8.61% | 2.73 | 4 |
| 25.08 → 13.10 | Short | 100.0% | +8.59% | 2.97 | 4 |