Over 2022 to 2025 (4 years of data), CUBEUSUSD has tended to move long between 10.07 and 22.07, closing higher in 75.0% of those years for an average +3.06% move and an annualized Sharpe of 3.95.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 75.0% | +3.06% | 3.95 | 4 |
| 10.07 → 21.07 | Long | 75.0% | +2.93% | 4.48 | 4 |
| 09.07 → 22.07 | Long | 75.0% | +2.92% | 3.83 | 4 |
| 07.07 → 22.07 | Long | 75.0% | +2.81% | 3.50 | 4 |
| 09.07 → 21.07 | Long | 75.0% | +2.80% | 4.36 | 4 |
| 07.07 → 21.07 | Long | 75.0% | +2.68% | 3.95 | 4 |
| 09.07 → 23.07 | Long | 75.0% | +2.67% | 3.16 | 4 |
| 07.07 → 23.07 | Long | 75.0% | +2.55% | 2.86 | 4 |