Over 2017 to 2025 (9 years of data), CUSUSD has tended to move long between 07.07 and 25.07, closing higher in 100.0% of those years for an average +3.94% move and an annualized Sharpe of 5.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 25.07 | Long | 100.0% | +3.94% | 5.08 | 9 |
| 07.07 → 26.07 | Long | 88.9% | +4.42% | 5.03 | 9 |
| 08.07 → 27.07 | Long | 88.9% | +4.41% | 4.48 | 9 |
| 08.07 → 28.07 | Long | 88.9% | +4.23% | 4.68 | 9 |
| 08.07 → 25.07 | Long | 88.9% | +4.22% | 4.73 | 9 |
| 08.07 → 30.07 | Long | 88.9% | +4.15% | 4.44 | 9 |
| 07.07 → 29.07 | Long | 88.9% | +4.14% | 4.42 | 9 |
| 07.07 → 27.07 | Long | 88.9% | +4.13% | 4.60 | 9 |