Over 2017 to 2025 (9 years of data), CUSUSD has tended to move short between 17.08 and 21.08, closing higher in 88.9% of those years for an average +1.79% move and an annualized Sharpe of 7.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 21.08 | Short | 88.9% | +1.79% | 7.10 | 9 |
| 17.08 → 20.08 | Short | 88.9% | +1.70% | 9.01 | 9 |
| 13.08 → 21.08 | Short | 77.8% | +2.15% | 4.62 | 9 |
| 13.08 → 20.08 | Short | 77.8% | +2.05% | 4.43 | 9 |
| 13.08 → 23.08 | Short | 77.8% | +1.60% | 2.54 | 9 |
| 15.08 → 23.08 | Short | 77.8% | +1.31% | 3.15 | 9 |
| 18.08 → 21.08 | Short | 77.8% | +1.23% | 6.48 | 9 |
| 17.08 → 22.08 | Short | 77.8% | +1.13% | 4.31 | 9 |