Over 2022 to 2025 (4 years of data), CVNAUSUSD has tended to move long between 12.07 and 15.08, closing higher in 100.0% of those years for an average +46.10% move and an annualized Sharpe of 2.28.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 15.08 | Long | 100.0% | +46.10% | 2.28 | 4 |
| 13.07 → 15.08 | Long | 100.0% | +45.35% | 2.17 | 4 |
| 12.07 → 11.08 | Long | 100.0% | +42.10% | 2.38 | 4 |
| 12.07 → 12.08 | Long | 100.0% | +41.97% | 2.33 | 4 |
| 08.07 → 15.08 | Long | 100.0% | +41.46% | 2.84 | 4 |
| 12.07 → 14.08 | Long | 100.0% | +40.99% | 2.31 | 4 |
| 12.07 → 17.08 | Long | 100.0% | +40.39% | 2.53 | 4 |
| 12.07 → 16.08 | Long | 100.0% | +40.37% | 2.34 | 4 |