Over 2017 to 2025 (9 years of data), CVSUSUSD has tended to move long between 22.07 and 30.07, closing higher in 100.0% of those years for an average +1.98% move and an annualized Sharpe of 5.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 30.07 | Long | 100.0% | +1.98% | 5.75 | 8 |
| 23.07 → 16.08 | Long | 87.5% | +6.65% | 4.15 | 8 |
| 24.07 → 16.08 | Long | 87.5% | +6.14% | 4.05 | 8 |
| 23.07 → 19.08 | Long | 87.5% | +6.07% | 2.73 | 8 |
| 23.07 → 17.08 | Long | 87.5% | +6.05% | 2.92 | 8 |
| 25.07 → 20.08 | Long | 87.5% | +5.96% | 2.42 | 8 |
| 23.07 → 18.08 | Long | 87.5% | +5.84% | 2.73 | 8 |
| 23.07 → 20.08 | Long | 87.5% | +5.69% | 2.52 | 8 |