Over 2017 to 2025 (9 years of data), CVSUSUSD has tended to move long between 09.07 and 15.08, closing higher in 100.0% of those years for an average +6.62% move and an annualized Sharpe of 6.29.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 15.08 | Long | 100.0% | +6.62% | 6.29 | 8 |
| 07.07 → 15.08 | Long | 100.0% | +6.48% | 4.78 | 8 |
| 08.07 → 15.08 | Long | 100.0% | +6.27% | 5.25 | 8 |
| 11.07 → 15.08 | Long | 100.0% | +5.67% | 5.06 | 8 |
| 11.07 → 08.08 | Long | 100.0% | +3.30% | 4.25 | 8 |
| 09.07 → 19.08 | Long | 87.5% | +6.33% | 4.24 | 8 |
| 07.07 → 19.08 | Long | 87.5% | +6.20% | 3.50 | 8 |
| 09.07 → 20.08 | Long | 87.5% | +6.05% | 4.06 | 8 |