Over 2017 to 2025 (9 years of data), CVXUSUSD has tended to move long between 23.07 and 29.07, closing higher in 88.9% of those years for an average +3.67% move and an annualized Sharpe of 7.43.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 29.07 | Long | 88.9% | +3.67% | 7.43 | 9 |
| 25.07 → 29.07 | Long | 88.9% | +2.93% | 7.22 | 9 |
| 22.07 → 25.07 | Long | 88.9% | +1.49% | 16.05 | 9 |
| 23.07 → 26.07 | Long | 88.9% | +1.41% | 11.37 | 9 |
| 24.07 → 29.07 | Long | 77.8% | +3.58% | 7.90 | 9 |
| 22.07 → 29.07 | Long | 77.8% | +3.52% | 6.35 | 9 |
| 28.07 → 20.08 | Short | 77.8% | +3.30% | 3.22 | 9 |
| 28.07 → 19.08 | Short | 77.8% | +2.86% | 3.05 | 9 |