Over 2017 to 2025 (9 years of data), CVXUSUSD has tended to move long between 07.07 and 28.07, closing higher in 100.0% of those years for an average +3.85% move and an annualized Sharpe of 4.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 100.0% | +3.85% | 4.23 | 9 |
| 07.07 → 29.07 | Long | 100.0% | +3.73% | 4.13 | 9 |
| 08.07 → 28.07 | Long | 88.9% | +3.55% | 3.65 | 9 |
| 08.07 → 29.07 | Long | 88.9% | +3.45% | 3.34 | 9 |
| 09.07 → 29.07 | Long | 88.9% | +3.20% | 2.99 | 9 |
| 07.07 → 27.07 | Long | 88.9% | +2.83% | 6.14 | 9 |
| 08.07 → 27.07 | Long | 88.9% | +2.53% | 4.91 | 9 |
| 07.07 → 26.07 | Long | 88.9% | +2.31% | 5.99 | 9 |