Over 2022 to 2025 (4 years of data), CZRUSUSD has tended to move long between 09.07 and 20.07, closing higher in 75.0% of those years for an average +7.37% move and an annualized Sharpe of 5.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 20.07 | Long | 75.0% | +7.37% | 5.62 | 4 |
| 09.07 → 31.07 | Long | 75.0% | +7.22% | 2.38 | 4 |
| 08.07 → 31.07 | Long | 75.0% | +6.81% | 2.13 | 4 |
| 09.07 → 19.07 | Long | 75.0% | +6.77% | 6.29 | 4 |
| 09.07 → 15.08 | Long | 75.0% | +6.75% | 1.28 | 4 |
| 07.07 → 20.07 | Long | 75.0% | +6.61% | 4.89 | 4 |
| 09.07 → 21.07 | Long | 75.0% | +6.56% | 5.07 | 4 |
| 07.07 → 31.07 | Long | 75.0% | +6.41% | 2.15 | 4 |