Over 2022 to 2025 (4 years of data), CZRUSUSD has tended to move short between 14.09 and 05.11, closing higher in 100.0% of those years for an average +9.65% move and an annualized Sharpe of 2.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 05.11 | Short | 100.0% | +9.65% | 2.98 | 4 |
| 09.09 → 30.10 | Short | 75.0% | +12.56% | 1.99 | 4 |
| 09.09 → 01.11 | Short | 75.0% | +12.32% | 2.36 | 4 |
| 09.09 → 31.10 | Short | 75.0% | +12.22% | 2.27 | 4 |
| 11.09 → 30.10 | Short | 75.0% | +11.98% | 1.83 | 4 |
| 12.09 → 30.10 | Short | 75.0% | +11.98% | 1.96 | 4 |
| 10.09 → 30.10 | Short | 75.0% | +11.95% | 1.85 | 4 |
| 12.09 → 01.11 | Short | 75.0% | +11.76% | 2.39 | 4 |