sorry, but I have to say you lost money as opposed to make 10 Y.
You are only making 10Y compared to the "hold" benchmark.
Your conditional return is still negative, -0.0006037605.
Certainly you can short the benchmark hold strategy and make money, but the point is the cci did not make you money on absolute basis.
Having said all that, I change my mind and now think it
Wu4 you3 suo3 zhi1.
I now recommend the script.