Over 2017 to 2025 (9 years of data), CATUSUSD has tended to move long between 20.08 and 13.09, closing higher in 88.9% of those years for an average +4.17% move and an annualized Sharpe of 2.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 13.09 | Long | 88.9% | +4.17% | 2.87 | 9 |
| 20.08 → 15.09 | Long | 88.9% | +4.03% | 2.90 | 9 |
| 20.08 → 29.08 | Long | 88.9% | +1.76% | 7.65 | 9 |
| 18.08 → 10.10 | Long | 77.8% | +6.23% | 1.56 | 9 |
| 20.08 → 28.09 | Long | 77.8% | +5.27% | 1.97 | 9 |
| 20.08 → 19.09 | Long | 77.8% | +5.15% | 2.66 | 9 |
| 16.08 → 19.09 | Long | 77.8% | +5.11% | 1.87 | 9 |
| 21.08 → 28.09 | Long | 77.8% | +5.06% | 1.91 | 9 |