Over 2017 to 2025 (9 years of data), CATUSUSD has tended to move long between 07.07 and 28.07, closing higher in 88.9% of those years for an average +6.01% move and an annualized Sharpe of 7.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 88.9% | +6.01% | 7.42 | 9 |
| 08.07 → 28.07 | Long | 88.9% | +5.52% | 6.68 | 9 |
| 07.07 → 27.07 | Long | 88.9% | +5.42% | 6.31 | 9 |
| 07.07 → 28.08 | Long | 88.9% | +5.38% | 1.93 | 9 |
| 07.07 → 01.09 | Long | 88.9% | +5.36% | 1.67 | 9 |
| 07.07 → 02.09 | Long | 88.9% | +5.36% | 1.52 | 9 |
| 07.07 → 27.08 | Long | 88.9% | +5.35% | 1.81 | 9 |
| 07.07 → 04.09 | Long | 88.9% | +5.28% | 1.75 | 9 |