Over 2022 to 2025 (4 years of data), CCLUSUSD has tended to move short between 10.07 and 08.08, closing higher in 100.0% of those years for an average +10.29% move and an annualized Sharpe of 5.73.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.08 | Short | 100.0% | +10.29% | 5.73 | 4 |
| 07.07 → 08.08 | Short | 100.0% | +9.37% | 7.49 | 4 |
| 09.07 → 08.08 | Short | 100.0% | +9.29% | 6.07 | 4 |
| 11.07 → 08.08 | Short | 100.0% | +9.22% | 5.58 | 4 |
| 08.07 → 08.08 | Short | 100.0% | +9.17% | 6.43 | 4 |
| 10.07 → 07.08 | Short | 100.0% | +8.78% | 3.88 | 4 |
| 12.07 → 08.08 | Short | 100.0% | +8.78% | 4.54 | 4 |
| 07.07 → 20.08 | Short | 100.0% | +8.54% | 3.90 | 4 |