Over 2022 to 2025 (4 years of data), CCLUSUSD has tended to move long between 21.08 and 25.08, closing higher in 100.0% of those years for an average +6.71% move and an annualized Sharpe of 17.57.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.08 | Long | 100.0% | +6.71% | 17.57 | 4 |
| 20.08 → 25.08 | Long | 100.0% | +6.34% | 15.19 | 4 |
| 22.08 → 25.08 | Long | 100.0% | +5.87% | 18.38 | 4 |
| 18.08 → 14.09 | Long | 100.0% | +5.81% | 3.71 | 4 |
| 21.08 → 29.08 | Long | 100.0% | +5.52% | 11.41 | 4 |
| 20.08 → 29.08 | Long | 100.0% | +5.15% | 11.13 | 4 |
| 21.08 → 30.08 | Long | 100.0% | +5.05% | 8.74 | 4 |
| 17.08 → 20.08 | Short | 100.0% | +4.96% | 9.95 | 4 |