Over 2017 to 2025 (9 years of data), CIUSUSD has tended to move long between 11.07 and 15.07, closing higher in 88.9% of those years for an average +1.33% move and an annualized Sharpe of 8.97.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 88.9% | +1.33% | 8.97 | 9 |
| 09.07 → 15.08 | Long | 77.8% | +1.96% | 1.12 | 9 |
| 08.07 → 14.07 | Long | 77.8% | +1.85% | 3.79 | 9 |
| 08.07 → 15.08 | Long | 77.8% | +1.84% | 1.03 | 9 |
| 11.07 → 06.09 | Long | 77.8% | +1.78% | 0.67 | 9 |
| 11.07 → 04.09 | Long | 77.8% | +1.64% | 0.58 | 9 |
| 09.07 → 14.08 | Long | 77.8% | +1.57% | 0.94 | 9 |
| 11.07 → 03.09 | Long | 77.8% | +1.52% | 0.56 | 9 |