Over 2017 to 2025 (9 years of data), CIUSUSD has tended to move long between 27.08 and 07.09, closing higher in 100.0% of those years for an average +2.37% move and an annualized Sharpe of 7.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 07.09 | Long | 100.0% | +2.37% | 7.81 | 9 |
| 27.08 → 26.10 | Long | 88.9% | +6.23% | 2.18 | 9 |
| 27.08 → 25.10 | Long | 88.9% | +5.93% | 2.22 | 9 |
| 27.08 → 23.10 | Long | 88.9% | +5.61% | 2.15 | 9 |
| 26.08 → 25.10 | Long | 88.9% | +5.17% | 1.93 | 9 |
| 27.08 → 22.10 | Long | 88.9% | +5.15% | 2.07 | 9 |
| 26.08 → 23.10 | Long | 88.9% | +4.86% | 1.85 | 9 |
| 27.08 → 24.10 | Long | 88.9% | +4.83% | 2.00 | 9 |