Over 2022 to 2025 (4 years of data), CLRUSUSD has tended to move long between 13.07 and 28.08, closing higher in 25.0% of those years for an average +4.56% move and an annualized Sharpe of 1.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 28.08 | Long | 25.0% | +4.56% | 1.63 | 4 |
| 13.07 → 23.08 | Long | 25.0% | +4.37% | 1.72 | 4 |
| 13.07 → 24.08 | Long | 25.0% | +4.26% | 1.70 | 4 |
| 12.07 → 28.08 | Long | 25.0% | +4.13% | 1.61 | 4 |
| 11.07 → 28.08 | Long | 25.0% | +4.00% | 1.59 | 4 |
| 13.07 → 22.08 | Long | 25.0% | +4.00% | 1.74 | 4 |
| 13.07 → 11.09 | Long | 25.0% | +3.99% | 1.42 | 4 |
| 13.07 → 25.08 | Long | 25.0% | +3.97% | 1.68 | 4 |