Over 2017 to 2025 (9 years of data), CLUSUSD has tended to move long between 11.07 and 28.07, closing higher in 87.5% of those years for an average +1.20% move and an annualized Sharpe of 3.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 28.07 | Long | 87.5% | +1.20% | 3.06 | 8 |
| 11.07 → 26.07 | Long | 87.5% | +1.12% | 4.13 | 8 |
| 12.07 → 28.07 | Long | 87.5% | +0.89% | 2.57 | 8 |
| 08.07 → 26.07 | Long | 87.5% | +0.84% | 1.78 | 8 |
| 09.07 → 26.07 | Long | 87.5% | +0.77% | 1.82 | 8 |
| 11.07 → 14.07 | Long | 87.5% | +0.72% | 7.72 | 8 |
| 11.07 → 15.07 | Long | 87.5% | +0.70% | 4.88 | 8 |
| 11.07 → 27.07 | Long | 87.5% | +0.70% | 1.94 | 8 |