Over 2017 to 2025 (9 years of data), CLUSUSD has tended to move long between 12.07 and 29.07, closing higher in 87.5% of those years for an average +1.45% move and an annualized Sharpe of 3.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.07 | Long | 87.5% | +1.45% | 3.51 | 8 |
| 12.07 → 27.07 | Long | 87.5% | +1.39% | 3.55 | 8 |
| 11.07 → 29.07 | Long | 87.5% | +1.30% | 2.49 | 8 |
| 14.07 → 29.07 | Long | 87.5% | +1.30% | 3.34 | 8 |
| 12.07 → 28.07 | Long | 87.5% | +1.26% | 3.03 | 8 |
| 11.07 → 27.07 | Long | 87.5% | +1.24% | 2.52 | 8 |
| 14.07 → 27.07 | Long | 87.5% | +1.24% | 3.62 | 8 |
| 13.07 → 29.07 | Long | 87.5% | +1.23% | 3.19 | 8 |