United States
Over 2017 to 2025 (9 years of data), CLUSUSD has tended to move long between 12.10 and 05.12, closing higher in 77.8% of those years for an average +3.76% move and an annualized Sharpe of 1.64.
Best window
12.10 - 05.12
Direction
Long
Win rate
77.8%
Avg return
+3.76%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.12 | Long | 77.8% | +3.76% | 1.64 | 9 |
| 12.10 → 28.11 | Long | 77.8% | +3.71% | 1.88 | 9 |
| 12.10 → 03.12 | Long | 77.8% |
| +3.66% |
| 1.50 |
| 9 |
| 11.10 → 03.12 | Long | 77.8% | +3.58% | 1.49 | 9 |
| 12.10 → 29.11 | Long | 77.8% | +3.49% | 1.77 | 9 |
| 12.10 → 27.11 | Long | 77.8% | +3.42% | 1.86 | 9 |
| 12.10 → 26.11 | Long | 77.8% | +3.23% | 1.76 | 9 |
| 12.10 → 25.11 | Long | 77.8% | +3.08% | 1.56 | 9 |