Over 2022 to 2025 (4 years of data), CRLUSUSD has tended to move long between 07.07 and 29.07, closing higher in 100.0% of those years for an average +11.71% move and an annualized Sharpe of 7.31.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 29.07 | Long | 100.0% | +11.71% | 7.31 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +11.54% | 7.82 | 4 |
| 07.07 → 30.07 | Long | 100.0% | +11.47% | 5.78 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +11.09% | 7.43 | 4 |
| 10.07 → 29.07 | Long | 100.0% | +10.77% | 6.81 | 4 |
| 07.07 → 31.07 | Long | 100.0% | +10.75% | 5.35 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +10.66% | 7.55 | 4 |
| 09.07 → 29.07 | Long | 100.0% | +10.62% | 8.26 | 4 |