United States
Over 2022 to 2025 (4 years of data), CRLUSUSD has tended to move long between 12.10 and 25.11, closing higher in 100.0% of those years for an average +11.99% move and an annualized Sharpe of 4.11.
Best window
12.10 - 25.11
Direction
Long
Win rate
100.0%
Avg return
+11.99%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 25.11 | Long | 100.0% | +11.99% | 4.11 | 3 |
| 12.10 → 27.11 | Long | 100.0% | +10.99% | 4.45 | 3 |
| 12.10 → 26.11 | Long | 100.0% |
| +10.65% |
| 4.18 |
| 3 |
| 11.10 → 25.11 | Long | 100.0% | +8.83% | 3.00 | 4 |
| 12.10 → 29.11 | Long | 100.0% | +8.34% | 2.86 | 4 |
| 12.10 → 28.11 | Long | 100.0% | +8.24% | 3.01 | 4 |
| 11.10 → 29.11 | Long | 100.0% | +8.18% | 2.99 | 4 |
| 11.10 → 27.11 | Long | 100.0% | +8.08% | 3.16 | 4 |