Over 2022 to 2025 (4 years of data), CSLUSUSD has tended to move short between 26.08 and 25.10, closing higher in 100.0% of those years for an average +7.64% move and an annualized Sharpe of 4.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Short | 100.0% | +7.64% | 4.13 | 4 |
| 25.08 → 07.09 | Short | 100.0% | +3.66% | 9.14 | 4 |
| 24.08 → 07.09 | Short | 100.0% | +3.46% | 7.85 | 4 |
| 25.08 → 06.09 | Short | 100.0% | +3.02% | 12.45 | 4 |
| 25.08 → 08.09 | Short | 100.0% | +2.98% | 6.25 | 4 |
| 24.08 → 06.09 | Short | 100.0% | +2.82% | 11.28 | 4 |
| 25.08 → 05.09 | Short | 100.0% | +2.56% | 6.50 | 4 |
| 23.08 → 07.09 | Short | 100.0% | +2.53% | 8.99 | 4 |