Over 2022 to 2025 (4 years of data), CSLUSUSD has tended to move long between 08.07 and 28.07, closing higher in 100.0% of those years for an average +9.70% move and an annualized Sharpe of 7.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 100.0% | +9.70% | 7.77 | 4 |
| 07.07 → 28.07 | Long | 100.0% | +9.52% | 6.99 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +8.98% | 10.46 | 4 |
| 07.07 → 27.07 | Long | 100.0% | +8.80% | 9.02 | 4 |
| 08.07 → 29.07 | Long | 100.0% | +8.79% | 5.97 | 4 |
| 09.07 → 28.07 | Long | 100.0% | +8.78% | 6.14 | 4 |
| 07.07 → 29.07 | Long | 100.0% | +8.61% | 5.55 | 4 |
| 10.07 → 28.07 | Long | 100.0% | +8.18% | 5.26 | 4 |