Over 2017 to 2025 (9 years of data), CSUSUSD has tended to move long between 20.08 and 13.09, closing higher in 100.0% of those years for an average +4.88% move and an annualized Sharpe of 3.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 13.09 | Long | 100.0% | +4.88% | 3.64 | 6 |
| 20.08 → 14.09 | Long | 100.0% | +4.39% | 3.62 | 6 |
| 20.08 → 16.09 | Long | 100.0% | +3.82% | 2.84 | 6 |
| 20.08 → 17.09 | Long | 100.0% | +3.30% | 2.57 | 6 |
| 20.08 → 25.08 | Long | 100.0% | +2.68% | 13.16 | 6 |
| 20.08 → 27.08 | Long | 100.0% | +2.21% | 10.38 | 5 |
| 21.08 → 25.08 | Long | 100.0% | +2.21% | 13.00 | 6 |
| 20.08 → 26.08 | Long | 100.0% | +1.82% | 13.52 | 6 |