Over 2017 to 2025 (9 years of data), CSUSUSD has tended to move long between 13.07 and 23.07, closing higher in 66.7% of those years for an average +1.81% move and an annualized Sharpe of 5.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 23.07 | Long | 66.7% | +1.81% | 5.34 | 9 |
| 08.07 → 27.07 | Long | 66.7% | +1.73% | 5.41 | 9 |
| 08.07 → 29.07 | Long | 66.7% | +1.63% | 3.75 | 9 |
| 08.07 → 30.07 | Long | 66.7% | +1.45% | 2.89 | 9 |
| 11.07 → 23.07 | Long | 66.7% | +1.22% | 3.53 | 9 |
| 13.07 → 27.07 | Long | 55.6% | +2.50% | 3.74 | 9 |
| 13.07 → 11.09 | Long | 55.6% | +2.48% | 2.20 | 9 |
| 13.07 → 29.07 | Long | 55.6% | +2.41% | 2.87 | 9 |