United States
Over 2022 to 2025 (4 years of data), CTLTUSUSD has tended to move short between 12.10 and 05.11, closing higher in 100.0% of those years for an average +23.92% move and an annualized Sharpe of 5.68.
Best window
12.10 - 05.11
Direction
Short
Win rate
100.0%
Avg return
+23.92%
Sample
3 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 05.11 | Short | 100.0% | +23.92% | 5.68 | 3 |
| 10.10 → 05.11 | Short | 100.0% | +23.89% | 5.09 | 3 |
| 12.10 → 09.11 | Short | 100.0% |
| +23.75% |
| 4.97 |
| 3 |
| 10.10 → 09.11 | Short | 100.0% | +23.74% | 4.54 | 3 |
| 09.10 → 05.11 | Short | 100.0% | +23.70% | 5.02 | 3 |
| 09.10 → 09.11 | Short | 100.0% | +23.57% | 4.50 | 3 |
| 08.10 → 05.11 | Short | 100.0% | +23.54% | 4.84 | 3 |
| 10.10 → 02.11 | Short | 100.0% | +23.44% | 5.79 | 3 |