Over 2022 to 2025 (4 years of data), CTLTUSUSD has tended to move long between 13.07 and 30.07, closing higher in 75.0% of those years for an average +4.78% move and an annualized Sharpe of 5.06.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 30.07 | Long | 75.0% | +4.78% | 5.06 | 4 |
| 13.07 → 29.07 | Long | 75.0% | +4.63% | 5.08 | 4 |
| 13.07 → 28.07 | Long | 75.0% | +4.44% | 4.91 | 4 |
| 12.07 → 30.07 | Long | 75.0% | +4.35% | 4.89 | 4 |
| 12.07 → 29.07 | Long | 75.0% | +4.20% | 4.96 | 4 |
| 13.07 → 27.07 | Long | 75.0% | +4.14% | 5.31 | 4 |
| 12.07 → 28.07 | Long | 75.0% | +4.01% | 4.72 | 4 |
| 07.07 → 30.07 | Long | 75.0% | +3.99% | 5.17 | 4 |