Over 2022 to 2025 (4 years of data), CTLTUSUSD has tended to move short between 26.08 and 25.10, closing higher in 100.0% of those years for an average +14.56% move and an annualized Sharpe of 2.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Short | 100.0% | +14.56% | 2.87 | 3 |
| 28.08 → 27.10 | Short | 100.0% | +14.41% | 2.92 | 3 |
| 26.08 → 23.10 | Short | 100.0% | +12.99% | 2.24 | 3 |
| 24.08 → 23.10 | Short | 100.0% | +12.84% | 2.28 | 3 |
| 25.08 → 23.10 | Short | 100.0% | +12.66% | 2.20 | 3 |
| 28.08 → 26.10 | Short | 100.0% | +12.50% | 3.21 | 3 |
| 28.08 → 25.10 | Short | 100.0% | +12.49% | 3.11 | 3 |
| 27.08 → 26.10 | Short | 100.0% | +12.47% | 3.17 | 3 |