Over 2017 to 2025 (9 years of data), CTLUSUSD has tended to move short between 12.07 and 20.07, closing higher in 87.5% of those years for an average +1.70% move and an annualized Sharpe of 1.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 20.07 | Short | 87.5% | +1.70% | 1.50 | 8 |
| 12.07 → 21.07 | Short | 87.5% | +1.59% | 1.27 | 8 |
| 11.07 → 20.07 | Short | 87.5% | +0.69% | 0.38 | 8 |
| 07.07 → 17.07 | Short | 87.5% | +0.62% | 0.26 | 8 |
| 11.07 → 21.07 | Short | 87.5% | +0.59% | 0.30 | 8 |
| 09.07 → 20.07 | Short | 87.5% | +0.56% | 0.26 | 8 |
| 09.07 → 21.07 | Short | 87.5% | +0.46% | 0.20 | 8 |
| 08.07 → 20.07 | Short | 87.5% | -0.32% | -0.14 | 8 |