Over 2017 to 2025 (9 years of data), CTLUSUSD has tended to move long between 23.08 and 26.08, closing higher in 100.0% of those years for an average +1.77% move and an annualized Sharpe of 14.52.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 26.08 | Long | 100.0% | +1.77% | 14.52 | 8 |
| 23.08 → 21.09 | Long | 75.0% | +6.05% | 1.35 | 8 |
| 24.08 → 21.09 | Long | 75.0% | +5.99% | 1.35 | 8 |
| 26.08 → 03.09 | Short | 75.0% | +5.44% | 4.48 | 8 |
| 24.08 → 22.09 | Long | 75.0% | +5.43% | 1.18 | 8 |
| 23.08 → 20.09 | Long | 75.0% | +5.07% | 1.24 | 8 |
| 25.08 → 21.09 | Long | 75.0% | +5.05% | 1.14 | 8 |
| 23.08 → 19.09 | Long | 75.0% | +4.47% | 1.38 | 8 |