United States
Over 2017 to 2025 (9 years of data), CTLUSUSD has tended to move long between 12.10 and 25.10, closing higher in 87.5% of those years for an average +7.63% move and an annualized Sharpe of 2.88.
Best window
12.10 - 25.10
Direction
Long
Win rate
87.5%
Avg return
+7.63%
Sample
8 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 25.10 | Long | 87.5% | +7.63% | 2.88 | 8 |
| 12.10 → 19.10 | Long | 87.5% | +4.60% | 8.03 | 8 |
| 12.10 → 24.10 | Long | 87.5% |
| +4.53% |
| 3.02 |
| 8 |
| 12.10 → 20.10 | Long | 87.5% | +4.38% | 7.20 | 8 |
| 11.10 → 20.10 | Long | 85.7% | +3.38% | 5.65 | 7 |
| 11.10 → 10.12 | Short | 77.8% | -0.60% | -0.10 | 9 |
| 12.10 → 31.10 | Long | 75.0% | +10.09% | 2.37 | 8 |
| 12.10 → 26.10 | Long | 75.0% | +7.25% | 2.54 | 8 |