Over 2017 to 2025 (9 years of data), CTSHUSUSD has tended to move short between 17.08 and 10.10, closing higher in 87.5% of those years for an average +3.04% move and an annualized Sharpe of 1.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 10.10 | Short | 87.5% | +3.04% | 1.12 | 8 |
| 16.08 → 10.10 | Short | 87.5% | +2.83% | 1.01 | 8 |
| 13.08 → 11.09 | Long | 87.5% | +2.24% | 2.65 | 8 |
| 12.08 → 11.09 | Long | 87.5% | +1.96% | 2.83 | 8 |
| 13.08 → 02.09 | Long | 87.5% | +1.80% | 1.65 | 8 |
| 13.08 → 01.09 | Long | 87.5% | +1.68% | 1.78 | 8 |
| 18.08 → 11.09 | Long | 87.5% | +1.61% | 2.38 | 8 |
| 13.08 → 30.08 | Long | 87.5% | +1.56% | 1.92 | 8 |