Over 2017 to 2025 (9 years of data), CTSHUSUSD has tended to move long between 10.07 and 22.07, closing higher in 100.0% of those years for an average +4.56% move and an annualized Sharpe of 5.09.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 22.07 | Long | 100.0% | +4.56% | 5.09 | 8 |
| 10.07 → 23.07 | Long | 100.0% | +4.33% | 4.92 | 8 |
| 11.07 → 23.07 | Long | 100.0% | +3.81% | 5.08 | 8 |
| 11.07 → 25.07 | Long | 100.0% | +3.68% | 5.19 | 8 |
| 11.07 → 24.07 | Long | 100.0% | +3.50% | 5.17 | 8 |
| 12.07 → 25.07 | Long | 100.0% | +3.30% | 4.99 | 8 |
| 13.07 → 25.07 | Long | 100.0% | +3.08% | 5.25 | 8 |
| 08.07 → 30.07 | Long | 87.5% | +4.82% | 2.05 | 8 |