Over 2022 to 2025 (4 years of data), CTVAUSUSD has tended to move long between 22.07 and 25.07, closing higher in 100.0% of those years for an average +1.40% move and an annualized Sharpe of 12.59.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 25.07 | Long | 100.0% | +1.40% | 12.59 | 4 |
| 25.07 → 30.08 | Long | 75.0% | +3.53% | 1.33 | 4 |
| 25.07 → 29.08 | Long | 75.0% | +3.49% | 1.33 | 4 |
| 22.07 → 30.08 | Long | 75.0% | +3.33% | 1.21 | 4 |
| 22.07 → 29.08 | Long | 75.0% | +3.29% | 1.20 | 4 |
| 21.07 → 30.08 | Long | 75.0% | +3.26% | 1.10 | 4 |
| 21.07 → 29.08 | Long | 75.0% | +3.22% | 1.09 | 4 |
| 25.07 → 12.09 | Long | 75.0% | +3.12% | 1.03 | 4 |