Over 2022 to 2025 (4 years of data), CTVAUSUSD has tended to move long between 12.07 and 22.07, closing higher in 100.0% of those years for an average +3.67% move and an annualized Sharpe of 11.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 22.07 | Long | 100.0% | +3.67% | 11.77 | 4 |
| 12.07 → 21.07 | Long | 100.0% | +3.62% | 11.69 | 4 |
| 11.07 → 22.07 | Long | 100.0% | +3.55% | 9.24 | 4 |
| 11.07 → 21.07 | Long | 100.0% | +3.50% | 9.25 | 4 |
| 13.07 → 22.07 | Long | 100.0% | +3.25% | 11.09 | 4 |
| 13.07 → 21.07 | Long | 100.0% | +3.20% | 11.12 | 4 |
| 08.07 → 11.07 | Short | 100.0% | +2.50% | 11.88 | 4 |
| 12.07 → 29.08 | Long | 75.0% | +6.25% | 1.88 | 4 |