Over 2017 to 2025 (9 years of data), AAPLUSUSD has tended to move long between 21.08 and 25.08, closing higher in 88.9% of those years for an average +0.78% move and an annualized Sharpe of 4.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 25.08 | Long | 88.9% | +0.78% | 4.05 | 9 |
| 21.08 → 28.08 | Long | 77.8% | +1.03% | 2.48 | 9 |
| 21.08 → 27.08 | Long | 77.8% | +0.53% | 1.38 | 9 |
| 27.08 → 01.09 | Long | 77.8% | -6.32% | -2.26 | 9 |
| 25.08 → 01.09 | Long | 77.8% | -6.57% | -2.00 | 9 |
| 27.08 → 02.09 | Long | 77.8% | -6.59% | -2.14 | 9 |
| 27.08 → 30.08 | Long | 77.8% | -6.61% | -3.02 | 9 |
| 27.08 → 31.08 | Long | 77.8% | -6.65% | -2.63 | 9 |