

Over 2017 to 2025 (9 years of data), AAPLUSUSD has tended to move long between 07.07 and 16.07, closing higher in 100.0% of those years for an average +2.43% move and an annualized Sharpe of 12.71.
| Index | Value |
|---|---|
| 1 | 100 |
| 2 | 99.7324 |
| 3 | 98.0271 |
| 4 | 98.1396 |
| 5 | 97.9034 |
| 6 | 97.8817 |
| 7 | 98.0626 |
| 8 | 98.8677 |
| 9 | 99.3716 |
| 10 | 99.2702 |
| 11 | 99.3643 |
| 12 | 99.505 |
| 13 | 99.7292 |
| 14 | 99.1962 |
| 15 | 99.4452 |
| 16 | 99.0344 |
| 17 | 99.5579 |
| 18 | 99.7458 |
| 19 | 99.6948 |
| 20 | 100.1983 |
| 21 | 100.0102 |
| 22 | 100.1005 |
| 23 | 100.5618 |
| 24 | 100.2126 |
| 25 | 100.4873 |
| 26 | 100.6133 |
| 27 | 100.6741 |
| 28 | 101.7211 |
| 29 | 101.1515 |
| 30 | 101.2942 |
| 31 | 100.9674 |
| 32 | 101.4523 |
| 33 | 101.4266 |
| 34 | 100.9896 |
| 35 | 102.3218 |
| 36 | 102.3813 |
| 37 | 102.9601 |
| 38 | 102.1114 |
| 39 | 101.6801 |
| 40 | 101.7057 |
| 41 | 101.4108 |
| 42 | 101.2308 |
| 43 | 102.3212 |
| 44 | 102.638 |
| 45 | 103.0183 |
| 46 | 103.8737 |
| 47 | 103.3475 |
| 48 | 102.7424 |
| 49 | 102.2514 |
| 50 | 102.5128 |
| 51 | 102.4176 |
| 52 | 101.7041 |
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 16.07 | Long | 100.0% | +2.43% | 12.71 | 9 |
| 07.07 → 15.07 | Long | 100.0% | +2.36% | 10.91 | 9 |
| 08.07 → 16.07 | Long | 100.0% | +2.13% | 13.59 | 9 |
| 08.07 → 15.07 | Long | 100.0% | +2.06% | 11.00 | 9 |
| 07.07 → 17.07 | Long | 100.0% | +2.04% | 11.45 | 9 |
| 08.07 → 17.07 | Long | 100.0% | +1.74% | 8.50 | 9 |
| 07.07 → 29.08 | Long | 88.9% |
| 53 |
|---|
| 101.5293 |
| 54 | 101.3202 |
|---|
| 55 | 100.6966 |
|---|
| 56 | 100.0717 |
|---|
| 57 | 100.0999 |
|---|
| 58 | 99.2972 |
|---|
| 59 | 99.2809 |
|---|
| 60 | 99.4662 |
|---|
| 61 | 99.5091 |
|---|
| 62 | 100.5538 |
|---|
| 63 | 99.6318 |
|---|
| 64 | 100.0159 |
|---|
| 65 | 99.3749 |
|---|
| 66 | 98.6118 |
|---|
| 67 | 98.2369 |
|---|
| 68 | 99.2647 |
|---|
| 69 | 97.0367 |
|---|
| 70 | 97.8353 |
|---|
| 71 | 97.4958 |
|---|
| 72 | 95.9603 |
|---|
| 73 | 97.2529 |
|---|
| 74 | 98.252 |
|---|
| 75 | 98.9098 |
|---|
| 76 | 97.1725 |
|---|
| 77 | 97.5937 |
|---|
| 78 | 97.3329 |
|---|
| 79 | 97.4349 |
|---|
| 80 | 97.5066 |
|---|
| 81 | 97.0356 |
|---|
| 82 | 96.9187 |
|---|
| 83 | 96.9199 |
|---|
| 84 | 98.1773 |
|---|
| 85 | 98.4103 |
|---|
| 86 | 98.7171 |
|---|
| 87 | 98.0315 |
|---|
| 88 | 98.6378 |
|---|
| 89 | 98.5144 |
|---|
| 90 | 99.2907 |
|---|
| 91 | 99.4713 |
|---|
| 92 | 98.7567 |
|---|
| 93 | 98.0008 |
|---|
| 94 | 97.4833 |
|---|
| 95 | 97.5112 |
|---|
| 96 | 97.1111 |
|---|
| 97 | 97.8341 |
|---|
| 98 | 97.3813 |
|---|
| 99 | 99.6191 |
|---|
| 100 | 99.4287 |
|---|
| 101 | 99.1665 |
|---|
| 102 | 99.7357 |
|---|
| 103 | 100.8095 |
|---|
| 104 | 100.7025 |
|---|
| 105 | 101.5562 |
|---|
| 106 | 100.7235 |
|---|
| 107 | 101.1389 |
|---|
| 108 | 100.9809 |
|---|
| 109 | 100.8837 |
|---|
| 110 | 99.9429 |
|---|
| 111 | 99.3146 |
|---|
| 112 | 98.8799 |
|---|
| 113 | 99.9456 |
|---|
| 114 | 100.0344 |
|---|
| 115 | 100.5173 |
|---|
| 116 | 100.1222 |
|---|
| 117 | 100.2403 |
|---|
| 118 | 100.8859 |
|---|
| 119 | 100.2607 |
|---|
| 120 | 100.8331 |
|---|
| 121 | 101.7649 |
|---|
| 122 | 101.4778 |
|---|
| 123 | 102.0722 |
|---|
| 124 | 103.2692 |
|---|
| 125 | 102.9092 |
|---|
| 126 | 103.0665 |
|---|
| 127 | 102.7151 |
|---|
| 128 | 103.0352 |
|---|
| 129 | 102.7558 |
|---|
| 130 | 102.8609 |
|---|
| 131 | 101.8861 |
|---|
| 132 | 102.1309 |
|---|
| 133 | 101.9202 |
|---|
| 134 | 102.3707 |
|---|
| 135 | 102.4943 |
|---|
| 136 | 102.4956 |
|---|
| 137 | 102.5985 |
|---|
| 138 | 101.8411 |
|---|
| 139 | 101.6582 |
|---|
| 140 | 101.3767 |
|---|
| 141 | 101.5527 |
|---|
| 142 | 101.135 |
|---|
| 143 | 100.8937 |
|---|
| 144 | 100.4962 |
|---|
| 145 | 100.8115 |
|---|
| 146 | 101.2765 |
|---|
| 147 | 101.8285 |
|---|
| 148 | 101.7562 |
|---|
| 149 | 101.6321 |
|---|
| 150 | 101.9249 |
|---|
| 151 | 101.6774 |
|---|
| 152 | 102.1134 |
|---|
| 153 | 102.6352 |
|---|
| 154 | 102.0056 |
|---|
| 155 | 102.9634 |
|---|
| 156 | 102.9434 |
|---|
| 157 | 103.8885 |
|---|
| 158 | 104.2253 |
|---|
| 159 | 104.4701 |
|---|
| 160 | 103.9968 |
|---|
| 161 | 104.0182 |
|---|
| 162 | 104.0956 |
|---|
| 163 | 104.6409 |
|---|
| 164 | 104.3369 |
|---|
| 165 | 104.719 |
|---|
| 166 | 104.8184 |
|---|
| 167 | 104.5438 |
|---|
| 168 | 105.1085 |
|---|
| 169 | 105.5648 |
|---|
| 170 | 105.174 |
|---|
| 171 | 105.5428 |
|---|
| 172 | 105.6663 |
|---|
| 173 | 105.8001 |
|---|
| 174 | 106.4297 |
|---|
| 175 | 106.9316 |
|---|
| 176 | 106.4014 |
|---|
| 177 | 106.9336 |
|---|
| 178 | 106.9484 |
|---|
| 179 | 106.8308 |
|---|
| 180 | 106.9442 |
|---|
| 181 | 107.6074 |
|---|
| 182 | 108.3971 |
|---|
| 183 | 109.5307 |
|---|
| 184 | 109.6019 |
|---|
| 185 | 109.6745 |
|---|
| 186 | 109.9738 |
|---|
| 187 | 110.8265 |
|---|
| 188 | 111.4461 |
|---|
| 189 | 111.0685 |
|---|
| 190 | 111.9943 |
|---|
| 191 | 112.1502 |
|---|
| 192 | 111.8174 |
|---|
| 193 | 112.0207 |
|---|
| 194 | 112.3318 |
|---|
| 195 | 112.7552 |
|---|
| 196 | 113.2306 |
|---|
| 197 | 113.3407 |
|---|
| 198 | 113.3838 |
|---|
| 199 | 112.8507 |
|---|
| 200 | 112.5506 |
|---|
| 201 | 112.9215 |
|---|
| 202 | 113.3456 |
|---|
| 203 | 113.6255 |
|---|
| 204 | 113.932 |
|---|
| 205 | 113.4486 |
|---|
| 206 | 113.017 |
|---|
| 207 | 112.9334 |
|---|
| 208 | 112.8926 |
|---|
| 209 | 113.2728 |
|---|
| 210 | 113.5263 |
|---|
| 211 | 113.5486 |
|---|
| 212 | 114.0574 |
|---|
| 213 | 115.6378 |
|---|
| 214 | 115.1096 |
|---|
| 215 | 115.8363 |
|---|
| 216 | 115.4982 |
|---|
| 217 | 114.7657 |
|---|
| 218 | 115.0735 |
|---|
| 219 | 115.6417 |
|---|
| 220 | 116.446 |
|---|
| 221 | 116.5129 |
|---|
| 222 | 116.9202 |
|---|
| 223 | 116.9485 |
|---|
| 224 | 117.2218 |
|---|
| 225 | 118.7339 |
|---|
| 226 | 118.9689 |
|---|
| 227 | 118.8025 |
|---|
| 228 | 119.6784 |
|---|
| 229 | 119.8973 |
|---|
| 230 | 119.426 |
|---|
| 231 | 119.6142 |
|---|
| 232 | 119.3107 |
|---|
| 233 | 119.8697 |
|---|
| 234 | 120.5886 |
|---|
| 235 | 120.2317 |
|---|
| 236 | 120.0417 |
|---|
| 237 | 120.4604 |
|---|
| 238 | 120.0953 |
|---|
| 239 | 120.4478 |
|---|
| 240 | 120.8089 |
|---|
| 241 | 121.2585 |
|---|
| 242 | 122.0795 |
|---|
| 243 | 121.9164 |
|---|
| 244 | 103.1492 |
|---|
| 245 | 103.4464 |
|---|
| 246 | 103.5278 |
|---|
| 247 | 102.4643 |
|---|
| 248 | 102.4849 |
|---|
| 249 | 101.833 |
|---|
| 250 | 101.5805 |
|---|
| 251 | 101.2922 |
|---|
| 252 | 100.4453 |
|---|
| 253 | 100.0616 |
|---|
| 254 | 100.5792 |
|---|
| 255 | 100.8267 |
|---|
| 256 | 100.0405 |
|---|
| 257 | 99.9668 |
|---|
| 258 | 100.258 |
|---|
| 259 | 100.2539 |
|---|
| 260 | 99.0552 |
|---|
| 261 | 99.1803 |
|---|
| 262 | 99.6818 |
|---|
| 263 | 99.7426 |
|---|
| 264 | 99.2252 |
|---|
| 265 | 100.326 |
|---|
| 266 | 100.4023 |
|---|
| 267 | 99.8033 |
|---|
| 268 | 100.5453 |
|---|
| 269 | 100.4508 |
|---|
| 270 | 100.5531 |
|---|
| 271 | 100.1576 |
|---|
| 272 | 99.9161 |
|---|
| 273 | 99.5789 |
|---|
| 274 | 100.2585 |
|---|
| 275 | 100.1198 |
|---|
| 276 | 100.3255 |
|---|
| 277 | 100.4475 |
|---|
| 278 | 100.6184 |
|---|
| 279 | 101.1175 |
|---|
| 280 | 100.395 |
|---|
| 281 | 100.1954 |
|---|
| 282 | 100.65 |
|---|
| 283 | 100.2081 |
|---|
| 284 | 100.3123 |
|---|
| 285 | 100.5684 |
|---|
| 286 | 101.7042 |
|---|
| 287 | 101.2075 |
|---|
| 288 | 101.2964 |
|---|
| 289 | 101.4998 |
|---|
| 290 | 101.6941 |
|---|
| 291 | 101.6532 |
|---|
| 292 | 102.1731 |
|---|
| 293 | 102.1638 |
|---|
| 294 | 102.9212 |
|---|
| 295 | 102.7086 |
|---|
| 296 | 102.9164 |
|---|
| 297 | 102.4961 |
|---|
| 298 | 102.988 |
|---|
| 299 | 102.2937 |
|---|
| 300 | 102.2657 |
|---|
| 301 | 103.8066 |
|---|
| 302 | 102.63 |
|---|
| 303 | 103.326 |
|---|
| 304 | 102.8646 |
|---|
| 305 | 103.1031 |
|---|
| 306 | 101.8526 |
|---|
| 307 | 101.2303 |
|---|
| 308 | 101.4899 |
|---|
| 309 | 101.6652 |
|---|
| 310 | 102.5106 |
|---|
| 311 | 103.1013 |
|---|
| 312 | 103.3869 |
|---|
| 313 | 102.6714 |
|---|
| 314 | 103.5708 |
|---|
| 315 | 104.1754 |
|---|
| 316 | 103.7975 |
|---|
| 317 | 103.6509 |
|---|
| 318 | 103.2804 |
|---|
| 319 | 104.1252 |
|---|
| 320 | 104.1653 |
|---|
| 321 | 104.4377 |
|---|
| 322 | 104.8001 |
|---|
| 323 | 104.5376 |
|---|
| 324 | 103.8284 |
|---|
| 325 | 103.5955 |
|---|
| 326 | 103.8179 |
|---|
| 327 | 103.6708 |
|---|
| 328 | 103.4106 |
|---|
| 329 | 103.5559 |
|---|
| 330 | 103.6111 |
|---|
| 331 | 103.8586 |
|---|
| 332 | 104.159 |
|---|
| 333 | 103.9233 |
|---|
| 334 | 105.0376 |
|---|
| 335 | 105.6238 |
|---|
| 336 | 105.8448 |
|---|
| 337 | 105.9619 |
|---|
| 338 | 105.3476 |
|---|
| 339 | 105.5695 |
|---|
| 340 | 105.5118 |
|---|
| 341 | 105.4209 |
|---|
| 342 | 106.1202 |
|---|
| 343 | 105.8801 |
|---|
| 344 | 106.448 |
|---|
| 345 | 106.4819 |
|---|
| 346 | 106.7242 |
|---|
| 347 | 107.1593 |
|---|
| 348 | 106.4291 |
|---|
| 349 | 105.8111 |
|---|
| 350 | 105.9733 |
|---|
| 351 | 105.7842 |
|---|
| 352 | 106.0675 |
|---|
| 353 | 105.1404 |
|---|
| 354 | 104.6582 |
|---|
| 355 | 104.9428 |
|---|
| 356 | 104.7613 |
|---|
| 357 | 105.4405 |
|---|
| 358 | 105.0905 |
|---|
| 359 | 105.3482 |
|---|
| 360 | 106.446 |
|---|
| 361 | 106.5394 |
|---|
| 362 | 105.8754 |
|---|
| 363 | 106.6618 |
|---|
| 364 | 106.4743 |
|---|
| 365 | 106.3102 |
|---|
| 366 | 105.5065 |
|---|
| +10.87% |
| 2.90 |
| 9 |
| 07.07 → 30.08 | Long | 88.9% | +10.81% | 2.79 | 9 |