Over 2022 to 2025 (4 years of data), AAPUSUSD has tended to move short between 14.08 and 10.10, closing higher in 100.0% of those years for an average +25.68% move and an annualized Sharpe of 8.12.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.08 → 10.10 | Short | 100.0% | +25.68% | 8.12 | 4 |
| 14.08 → 09.10 | Short | 100.0% | +25.02% | 8.38 | 4 |
| 18.08 → 10.10 | Short | 100.0% | +24.50% | 6.42 | 4 |
| 17.08 → 10.10 | Short | 100.0% | +24.47% | 6.26 | 4 |
| 12.08 → 10.10 | Short | 100.0% | +24.39% | 6.71 | 4 |
| 13.08 → 10.10 | Short | 100.0% | +24.25% | 7.57 | 4 |
| 15.08 → 10.10 | Short | 100.0% | +24.09% | 6.13 | 4 |
| 14.08 → 08.10 | Short | 100.0% | +24.03% | 7.55 | 4 |