Over 2022 to 2025 (4 years of data), AAPUSUSD has tended to move short between 13.07 and 11.09, closing higher in 100.0% of those years for an average +14.73% move and an annualized Sharpe of 2.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Short | 100.0% | +14.73% | 2.37 | 4 |
| 13.07 → 09.09 | Short | 100.0% | +13.12% | 2.21 | 4 |
| 13.07 → 06.09 | Short | 100.0% | +12.98% | 2.38 | 4 |
| 13.07 → 10.09 | Short | 100.0% | +12.65% | 2.01 | 4 |
| 13.07 → 08.09 | Short | 100.0% | +12.55% | 2.23 | 4 |
| 12.07 → 06.09 | Short | 100.0% | +12.52% | 2.35 | 4 |
| 11.07 → 09.09 | Short | 100.0% | +12.28% | 2.27 | 4 |
| 13.07 → 05.09 | Short | 100.0% | +12.17% | 2.33 | 4 |