Over 2022 to 2025 (4 years of data), AAPUSUSD has tended to move short between 23.08 and 10.10, closing higher in 100.0% of those years for an average +20.10% move and an annualized Sharpe of 10.83.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 10.10 | Short | 100.0% | +20.10% | 10.83 | 4 |
| 23.08 → 09.10 | Short | 100.0% | +19.35% | 10.79 | 4 |
| 24.08 → 10.10 | Short | 100.0% | +18.35% | 7.43 | 4 |
| 23.08 → 08.10 | Short | 100.0% | +18.27% | 8.59 | 4 |
| 22.08 → 10.10 | Short | 100.0% | +18.21% | 11.08 | 4 |
| 23.08 → 11.10 | Short | 100.0% | +17.97% | 6.26 | 4 |
| 24.08 → 09.10 | Short | 100.0% | +17.56% | 7.21 | 4 |
| 23.08 → 12.10 | Short | 100.0% | +17.43% | 6.36 | 4 |