Over 2017 to 2025 (9 years of data), ABEVUSUSD has tended to move short between 16.08 and 15.10, closing higher in 88.9% of those years for an average +4.18% move and an annualized Sharpe of 1.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 15.10 | Short | 88.9% | +4.18% | 1.64 | 9 |
| 17.08 → 15.10 | Short | 88.9% | +3.36% | 1.46 | 9 |
| 18.08 → 15.10 | Short | 87.5% | +4.02% | 1.69 | 8 |
| 16.08 → 07.10 | Short | 87.5% | +3.80% | 1.77 | 8 |
| 16.08 → 30.09 | Short | 77.8% | +4.19% | 2.24 | 9 |
| 16.08 → 11.10 | Short | 77.8% | +4.10% | 1.57 | 9 |
| 16.08 → 12.10 | Short | 77.8% | +3.96% | 1.51 | 9 |
| 16.08 → 09.10 | Short | 77.8% | +3.84% | 1.82 | 9 |