Over 2017 to 2025 (9 years of data), ABEVUSUSD has tended to move long between 07.07 and 28.07, closing higher in 88.9% of those years for an average +5.75% move and an annualized Sharpe of 4.84.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 28.07 | Long | 88.9% | +5.75% | 4.84 | 9 |
| 07.07 → 27.07 | Long | 88.9% | +5.71% | 4.49 | 9 |
| 10.07 → 26.07 | Long | 88.9% | +4.01% | 4.76 | 9 |
| 10.07 → 25.07 | Long | 88.9% | +3.76% | 4.80 | 9 |
| 10.07 → 24.07 | Long | 88.9% | +2.71% | 3.93 | 9 |
| 11.07 → 28.07 | Long | 77.8% | +5.51% | 4.59 | 9 |
| 11.07 → 27.07 | Long | 77.8% | +5.47% | 4.36 | 9 |
| 08.07 → 28.07 | Long | 77.8% | +5.36% | 4.56 | 9 |