Over 2017 to 2025 (9 years of data), ABTUSUSD has tended to move long between 13.07 and 06.08, closing higher in 100.0% of those years for an average +3.14% move and an annualized Sharpe of 4.68.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 06.08 | Long | 100.0% | +3.14% | 4.68 | 9 |
| 12.07 → 06.08 | Long | 100.0% | +3.00% | 4.47 | 9 |
| 13.07 → 11.09 | Long | 88.9% | +5.55% | 2.59 | 9 |
| 13.07 → 10.09 | Long | 88.9% | +5.23% | 2.39 | 9 |
| 12.07 → 10.09 | Long | 88.9% | +5.07% | 2.39 | 9 |
| 13.07 → 31.08 | Long | 88.9% | +4.87% | 2.22 | 9 |
| 13.07 → 07.09 | Long | 88.9% | +4.60% | 2.19 | 9 |
| 12.07 → 07.09 | Long | 88.9% | +4.45% | 2.17 | 9 |