Over 2017 to 2025 (9 years of data), ABTUSUSD has tended to move short between 12.09 and 29.10, closing higher in 77.8% of those years for an average +2.90% move and an annualized Sharpe of 1.94.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.09 → 29.10 | Short | 77.8% | +2.90% | 1.94 | 9 |
| 13.09 → 29.10 | Short | 77.8% | +2.81% | 1.88 | 9 |
| 14.09 → 29.10 | Short | 77.8% | +2.62% | 1.74 | 9 |
| 12.09 → 30.10 | Short | 77.8% | +2.57% | 1.65 | 9 |
| 12.09 → 27.09 | Short | 77.8% | +2.53% | 2.35 | 9 |
| 13.09 → 30.10 | Short | 77.8% | +2.48% | 1.60 | 9 |
| 13.09 → 27.09 | Short | 77.8% | +2.45% | 2.55 | 9 |
| 14.09 → 27.09 | Short | 77.8% | +2.30% | 2.93 | 9 |