Over 2017 to 2025 (9 years of data), ADBEUSUSD has tended to move short between 23.07 and 27.07, closing higher in 100.0% of those years for an average +1.64% move and an annualized Sharpe of 20.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 27.07 | Short | 100.0% | +1.64% | 20.13 | 9 |
| 23.07 → 11.08 | Short | 88.9% | +2.38% | 2.11 | 9 |
| 23.07 → 10.08 | Short | 88.9% | +2.10% | 1.82 | 9 |
| 26.07 → 24.09 | Short | 77.8% | +4.89% | 1.20 | 9 |
| 27.07 → 25.09 | Short | 77.8% | +4.85% | 1.21 | 9 |
| 28.07 → 25.09 | Short | 77.8% | +4.29% | 1.02 | 9 |
| 28.07 → 26.09 | Short | 77.8% | +3.73% | 0.86 | 9 |
| 27.07 → 21.09 | Short | 77.8% | +3.33% | 0.90 | 9 |