Over 2018 to 2025 (8 years of data), ADIUSUSD has tended to move short between 21.08 and 08.10, closing higher in 87.5% of those years for an average +3.35% move and an annualized Sharpe of 1.79.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 08.10 | Short | 87.5% | +3.35% | 1.79 | 8 |
| 21.08 → 02.10 | Short | 87.5% | +2.64% | 2.09 | 8 |
| 21.08 → 06.10 | Short | 87.5% | +2.62% | 2.18 | 8 |
| 21.08 → 03.10 | Short | 87.5% | +2.57% | 1.94 | 8 |
| 21.08 → 05.10 | Short | 87.5% | +2.54% | 2.29 | 8 |
| 21.08 → 04.10 | Short | 87.5% | +1.84% | 1.60 | 8 |
| 16.08 → 10.10 | Short | 75.0% | +3.62% | 1.13 | 8 |
| 17.08 → 10.10 | Short | 75.0% | +3.41% | 1.18 | 8 |