Over 2018 to 2025 (8 years of data), ADSKUSUSD has tended to move long between 22.08 and 25.08, closing higher in 87.5% of those years for an average +3.40% move and an annualized Sharpe of 7.85.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 25.08 | Long | 87.5% | +3.40% | 7.85 | 8 |
| 25.08 → 28.08 | Short | 87.5% | +2.90% | 6.60 | 8 |
| 25.08 → 03.10 | Short | 75.0% | +4.64% | 1.46 | 8 |
| 25.08 → 02.10 | Short | 75.0% | +4.51% | 1.39 | 8 |
| 24.08 → 10.10 | Short | 75.0% | +4.24% | 1.41 | 8 |
| 26.08 → 10.10 | Short | 75.0% | +3.76% | 1.30 | 8 |
| 25.08 → 01.10 | Short | 75.0% | +3.68% | 1.29 | 8 |
| 25.08 → 27.09 | Short | 75.0% | +3.55% | 1.26 | 8 |