Over 2022 to 2025 (4 years of data), AGNCUSUSD has tended to move short between 25.08 and 06.10, closing higher in 100.0% of those years for an average +14.49% move and an annualized Sharpe of 2.98.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 06.10 | Short | 100.0% | +14.49% | 2.98 | 3 |
| 24.08 → 06.10 | Short | 100.0% | +13.85% | 2.85 | 3 |
| 25.08 → 05.10 | Short | 100.0% | +13.42% | 3.00 | 3 |
| 23.08 → 06.10 | Short | 100.0% | +12.89% | 2.64 | 3 |
| 24.08 → 05.10 | Short | 100.0% | +12.76% | 2.86 | 3 |
| 23.08 → 05.10 | Short | 100.0% | +11.79% | 2.63 | 3 |
| 22.08 → 25.08 | Long | 100.0% | +1.46% | 31.41 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +1.44% | 19.02 | 4 |