Over 2022 to 2025 (4 years of data), ALGNUSUSD has tended to move short between 28.07 and 07.09, closing higher in 100.0% of those years for an average +13.22% move and an annualized Sharpe of 3.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 07.09 | Short | 100.0% | +13.22% | 3.15 | 4 |
| 28.07 → 08.09 | Short | 100.0% | +13.09% | 2.96 | 4 |
| 28.07 → 09.09 | Short | 100.0% | +12.47% | 2.67 | 4 |
| 28.07 → 06.09 | Short | 100.0% | +12.43% | 2.97 | 4 |
| 27.07 → 07.09 | Short | 100.0% | +12.32% | 2.69 | 4 |
| 22.07 → 13.09 | Short | 100.0% | +11.74% | 2.70 | 4 |
| 24.07 → 13.09 | Short | 100.0% | +11.72% | 2.24 | 4 |
| 24.07 → 08.09 | Short | 100.0% | +11.66% | 2.56 | 4 |