Over 2022 to 2025 (4 years of data), ALKSUSUSD has tended to move short between 09.07 and 10.08, closing higher in 75.0% of those years for an average +7.30% move and an annualized Sharpe of 2.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 10.08 | Short | 75.0% | +7.30% | 2.48 | 4 |
| 10.07 → 10.08 | Short | 75.0% | +7.27% | 2.45 | 4 |
| 09.07 → 09.08 | Short | 75.0% | +7.22% | 2.57 | 4 |
| 10.07 → 09.08 | Short | 75.0% | +7.19% | 2.54 | 4 |
| 09.07 → 01.08 | Short | 75.0% | +6.47% | 2.34 | 4 |
| 08.07 → 10.08 | Short | 75.0% | +6.45% | 1.99 | 4 |
| 09.07 → 07.08 | Short | 75.0% | +6.45% | 2.24 | 4 |
| 10.07 → 01.08 | Short | 75.0% | +6.43% | 2.32 | 4 |