Over 2022 to 2025 (4 years of data), ALKSUSUSD has tended to move short between 12.07 and 10.08, closing higher in 75.0% of those years for an average +6.69% move and an annualized Sharpe of 2.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.08 | Short | 75.0% | +6.69% | 2.34 | 4 |
| 12.07 → 11.08 | Short | 75.0% | +6.64% | 2.25 | 4 |
| 12.07 → 09.08 | Short | 75.0% | +6.35% | 2.21 | 4 |
| 11.07 → 10.08 | Short | 75.0% | +6.22% | 1.85 | 4 |
| 11.07 → 11.08 | Short | 75.0% | +6.16% | 1.78 | 4 |
| 11.07 → 09.08 | Short | 75.0% | +5.88% | 1.74 | 4 |
| 17.07 → 10.08 | Short | 75.0% | +5.86% | 3.09 | 4 |
| 17.07 → 11.08 | Short | 75.0% | +5.81% | 2.93 | 4 |