Over 2017 to 2025 (9 years of data), ALXNUSUSD has tended to move short between 07.07 and 11.08, closing higher in 44.4% of those years for an average +3.18% move and an annualized Sharpe of 1.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Short | 44.4% | +3.18% | 1.48 | 9 |
| 07.07 → 19.08 | Short | 44.4% | +3.08% | 1.32 | 9 |
| 07.07 → 14.08 | Short | 44.4% | +3.07% | 1.28 | 9 |
| 13.07 → 11.08 | Short | 44.4% | +3.06% | 2.09 | 9 |
| 07.07 → 17.08 | Short | 44.4% | +3.05% | 1.33 | 9 |
| 07.07 → 13.08 | Short | 44.4% | +3.04% | 1.34 | 9 |
| 07.07 → 10.08 | Short | 44.4% | +3.00% | 1.47 | 9 |
| 13.07 → 14.08 | Short | 44.4% | +2.94% | 1.68 | 9 |