Over 2017 to 2025 (9 years of data), AMGNUSUSD has tended to move long between 12.08 and 15.08, closing higher in 100.0% of those years for an average +1.53% move and an annualized Sharpe of 13.19.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.08 → 15.08 | Long | 100.0% | +1.53% | 13.19 | 9 |
| 13.08 → 16.08 | Long | 100.0% | +1.07% | 16.71 | 9 |
| 12.08 → 16.08 | Long | 88.9% | +1.71% | 13.80 | 9 |
| 12.08 → 17.08 | Long | 88.9% | +1.71% | 9.10 | 9 |
| 13.08 → 17.08 | Long | 88.9% | +1.08% | 9.39 | 9 |
| 14.08 → 17.08 | Long | 88.9% | +1.05% | 10.94 | 9 |
| 12.08 → 22.09 | Long | 77.8% | +1.47% | 0.80 | 9 |
| 12.08 → 23.09 | Long | 77.8% | +1.32% | 0.72 | 9 |