Over 2017 to 2025 (9 years of data), AMGNUSUSD has tended to move long between 12.07 and 16.07, closing higher in 100.0% of those years for an average +1.44% move and an annualized Sharpe of 20.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 100.0% | +1.44% | 20.22 | 9 |
| 12.07 → 15.07 | Long | 100.0% | +1.29% | 32.83 | 9 |
| 08.07 → 27.07 | Long | 88.9% | +2.02% | 2.61 | 9 |
| 08.07 → 16.07 | Long | 88.9% | +1.98% | 5.31 | 9 |
| 07.07 → 16.07 | Long | 88.9% | +1.85% | 4.05 | 9 |
| 08.07 → 15.07 | Long | 88.9% | +1.83% | 5.93 | 9 |
| 13.07 → 22.07 | Long | 88.9% | +1.66% | 5.04 | 9 |
| 09.07 → 15.07 | Long | 88.9% | +1.62% | 5.34 | 9 |