Over 2017 to 2025 (9 years of data), AMZNUSUSD has tended to move short between 25.07 and 03.08, closing higher in 77.8% of those years for an average +3.41% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 03.08 | Short | 77.8% | +3.41% | 2.77 | 9 |
| 22.07 → 03.08 | Short | 77.8% | +3.37% | 2.70 | 9 |
| 27.07 → 03.08 | Short | 77.8% | +3.37% | 2.72 | 9 |
| 27.07 → 02.08 | Short | 77.8% | +3.14% | 3.42 | 9 |
| 22.07 → 02.08 | Short | 77.8% | +3.12% | 3.53 | 9 |
| 28.07 → 03.08 | Short | 77.8% | +2.59% | 2.65 | 9 |
| 24.07 → 03.08 | Short | 77.8% | +2.56% | 1.93 | 9 |
| 28.07 → 21.09 | Short | 77.8% | +1.89% | 1.08 | 9 |