Over 2017 to 2025 (9 years of data), AMZNUSUSD has tended to move long between 07.07 and 22.07, closing higher in 88.9% of those years for an average +1.73% move and an annualized Sharpe of 1.99.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 88.9% | +1.73% | 1.99 | 9 |
| 13.07 → 31.07 | Short | 88.9% | +1.01% | 0.50 | 9 |
| 12.07 → 31.07 | Short | 88.9% | +0.43% | 0.19 | 9 |
| 07.07 → 20.07 | Long | 77.8% | +2.06% | 2.31 | 9 |
| 13.07 → 02.08 | Short | 77.8% | +1.90% | 0.73 | 9 |
| 08.07 → 20.07 | Long | 77.8% | +1.89% | 2.11 | 9 |
| 07.07 → 21.07 | Long | 77.8% | +1.85% | 2.20 | 9 |
| 07.07 → 12.07 | Long | 77.8% | +1.75% | 4.84 | 9 |