Over 2022 to 2025 (4 years of data), ANETUSUSD has tended to move long between 27.08 and 06.10, closing higher in 100.0% of those years for an average +7.75% move and an annualized Sharpe of 3.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 06.10 | Long | 100.0% | +7.75% | 3.77 | 3 |
| 28.08 → 06.10 | Long | 100.0% | +7.16% | 4.00 | 3 |
| 24.08 → 28.08 | Short | 100.0% | +4.51% | 75.69 | 3 |
| 24.08 → 27.08 | Short | 100.0% | +4.05% | 44.29 | 3 |
| 27.08 → 12.09 | Long | 100.0% | +4.00% | 22.58 | 3 |
| 28.08 → 12.09 | Long | 100.0% | +3.47% | 24.55 | 3 |
| 27.08 → 14.09 | Long | 100.0% | +3.42% | 7.29 | 3 |
| 27.08 → 11.09 | Long | 100.0% | +3.41% | 6.57 | 3 |