Over 2022 to 2025 (4 years of data), ANSSUSUSD has tended to move long between 12.07 and 16.07, closing higher in 100.0% of those years for an average +3.06% move and an annualized Sharpe of 14.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 16.07 | Long | 100.0% | +3.06% | 14.37 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +2.66% | 12.84 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +2.39% | 13.35 | 4 |
| 12.07 → 30.07 | Long | 75.0% | +4.89% | 1.96 | 4 |
| 07.07 → 28.07 | Long | 75.0% | +4.77% | 2.94 | 4 |
| 07.07 → 31.07 | Long | 75.0% | +4.70% | 2.75 | 4 |
| 09.07 → 28.07 | Long | 75.0% | +4.63% | 3.35 | 4 |
| 07.07 → 29.07 | Long | 75.0% | +4.57% | 2.63 | 4 |