Over 2022 to 2025 (4 years of data), ANSSUSUSD has tended to move short between 15.08 and 03.10, closing higher in 100.0% of those years for an average +8.05% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 03.10 | Short | 100.0% | +8.05% | 2.77 | 3 |
| 14.08 → 03.10 | Short | 100.0% | +7.64% | 2.50 | 3 |
| 16.08 → 03.10 | Short | 100.0% | +7.31% | 3.04 | 3 |
| 13.08 → 03.10 | Short | 100.0% | +7.26% | 2.27 | 3 |
| 15.08 → 05.10 | Short | 100.0% | +6.98% | 2.56 | 3 |
| 17.08 → 03.10 | Short | 100.0% | +6.79% | 2.69 | 3 |
| 15.08 → 04.10 | Short | 100.0% | +6.73% | 2.40 | 3 |
| 14.08 → 05.10 | Short | 100.0% | +6.57% | 2.30 | 3 |