Over 2017 to 2025 (9 years of data), ANTMUSUSD has tended to move long between 11.07 and 15.07, closing higher in 100.0% of those years for an average +2.85% move and an annualized Sharpe of 16.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 15.07 | Long | 100.0% | +2.85% | 16.07 | 4 |
| 11.07 → 14.07 | Long | 100.0% | +2.43% | 19.24 | 4 |
| 11.07 → 16.07 | Long | 100.0% | +2.24% | 14.41 | 4 |
| 11.07 → 20.07 | Long | 100.0% | +1.28% | 11.61 | 4 |
| 16.07 → 10.09 | Short | 75.0% | +5.43% | 1.60 | 4 |
| 15.07 → 10.09 | Short | 75.0% | +5.16% | 1.47 | 4 |
| 16.07 → 11.09 | Short | 75.0% | +5.06% | 1.44 | 4 |
| 15.07 → 11.09 | Short | 75.0% | +4.78% | 1.31 | 4 |