Over 2017 to 2025 (9 years of data), ANTMUSUSD has tended to move long between 08.07 and 02.08, closing higher in 50.0% of those years for an average +2.25% move and an annualized Sharpe of 3.02.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 02.08 | Long | 50.0% | +2.25% | 3.02 | 8 |
| 08.07 → 03.08 | Long | 50.0% | +2.13% | 2.83 | 8 |
| 07.07 → 29.07 | Long | 50.0% | +2.08% | 3.31 | 8 |
| 08.07 → 15.07 | Long | 50.0% | +2.02% | 4.96 | 8 |
| 08.07 → 01.08 | Long | 50.0% | +2.02% | 2.92 | 8 |
| 07.07 → 02.08 | Long | 50.0% | +1.98% | 3.29 | 8 |
| 08.07 → 17.07 | Long | 50.0% | +1.98% | 4.33 | 8 |
| 07.07 → 03.08 | Long | 50.0% | +1.85% | 3.04 | 8 |