Over 2022 to 2025 (4 years of data), APTVUSUSD has tended to move long between 10.07 and 02.08, closing higher in 75.0% of those years for an average +6.88% move and an annualized Sharpe of 2.49.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 02.08 | Long | 75.0% | +6.88% | 2.49 | 4 |
| 09.07 → 02.08 | Long | 75.0% | +5.24% | 2.74 | 4 |
| 09.07 → 31.07 | Long | 75.0% | +4.36% | 2.87 | 4 |
| 10.07 → 18.07 | Long | 75.0% | +4.33% | 6.45 | 4 |
| 11.07 → 18.07 | Long | 75.0% | +4.32% | 6.81 | 4 |
| 10.07 → 22.07 | Long | 75.0% | +3.58% | 3.81 | 4 |
| 10.07 → 14.07 | Long | 75.0% | +3.25% | 14.48 | 4 |
| 11.07 → 14.07 | Long | 75.0% | +3.23% | 17.54 | 4 |