Over 2022 to 2025 (4 years of data), APTVUSUSD has tended to move short between 17.08 and 03.10, closing higher in 100.0% of those years for an average +7.40% move and an annualized Sharpe of 2.16.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 03.10 | Short | 100.0% | +7.40% | 2.16 | 3 |
| 12.08 → 15.08 | Long | 100.0% | +1.04% | 13.16 | 3 |
| 15.08 → 03.10 | Short | 66.7% | +8.32% | 2.07 | 3 |
| 14.08 → 03.10 | Short | 66.7% | +7.94% | 1.91 | 3 |
| 16.08 → 03.10 | Short | 66.7% | +7.73% | 2.02 | 3 |
| 13.08 → 03.10 | Short | 66.7% | +7.70% | 1.81 | 3 |
| 12.08 → 03.10 | Short | 66.7% | +7.66% | 1.78 | 3 |
| 15.08 → 30.09 | Short | 66.7% | +7.57% | 1.44 | 3 |