Over 2020 to 2025 (6 years of data), ARKQUSUSD has tended to move long between 07.07 and 22.07, closing higher in 100.0% of those years for an average +4.45% move and an annualized Sharpe of 5.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 22.07 | Long | 100.0% | +4.45% | 5.05 | 6 |
| 07.07 → 23.07 | Long | 100.0% | +4.09% | 5.86 | 6 |
| 07.07 → 20.07 | Long | 83.3% | +4.64% | 5.89 | 6 |
| 07.07 → 29.07 | Long | 83.3% | +4.59% | 4.07 | 6 |
| 07.07 → 27.07 | Long | 83.3% | +4.33% | 3.95 | 6 |
| 07.07 → 30.07 | Long | 83.3% | +4.23% | 3.31 | 6 |
| 07.07 → 28.07 | Long | 83.3% | +4.11% | 4.25 | 6 |
| 07.07 → 31.07 | Long | 83.3% | +3.98% | 4.13 | 6 |