Over 2020 to 2025 (6 years of data), ARKQUSUSD has tended to move long between 08.09 and 12.09, closing higher in 83.3% of those years for an average +3.05% move and an annualized Sharpe of 8.82.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.09 → 12.09 | Long | 83.3% | +3.05% | 8.82 | 6 |
| 08.09 → 13.09 | Long | 83.3% | +2.97% | 7.18 | 6 |
| 08.09 → 14.09 | Long | 83.3% | +2.93% | 6.36 | 6 |
| 08.09 → 11.09 | Long | 83.3% | +2.52% | 9.85 | 6 |
| 14.09 → 18.09 | Short | 83.3% | +0.59% | 1.87 | 6 |
| 14.09 → 17.09 | Short | 83.3% | +0.28% | 1.88 | 6 |
| 08.09 → 07.11 | Long | 66.7% | +6.83% | 1.26 | 6 |
| 09.09 → 08.11 | Long | 66.7% | +6.71% | 1.09 | 6 |