Over 2022 to 2025 (4 years of data), ARMKUSUSD has tended to move short between 15.08 and 21.08, closing higher in 100.0% of those years for an average +1.47% move and an annualized Sharpe of 12.23.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 21.08 | Short | 100.0% | +1.47% | 12.23 | 4 |
| 15.08 → 24.08 | Short | 100.0% | +1.04% | 10.79 | 4 |
| 15.08 → 23.08 | Short | 100.0% | +0.99% | 8.98 | 4 |
| 17.08 → 21.08 | Short | 100.0% | +0.94% | 16.08 | 4 |
| 16.08 → 24.08 | Short | 100.0% | +0.52% | 8.21 | 4 |
| 15.08 → 03.10 | Short | 75.0% | +11.32% | 2.03 | 4 |
| 15.08 → 01.10 | Short | 75.0% | +11.22% | 2.18 | 4 |
| 15.08 → 30.09 | Short | 75.0% | +11.18% | 2.09 | 4 |