Over 2017 to 2025 (9 years of data), ATVIUSUSD has tended to move long between 08.07 and 24.07, closing higher in 66.7% of those years for an average +2.77% move and an annualized Sharpe of 3.42.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 24.07 | Long | 66.7% | +2.77% | 3.42 | 9 |
| 08.07 → 11.07 | Long | 66.7% | +2.56% | 8.76 | 9 |
| 08.07 → 23.07 | Long | 66.7% | +2.52% | 3.14 | 9 |
| 09.07 → 25.07 | Long | 66.7% | +2.50% | 2.79 | 9 |
| 09.07 → 24.07 | Long | 66.7% | +2.47% | 3.17 | 9 |
| 07.07 → 25.07 | Long | 66.7% | +2.42% | 2.43 | 9 |
| 08.07 → 12.07 | Long | 66.7% | +2.40% | 7.10 | 9 |
| 09.07 → 12.07 | Long | 66.7% | +2.10% | 7.14 | 9 |