Over 2017 to 2025 (9 years of data), ATVIUSUSD has tended to move long between 16.08 and 15.09, closing higher in 71.4% of those years for an average +4.49% move and an annualized Sharpe of 1.67.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 15.09 | Long | 71.4% | +4.49% | 1.67 | 7 |
| 15.08 → 15.09 | Long | 71.4% | +4.48% | 1.64 | 7 |
| 16.08 → 01.10 | Long | 71.4% | +4.22% | 1.26 | 7 |
| 15.08 → 01.10 | Long | 71.4% | +4.20% | 1.26 | 7 |
| 16.08 → 29.09 | Long | 71.4% | +3.97% | 1.18 | 7 |
| 15.08 → 29.09 | Long | 71.4% | +3.96% | 1.18 | 7 |
| 16.08 → 20.09 | Long | 71.4% | +3.90% | 1.26 | 7 |
| 15.08 → 20.09 | Long | 71.4% | +3.89% | 1.25 | 7 |