Over 2017 to 2025 (9 years of data), AVGOUSUSD has tended to move long between 11.07 and 30.08, closing higher in 88.9% of those years for an average -5.89% move and an annualized Sharpe of -0.53.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 30.08 | Long | 88.9% | -5.89% | -0.53 | 9 |
| 11.07 → 29.08 | Long | 88.9% | -6.52% | -0.59 | 9 |
| 08.07 → 11.07 | Long | 77.8% | -0.10% | -0.18 | 9 |
| 07.07 → 11.07 | Long | 77.8% | -0.20% | -0.33 | 9 |
| 11.07 → 09.09 | Long | 77.8% | -1.59% | -0.12 | 9 |
| 12.07 → 10.09 | Long | 77.8% | -2.87% | -0.22 | 9 |
| 11.07 → 07.09 | Long | 77.8% | -3.30% | -0.26 | 9 |
| 11.07 → 06.09 | Long | 77.8% | -3.74% | -0.29 | 9 |