Over 2017 to 2025 (9 years of data), AVGOUSUSD has tended to move long between 17.07 and 22.08, closing higher in 88.9% of those years for an average +2.49% move and an annualized Sharpe of 2.61.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.07 → 22.08 | Long | 88.9% | +2.49% | 2.61 | 9 |
| 17.07 → 23.07 | Long | 88.9% | +2.48% | 7.60 | 9 |
| 17.07 → 21.07 | Long | 88.9% | +2.37% | 9.80 | 9 |
| 16.07 → 25.07 | Long | 88.9% | +1.69% | 1.70 | 9 |
| 16.07 → 26.07 | Long | 88.9% | +1.66% | 1.75 | 9 |
| 12.07 → 31.08 | Long | 88.9% | -5.88% | -0.53 | 9 |
| 12.07 → 30.08 | Long | 88.9% | -6.47% | -0.59 | 9 |
| 17.07 → 14.09 | Long | 77.8% | +7.90% | 1.94 | 9 |