Over 2017 to 2025 (9 years of data), AVGOUSUSD has tended to move long between 27.08 and 11.09, closing higher in 100.0% of those years for an average +5.52% move and an annualized Sharpe of 4.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 11.09 | Long | 100.0% | +5.52% | 4.37 | 9 |
| 27.08 → 10.09 | Long | 88.9% | +5.35% | 3.30 | 9 |
| 27.08 → 11.10 | Long | 88.9% | +4.98% | 1.40 | 9 |
| 26.08 → 12.10 | Long | 88.9% | +4.86% | 1.19 | 9 |
| 26.08 → 13.10 | Long | 88.9% | +4.62% | 1.16 | 9 |
| 26.08 → 11.10 | Long | 88.9% | +4.41% | 1.11 | 9 |
| 27.08 → 24.10 | Long | 88.9% | +4.23% | 1.37 | 9 |
| 28.08 → 24.10 | Long | 88.9% | +3.69% | 1.26 | 9 |