Over 2017 to 2025 (9 years of data), EBAYUSUSD has tended to move long between 26.07 and 13.08, closing higher in 87.5% of those years for an average +3.92% move and an annualized Sharpe of 2.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.07 → 13.08 | Long | 87.5% | +3.92% | 2.05 | 8 |
| 25.07 → 13.08 | Long | 87.5% | +3.18% | 1.69 | 8 |
| 22.07 → 25.08 | Long | 75.0% | +4.31% | 1.49 | 8 |
| 28.07 → 13.08 | Long | 75.0% | +4.02% | 2.51 | 8 |
| 22.07 → 21.08 | Long | 75.0% | +3.96% | 1.42 | 8 |
| 22.07 → 17.08 | Long | 75.0% | +3.90% | 1.54 | 8 |
| 28.07 → 15.08 | Long | 75.0% | +3.88% | 2.18 | 8 |
| 26.07 → 25.08 | Long | 75.0% | +3.85% | 1.61 | 8 |