Over 2022 to 2025 (4 years of data), ENPHUSUSD has tended to move short between 16.08 and 13.10, closing higher in 100.0% of those years for an average +8.79% move and an annualized Sharpe of 3.62.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 13.10 | Short | 100.0% | +8.79% | 3.62 | 4 |
| 16.08 → 12.10 | Short | 100.0% | +8.70% | 3.54 | 4 |
| 16.08 → 10.10 | Short | 100.0% | +8.52% | 4.12 | 4 |
| 19.08 → 13.10 | Short | 100.0% | +8.37% | 4.56 | 4 |
| 19.08 → 12.10 | Short | 100.0% | +8.28% | 4.38 | 4 |
| 18.08 → 13.10 | Short | 100.0% | +8.25% | 3.29 | 4 |
| 20.08 → 13.10 | Short | 100.0% | +8.22% | 5.16 | 4 |
| 17.08 → 13.10 | Short | 100.0% | +8.21% | 3.80 | 4 |