Over 2022 to 2025 (4 years of data), ETNUSUSD has tended to move long between 10.07 and 23.07, closing higher in 100.0% of those years for an average +5.08% move and an annualized Sharpe of 8.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 23.07 | Long | 100.0% | +5.08% | 8.64 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +4.98% | 10.40 | 4 |
| 08.07 → 23.07 | Long | 100.0% | +4.98% | 8.68 | 4 |
| 09.07 → 23.07 | Long | 100.0% | +4.72% | 9.00 | 4 |
| 10.07 → 22.07 | Long | 100.0% | +4.66% | 8.46 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +4.56% | 10.30 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +4.56% | 8.53 | 4 |
| 09.07 → 22.07 | Long | 100.0% | +4.29% | 8.71 | 4 |