Over 2022 to 2025 (4 years of data), ETSYUSUSD has tended to move short between 14.09 and 06.11, closing higher in 100.0% of those years for an average +4.57% move and an annualized Sharpe of 6.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.09 → 06.11 | Short | 100.0% | +4.57% | 6.05 | 4 |
| 14.09 → 04.11 | Short | 100.0% | +4.37% | 4.90 | 4 |
| 13.09 → 06.11 | Short | 100.0% | +4.21% | 4.46 | 4 |
| 09.09 → 06.11 | Short | 100.0% | +4.16% | 3.55 | 4 |
| 12.09 → 19.09 | Long | 100.0% | +4.13% | 9.59 | 4 |
| 13.09 → 04.11 | Short | 100.0% | +4.00% | 3.48 | 4 |
| 14.09 → 07.11 | Short | 100.0% | +2.79% | 3.84 | 4 |
| 14.09 → 30.10 | Short | 75.0% | +6.51% | 2.72 | 4 |