Over 2022 to 2025 (4 years of data), FANGUSUSD has tended to move long between 08.07 and 28.07, closing higher in 100.0% of those years for an average +6.48% move and an annualized Sharpe of 6.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 28.07 | Long | 100.0% | +6.48% | 6.81 | 4 |
| 11.07 → 31.07 | Long | 100.0% | +6.18% | 4.24 | 4 |
| 09.07 → 31.07 | Long | 100.0% | +5.96% | 5.21 | 4 |
| 08.07 → 31.07 | Long | 100.0% | +5.47% | 4.80 | 4 |
| 08.07 → 27.07 | Long | 100.0% | +5.26% | 6.49 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +3.89% | 4.64 | 4 |
| 07.07 → 19.07 | Long | 100.0% | +2.37% | 6.38 | 4 |
| 13.07 → 28.08 | Long | 75.0% | +10.13% | 2.12 | 4 |