Over 2022 to 2025 (4 years of data), FBHSUSUSD has tended to move short between 15.08 and 12.10, closing higher in 100.0% of those years for an average +17.49% move and an annualized Sharpe of 70.10.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 15.08 → 12.10 | Short | 100.0% | +17.49% | 70.10 | 3 |
| 13.08 → 12.10 | Short | 100.0% | +17.44% | 62.73 | 3 |
| 14.08 → 12.10 | Short | 100.0% | +17.44% | 63.26 | 3 |
| 15.08 → 13.10 | Short | 100.0% | +17.33% | 66.08 | 3 |
| 15.08 → 14.10 | Short | 100.0% | +17.33% | 25.51 | 3 |
| 14.08 → 13.10 | Short | 100.0% | +17.28% | 60.97 | 3 |
| 15.08 → 10.10 | Short | 100.0% | +16.74% | 29.43 | 3 |
| 12.08 → 10.10 | Short | 100.0% | +16.72% | 27.20 | 3 |