Over 2022 to 2025 (4 years of data), FBHSUSUSD has tended to move short between 26.08 and 20.10, closing higher in 100.0% of those years for an average +14.59% move and an annualized Sharpe of 8.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 20.10 | Short | 100.0% | +14.59% | 8.89 | 3 |
| 22.08 → 20.10 | Short | 100.0% | +14.57% | 9.75 | 3 |
| 21.08 → 20.10 | Short | 100.0% | +14.51% | 9.46 | 3 |
| 26.08 → 12.10 | Short | 100.0% | +14.34% | 11.65 | 3 |
| 22.08 → 12.10 | Short | 100.0% | +14.30% | 12.10 | 3 |
| 21.08 → 12.10 | Short | 100.0% | +14.24% | 11.67 | 3 |
| 26.08 → 14.10 | Short | 100.0% | +14.20% | 12.49 | 3 |
| 22.08 → 14.10 | Short | 100.0% | +14.17% | 14.18 | 3 |