Over 2017 to 2025 (9 years of data), FBUSUSD has tended to move short between 13.07 and 25.07, closing higher in 77.8% of those years for an average +3.36% move and an annualized Sharpe of 3.15.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 25.07 | Short | 77.8% | +3.36% | 3.15 | 9 |
| 12.07 → 25.07 | Short | 77.8% | +3.09% | 2.66 | 9 |
| 11.07 → 25.07 | Short | 77.8% | +2.93% | 2.17 | 9 |
| 10.07 → 15.08 | Long | 77.8% | +1.85% | 0.75 | 9 |
| 07.07 → 22.07 | Long | 77.8% | +1.62% | 1.59 | 9 |
| 07.07 → 20.07 | Long | 77.8% | +1.53% | 1.45 | 9 |
| 08.07 → 20.07 | Long | 77.8% | +1.28% | 1.27 | 9 |
| 13.07 → 16.07 | Short | 77.8% | +0.94% | 5.59 | 9 |