Over 2017 to 2025 (9 years of data), FBUSUSD has tended to move short between 16.08 and 27.09, closing higher in 88.9% of those years for an average +4.50% move and an annualized Sharpe of 1.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 27.09 | Short | 88.9% | +4.50% | 1.66 | 9 |
| 16.08 → 26.09 | Short | 88.9% | +4.49% | 1.72 | 9 |
| 17.08 → 20.08 | Short | 88.9% | +1.71% | 6.87 | 9 |
| 16.08 → 02.10 | Short | 77.8% | +5.36% | 1.79 | 9 |
| 16.08 → 24.09 | Short | 77.8% | +4.74% | 1.88 | 9 |
| 16.08 → 30.09 | Short | 77.8% | +4.60% | 1.53 | 9 |
| 16.08 → 29.09 | Short | 77.8% | +4.55% | 1.59 | 9 |
| 16.08 → 25.09 | Short | 77.8% | +4.48% | 1.70 | 9 |