Over 2017 to 2025 (9 years of data), FDXUSUSD has tended to move short between 17.08 and 10.10, closing higher in 87.5% of those years for an average +7.20% move and an annualized Sharpe of 1.08.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 10.10 | Short | 87.5% | +7.20% | 1.08 | 8 |
| 22.08 → 10.10 | Short | 87.5% | +6.77% | 1.12 | 8 |
| 18.08 → 10.10 | Short | 87.5% | +6.67% | 0.98 | 8 |
| 21.08 → 10.10 | Short | 87.5% | +6.47% | 1.03 | 8 |
| 16.08 → 10.10 | Short | 87.5% | +6.46% | 0.97 | 8 |
| 20.08 → 10.10 | Short | 87.5% | +6.36% | 0.97 | 8 |
| 19.08 → 10.10 | Short | 87.5% | +6.34% | 0.93 | 8 |
| 20.08 → 11.10 | Short | 87.5% | +6.11% | 0.92 | 8 |