Over 2017 to 2025 (9 years of data), FDXUSUSD has tended to move short between 25.08 and 10.10, closing higher in 87.5% of those years for an average +7.43% move and an annualized Sharpe of 1.37.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 10.10 | Short | 87.5% | +7.43% | 1.37 | 8 |
| 25.08 → 11.10 | Short | 87.5% | +7.17% | 1.29 | 8 |
| 23.08 → 10.10 | Short | 87.5% | +7.02% | 1.20 | 8 |
| 25.08 → 13.10 | Short | 87.5% | +6.97% | 1.30 | 8 |
| 26.08 → 10.10 | Short | 87.5% | +6.95% | 1.23 | 8 |
| 24.08 → 10.10 | Short | 87.5% | +6.84% | 1.18 | 8 |
| 25.08 → 12.10 | Short | 87.5% | +6.79% | 1.23 | 8 |
| 22.08 → 10.10 | Short | 87.5% | +6.77% | 1.12 | 8 |