Over 2017 to 2025 (9 years of data), FDXUSUSD has tended to move long between 11.07 and 25.07, closing higher in 100.0% of those years for an average +3.06% move and an annualized Sharpe of 8.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 25.07 | Long | 100.0% | +3.06% | 8.27 | 8 |
| 11.07 → 24.07 | Long | 100.0% | +2.81% | 7.09 | 8 |
| 11.07 → 22.07 | Long | 100.0% | +2.50% | 7.78 | 8 |
| 07.07 → 25.07 | Long | 87.5% | +4.37% | 5.30 | 8 |
| 07.07 → 24.07 | Long | 87.5% | +4.11% | 5.57 | 8 |
| 07.07 → 22.07 | Long | 87.5% | +3.80% | 5.87 | 8 |
| 10.07 → 27.07 | Long | 87.5% | +3.70% | 3.67 | 8 |
| 07.07 → 23.07 | Long | 87.5% | +3.68% | 4.78 | 8 |