Over 2022 to 2025 (4 years of data), FICOUSUSD has tended to move long between 12.07 and 10.09, closing higher in 100.0% of those years for an average +10.47% move and an annualized Sharpe of 5.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 10.09 | Long | 100.0% | +10.47% | 5.76 | 4 |
| 13.07 → 10.09 | Long | 100.0% | +9.84% | 6.32 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +9.55% | 4.14 | 4 |
| 11.07 → 09.09 | Long | 75.0% | +8.84% | 3.45 | 4 |
| 12.07 → 09.09 | Long | 75.0% | +8.83% | 3.83 | 4 |
| 12.07 → 08.09 | Long | 75.0% | +8.46% | 4.27 | 4 |
| 11.07 → 08.09 | Long | 75.0% | +8.45% | 3.94 | 4 |
| 12.07 → 07.09 | Long | 75.0% | +8.30% | 4.13 | 4 |