Over 2022 to 2025 (4 years of data), FICOUSUSD has tended to move long between 14.07 and 11.09, closing higher in 100.0% of those years for an average +11.13% move and an annualized Sharpe of 5.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 11.09 | Long | 100.0% | +11.13% | 5.87 | 4 |
| 13.07 → 11.09 | Long | 100.0% | +11.12% | 5.65 | 4 |
| 14.07 → 12.09 | Long | 100.0% | +10.45% | 3.88 | 4 |
| 16.07 → 14.09 | Long | 100.0% | +10.37% | 4.37 | 4 |
| 17.07 → 14.09 | Long | 100.0% | +9.87% | 4.04 | 4 |
| 16.07 → 11.09 | Long | 100.0% | +9.76% | 7.25 | 4 |
| 15.07 → 11.09 | Long | 100.0% | +9.73% | 5.33 | 4 |
| 16.07 → 13.09 | Long | 100.0% | +9.25% | 4.23 | 4 |