Over 2018 to 2025 (8 years of data), FITBUSUSD has tended to move long between 10.07 and 04.09, closing higher in 87.5% of those years for an average +5.81% move and an annualized Sharpe of 1.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 04.09 | Long | 87.5% | +5.81% | 1.63 | 8 |
| 10.07 → 03.09 | Long | 87.5% | +5.41% | 1.56 | 8 |
| 07.07 → 29.07 | Long | 87.5% | +5.04% | 3.68 | 8 |
| 07.07 → 31.08 | Long | 87.5% | +4.90% | 1.77 | 8 |
| 07.07 → 28.07 | Long | 87.5% | +4.71% | 3.55 | 8 |
| 07.07 → 30.07 | Long | 87.5% | +4.70% | 3.10 | 8 |
| 07.07 → 31.07 | Long | 87.5% | +3.99% | 2.43 | 8 |
| 07.07 → 13.08 | Long | 87.5% | +3.93% | 1.84 | 8 |