Over 2022 to 2025 (4 years of data), FLTUSUSD has tended to move long between 12.07 and 29.08, closing higher in 100.0% of those years for an average +5.83% move and an annualized Sharpe of 4.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 29.08 | Long | 100.0% | +5.83% | 4.25 | 4 |
| 11.07 → 29.08 | Long | 100.0% | +5.81% | 2.89 | 4 |
| 12.07 → 23.08 | Long | 100.0% | +5.69% | 4.18 | 4 |
| 12.07 → 22.08 | Long | 100.0% | +5.66% | 4.72 | 4 |
| 12.07 → 31.08 | Long | 100.0% | +5.66% | 3.46 | 4 |
| 12.07 → 30.08 | Long | 100.0% | +5.64% | 3.54 | 4 |
| 11.07 → 30.08 | Long | 100.0% | +5.63% | 2.43 | 4 |
| 12.07 → 27.08 | Long | 100.0% | +5.59% | 4.89 | 4 |