Over 2022 to 2025 (4 years of data), FLTUSUSD has tended to move long between 22.07 and 22.08, closing higher in 100.0% of those years for an average +2.76% move and an annualized Sharpe of 5.40.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 22.08 | Long | 100.0% | +2.76% | 5.40 | 4 |
| 25.07 → 29.08 | Long | 75.0% | +4.25% | 2.62 | 4 |
| 25.07 → 25.08 | Long | 75.0% | +4.11% | 3.24 | 4 |
| 26.07 → 29.08 | Long | 75.0% | +3.77% | 2.33 | 4 |
| 25.07 → 22.08 | Long | 75.0% | +3.67% | 5.12 | 4 |
| 23.07 → 29.08 | Long | 75.0% | +3.65% | 2.38 | 4 |
| 24.07 → 07.08 | Short | 75.0% | +3.65% | 3.12 | 4 |
| 26.07 → 25.08 | Long | 75.0% | +3.63% | 2.87 | 4 |