Over 2022 to 2025 (4 years of data), FNDUSUSD has tended to move short between 24.08 and 20.10, closing higher in 100.0% of those years for an average +16.43% move and an annualized Sharpe of 5.27.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 24.08 → 20.10 | Short | 100.0% | +16.43% | 5.27 | 4 |
| 24.08 → 23.10 | Short | 100.0% | +16.00% | 7.09 | 4 |
| 24.08 → 22.10 | Short | 100.0% | +15.95% | 7.02 | 4 |
| 25.08 → 20.10 | Short | 100.0% | +15.71% | 4.96 | 4 |
| 24.08 → 21.10 | Short | 100.0% | +15.53% | 5.65 | 4 |
| 24.08 → 19.10 | Short | 100.0% | +15.49% | 5.48 | 4 |
| 25.08 → 24.10 | Short | 100.0% | +15.29% | 6.97 | 4 |
| 25.08 → 23.10 | Short | 100.0% | +15.28% | 6.65 | 4 |