Over 2022 to 2025 (4 years of data), FNFUSUSD has tended to move long between 22.08 and 12.09, closing higher in 100.0% of those years for an average +4.73% move and an annualized Sharpe of 10.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 12.09 | Long | 100.0% | +4.73% | 10.48 | 4 |
| 21.08 → 12.09 | Long | 100.0% | +4.68% | 12.60 | 4 |
| 22.08 → 11.09 | Long | 100.0% | +4.57% | 8.20 | 4 |
| 21.08 → 11.09 | Long | 100.0% | +4.51% | 10.52 | 4 |
| 19.08 → 12.09 | Long | 100.0% | +4.40% | 13.71 | 4 |
| 22.08 → 09.09 | Long | 100.0% | +4.38% | 7.78 | 4 |
| 20.08 → 12.09 | Long | 100.0% | +4.33% | 10.11 | 4 |
| 21.08 → 09.09 | Long | 100.0% | +4.31% | 9.18 | 4 |