Over 2022 to 2025 (4 years of data), FNFUSUSD has tended to move long between 10.07 and 08.09, closing higher in 100.0% of those years for an average +18.17% move and an annualized Sharpe of 14.51.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 08.09 | Long | 100.0% | +18.17% | 14.51 | 4 |
| 10.07 → 07.09 | Long | 100.0% | +17.54% | 9.65 | 4 |
| 10.07 → 06.09 | Long | 100.0% | +17.39% | 8.78 | 4 |
| 10.07 → 04.09 | Long | 100.0% | +16.70% | 7.71 | 4 |
| 10.07 → 05.09 | Long | 100.0% | +16.59% | 7.28 | 4 |
| 10.07 → 03.09 | Long | 100.0% | +16.35% | 8.03 | 4 |
| 10.07 → 31.08 | Long | 100.0% | +16.16% | 7.75 | 4 |
| 10.07 → 02.09 | Long | 100.0% | +16.09% | 7.89 | 4 |