Over 2022 to 2025 (4 years of data), FTIUSUSD has tended to move long between 13.07 and 02.09, closing higher in 100.0% of those years for an average +17.45% move and an annualized Sharpe of 2.48.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 02.09 | Long | 100.0% | +17.45% | 2.48 | 4 |
| 13.07 → 01.09 | Long | 100.0% | +16.84% | 2.37 | 4 |
| 13.07 → 28.08 | Long | 100.0% | +16.83% | 2.12 | 4 |
| 13.07 → 27.08 | Long | 100.0% | +16.37% | 2.15 | 4 |
| 13.07 → 28.07 | Long | 100.0% | +16.25% | 4.86 | 4 |
| 13.07 → 29.07 | Long | 100.0% | +16.18% | 4.63 | 4 |
| 13.07 → 29.08 | Long | 100.0% | +15.77% | 2.23 | 4 |
| 13.07 → 24.08 | Long | 100.0% | +15.75% | 1.98 | 4 |