Over 2022 to 2025 (4 years of data), FTNTUSUSD has tended to move short between 16.07 and 04.08, closing higher in 100.0% of those years for an average +13.43% move and an annualized Sharpe of 6.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.07 → 04.08 | Short | 100.0% | +13.43% | 6.88 | 4 |
| 16.07 → 05.08 | Short | 100.0% | +13.29% | 7.53 | 4 |
| 16.07 → 06.08 | Short | 100.0% | +13.06% | 7.03 | 4 |
| 11.07 → 04.08 | Short | 100.0% | +12.58% | 4.96 | 4 |
| 11.07 → 05.08 | Short | 100.0% | +12.48% | 5.51 | 4 |
| 17.07 → 04.08 | Short | 100.0% | +12.47% | 6.02 | 4 |
| 12.07 → 04.08 | Short | 100.0% | +12.38% | 4.78 | 4 |
| 17.07 → 05.08 | Short | 100.0% | +12.34% | 6.52 | 4 |