Over 2022 to 2025 (4 years of data), FTNTUSUSD has tended to move short between 08.07 and 06.08, closing higher in 100.0% of those years for an average +18.97% move and an annualized Sharpe of 8.25.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 06.08 | Short | 100.0% | +18.97% | 8.25 | 4 |
| 09.07 → 06.08 | Short | 100.0% | +18.74% | 7.90 | 4 |
| 07.07 → 06.08 | Short | 100.0% | +18.14% | 7.59 | 4 |
| 10.07 → 06.08 | Short | 100.0% | +18.04% | 8.53 | 4 |
| 11.07 → 06.08 | Short | 100.0% | +17.53% | 8.07 | 4 |
| 13.07 → 06.08 | Short | 100.0% | +16.00% | 6.83 | 4 |
| 12.07 → 06.08 | Short | 100.0% | +15.54% | 6.50 | 4 |
| 08.07 → 05.08 | Short | 100.0% | +14.56% | 8.72 | 4 |