Over 2022 to 2025 (4 years of data), FTNTUSUSD has tended to move long between 27.08 and 11.09, closing higher in 100.0% of those years for an average +8.38% move and an annualized Sharpe of 8.41.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 11.09 | Long | 100.0% | +8.38% | 8.41 | 4 |
| 27.08 → 10.09 | Long | 100.0% | +7.70% | 7.09 | 4 |
| 22.08 → 11.09 | Long | 100.0% | +7.24% | 7.01 | 4 |
| 27.08 → 06.10 | Long | 100.0% | +7.10% | 5.37 | 4 |
| 25.08 → 11.09 | Long | 100.0% | +7.03% | 6.25 | 4 |
| 26.08 → 11.09 | Long | 100.0% | +7.02% | 9.15 | 4 |
| 21.08 → 11.09 | Long | 100.0% | +6.83% | 5.70 | 4 |
| 22.08 → 10.09 | Long | 100.0% | +6.57% | 5.73 | 4 |