Over 2022 to 2025 (4 years of data), FTVUSUSD has tended to move long between 07.07 and 24.08, closing higher in 75.0% of those years for an average +5.18% move and an annualized Sharpe of 1.33.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 24.08 | Long | 75.0% | +5.18% | 1.33 | 4 |
| 07.07 → 22.08 | Long | 75.0% | +4.98% | 1.46 | 4 |
| 07.07 → 23.08 | Long | 75.0% | +4.76% | 1.40 | 4 |
| 09.07 → 24.08 | Long | 75.0% | +4.74% | 1.30 | 4 |
| 10.07 → 24.08 | Long | 75.0% | +4.64% | 1.24 | 4 |
| 07.07 → 21.08 | Long | 75.0% | +4.45% | 1.34 | 4 |
| 10.07 → 22.08 | Long | 75.0% | +4.44% | 1.37 | 4 |
| 11.07 → 24.08 | Long | 75.0% | +4.37% | 1.15 | 4 |