Over 2017 to 2025 (9 years of data), FUSUSD has tended to move short between 13.07 and 21.08, closing higher in 75.0% of those years for an average +5.02% move and an annualized Sharpe of 0.87.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 21.08 | Short | 75.0% | +5.02% | 0.87 | 8 |
| 13.07 → 22.08 | Short | 75.0% | +4.87% | 0.81 | 8 |
| 12.07 → 21.08 | Short | 75.0% | +4.77% | 0.83 | 8 |
| 12.07 → 22.08 | Short | 75.0% | +4.62% | 0.77 | 8 |
| 09.07 → 21.08 | Short | 75.0% | +4.48% | 0.83 | 8 |
| 09.07 → 22.08 | Short | 75.0% | +4.33% | 0.77 | 8 |
| 11.07 → 21.08 | Short | 75.0% | +4.23% | 0.72 | 8 |
| 13.07 → 10.09 | Short | 75.0% | +4.18% | 0.54 | 8 |