Over 2022 to 2025 (4 years of data), GDDYUSUSD has tended to move short between 08.07 and 25.07, closing higher in 100.0% of those years for an average +2.90% move and an annualized Sharpe of 5.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 25.07 | Short | 100.0% | +2.90% | 5.46 | 4 |
| 07.07 → 25.07 | Short | 100.0% | +2.82% | 4.92 | 4 |
| 08.07 → 26.07 | Short | 100.0% | +2.32% | 4.39 | 4 |
| 08.07 → 27.07 | Short | 100.0% | +2.12% | 3.82 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +1.91% | 11.46 | 4 |
| 08.07 → 24.07 | Short | 100.0% | +1.88% | 3.57 | 4 |
| 12.07 → 17.07 | Long | 100.0% | +1.35% | 14.45 | 4 |
| 13.07 → 16.07 | Long | 100.0% | +1.30% | 24.07 | 4 |