Over 2022 to 2025 (4 years of data), GLPIUSUSD has tended to move short between 26.08 and 25.10, closing higher in 100.0% of those years for an average +4.23% move and an annualized Sharpe of 3.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 25.10 | Short | 100.0% | +4.23% | 3.78 | 4 |
| 27.08 → 11.09 | Long | 100.0% | +3.22% | 7.10 | 4 |
| 27.08 → 10.09 | Long | 100.0% | +3.15% | 6.72 | 4 |
| 27.08 → 12.09 | Long | 100.0% | +3.12% | 5.79 | 4 |
| 27.08 → 25.10 | Short | 100.0% | +3.04% | 3.61 | 4 |
| 27.08 → 09.09 | Long | 100.0% | +2.90% | 6.23 | 4 |
| 21.08 → 25.08 | Long | 100.0% | +1.24% | 11.53 | 4 |
| 22.08 → 25.08 | Long | 100.0% | +1.03% | 15.15 | 4 |