Over 2017 to 2025 (9 years of data), GOOGLUSUSD has tended to move short between 13.07 and 19.07, closing higher in 77.8% of those years for an average +11.54% move and an annualized Sharpe of 3.05.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 19.07 | Short | 77.8% | +11.54% | 3.05 | 9 |
| 13.07 → 18.07 | Short | 77.8% | +11.43% | 3.30 | 9 |
| 12.07 → 19.07 | Short | 77.8% | +10.99% | 2.67 | 9 |
| 07.07 → 15.07 | Long | 77.8% | +1.73% | 4.03 | 9 |
| 08.07 → 15.07 | Long | 77.8% | +1.72% | 3.56 | 9 |
| 07.07 → 14.07 | Long | 77.8% | +1.66% | 3.95 | 9 |
| 08.07 → 14.07 | Long | 77.8% | +1.65% | 3.63 | 9 |
| 07.07 → 16.07 | Long | 77.8% | +1.62% | 3.21 | 9 |