Over 2017 to 2025 (9 years of data), GOOGLUSUSD has tended to move long between 16.08 and 30.08, closing higher in 88.9% of those years for an average +1.81% move and an annualized Sharpe of 1.88.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 30.08 | Long | 88.9% | +1.81% | 1.88 | 9 |
| 21.08 → 25.08 | Long | 88.9% | +1.71% | 9.24 | 9 |
| 19.08 → 15.10 | Long | 77.8% | +2.91% | 0.69 | 9 |
| 18.08 → 15.10 | Long | 77.8% | +2.70% | 0.64 | 9 |
| 16.08 → 15.10 | Long | 77.8% | +2.61% | 0.59 | 9 |
| 17.08 → 15.10 | Long | 77.8% | +2.33% | 0.55 | 9 |
| 16.08 → 02.09 | Long | 77.8% | +2.04% | 1.54 | 9 |
| 16.08 → 01.09 | Long | 77.8% | +2.02% | 1.90 | 9 |