Over 2020 to 2025 (6 years of data), IAKUSUSD has tended to move long between 23.08 and 22.10, closing higher in 83.3% of those years for an average +2.05% move and an annualized Sharpe of 1.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.08 → 22.10 | Long | 83.3% | +2.05% | 1.60 | 6 |
| 24.08 → 23.10 | Long | 83.3% | +1.82% | 1.56 | 6 |
| 24.08 → 22.10 | Long | 83.3% | +1.74% | 1.49 | 6 |
| 22.08 → 14.10 | Long | 83.3% | +1.67% | 1.09 | 6 |
| 27.08 → 23.10 | Long | 83.3% | +1.57% | 1.73 | 6 |
| 27.08 → 22.10 | Long | 83.3% | +1.49% | 1.56 | 6 |
| 28.08 → 23.10 | Long | 83.3% | +1.43% | 1.51 | 6 |
| 22.08 → 12.09 | Long | 83.3% | +1.16% | 2.94 | 6 |