Over 2022 to 2025 (4 years of data), IBKRUSUSD has tended to move long between 18.08 and 06.10, closing higher in 100.0% of those years for an average +10.60% move and an annualized Sharpe of 3.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 18.08 → 06.10 | Long | 100.0% | +10.60% | 3.50 | 4 |
| 14.08 → 12.09 | Long | 100.0% | +5.66% | 3.94 | 4 |
| 18.08 → 19.09 | Long | 100.0% | +4.99% | 4.46 | 4 |
| 18.08 → 18.09 | Long | 100.0% | +4.74% | 5.84 | 4 |
| 18.08 → 20.09 | Long | 100.0% | +4.42% | 3.83 | 4 |
| 18.08 → 12.09 | Long | 100.0% | +4.23% | 6.09 | 4 |
| 17.08 → 12.09 | Long | 100.0% | +4.11% | 4.94 | 4 |
| 18.08 → 11.09 | Long | 100.0% | +4.03% | 5.24 | 4 |