Over 2017 to 2025 (9 years of data), IBMUSUSD has tended to move long between 07.07 and 17.07, closing higher in 77.8% of those years for an average +2.24% move and an annualized Sharpe of 4.34.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 17.07 | Long | 77.8% | +2.24% | 4.34 | 9 |
| 12.07 → 17.07 | Long | 77.8% | +1.84% | 6.24 | 9 |
| 13.07 → 17.07 | Long | 77.8% | +1.63% | 7.41 | 9 |
| 07.07 → 16.07 | Long | 77.8% | +1.23% | 3.11 | 9 |
| 07.07 → 15.07 | Long | 77.8% | +1.17% | 3.65 | 9 |
| 07.07 → 14.07 | Long | 77.8% | +1.12% | 4.10 | 9 |
| 07.07 → 13.07 | Long | 77.8% | +0.88% | 3.62 | 9 |
| 13.07 → 20.07 | Long | 77.8% | +0.68% | 1.29 | 9 |