Over 2017 to 2025 (9 years of data), IBMUSUSD has tended to move short between 28.07 and 11.08, closing higher in 77.8% of those years for an average +2.46% move and an annualized Sharpe of 2.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 28.07 → 11.08 | Short | 77.8% | +2.46% | 2.91 | 9 |
| 28.07 → 10.08 | Short | 77.8% | +2.43% | 3.03 | 9 |
| 28.07 → 14.08 | Short | 77.8% | +2.30% | 2.14 | 9 |
| 28.07 → 13.08 | Short | 77.8% | +2.00% | 2.35 | 9 |
| 24.07 → 03.09 | Short | 77.8% | +1.44% | 0.64 | 9 |
| 23.07 → 04.09 | Short | 77.8% | +1.40% | 0.61 | 9 |
| 27.07 → 03.09 | Short | 77.8% | +1.27% | 0.87 | 9 |
| 24.07 → 04.09 | Short | 77.8% | +1.25% | 0.56 | 9 |