Over 2022 to 2025 (4 years of data), IDXXUSUSD has tended to move short between 17.08 and 12.10, closing higher in 100.0% of those years for an average +7.78% move and an annualized Sharpe of 4.13.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 12.10 | Short | 100.0% | +7.78% | 4.13 | 4 |
| 17.08 → 14.10 | Short | 100.0% | +7.73% | 3.74 | 4 |
| 17.08 → 10.10 | Short | 100.0% | +7.71% | 5.98 | 4 |
| 16.08 → 10.10 | Short | 100.0% | +7.59% | 3.67 | 4 |
| 17.08 → 16.10 | Short | 100.0% | +7.53% | 4.62 | 4 |
| 17.08 → 09.10 | Short | 100.0% | +7.52% | 4.72 | 4 |
| 17.08 → 08.10 | Short | 100.0% | +7.51% | 4.74 | 4 |
| 17.08 → 13.10 | Short | 100.0% | +7.44% | 4.04 | 4 |