Over 2022 to 2025 (4 years of data), IDXXUSUSD has tended to move long between 09.07 and 09.08, closing higher in 100.0% of those years for an average +7.99% move and an annualized Sharpe of 3.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 09.07 → 09.08 | Long | 100.0% | +7.99% | 3.30 | 4 |
| 09.07 → 08.08 | Long | 100.0% | +7.84% | 3.30 | 4 |
| 09.07 → 12.08 | Long | 100.0% | +7.68% | 2.83 | 4 |
| 09.07 → 13.08 | Long | 100.0% | +7.68% | 3.23 | 4 |
| 08.07 → 09.08 | Long | 100.0% | +7.65% | 2.99 | 4 |
| 08.07 → 08.08 | Long | 100.0% | +7.51% | 3.00 | 4 |
| 08.07 → 12.08 | Long | 100.0% | +7.35% | 2.57 | 4 |
| 10.07 → 08.08 | Long | 100.0% | +7.35% | 3.01 | 4 |