Over 2022 to 2025 (4 years of data), IEXUSUSD has tended to move short between 25.08 and 24.10, closing higher in 100.0% of those years for an average +3.96% move and an annualized Sharpe of 1.78.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.08 → 24.10 | Short | 100.0% | +3.96% | 1.78 | 4 |
| 26.08 → 06.09 | Short | 100.0% | +3.16% | 9.41 | 4 |
| 26.08 → 10.09 | Short | 100.0% | +3.16% | 10.15 | 4 |
| 26.08 → 12.09 | Short | 100.0% | +3.09% | 8.51 | 4 |
| 26.08 → 13.09 | Short | 100.0% | +3.06% | 12.84 | 4 |
| 26.08 → 05.09 | Short | 100.0% | +3.04% | 8.65 | 4 |
| 26.08 → 15.09 | Short | 100.0% | +3.02% | 7.83 | 4 |
| 26.08 → 09.09 | Short | 100.0% | +3.01% | 11.14 | 4 |