Over 2018 to 2025 (8 years of data), ILMNUSUSD has tended to move long between 13.07 and 30.07, closing higher in 87.5% of those years for an average +5.13% move and an annualized Sharpe of 3.81.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 30.07 | Long | 87.5% | +5.13% | 3.81 | 8 |
| 11.07 → 30.07 | Long | 87.5% | +5.08% | 4.44 | 8 |
| 12.07 → 30.07 | Long | 87.5% | +5.03% | 3.63 | 8 |
| 11.07 → 27.07 | Long | 87.5% | +4.87% | 4.97 | 8 |
| 11.07 → 28.07 | Long | 87.5% | +4.79% | 4.72 | 8 |
| 07.07 → 03.08 | Long | 87.5% | +4.61% | 1.55 | 8 |
| 07.07 → 30.07 | Long | 87.5% | +4.56% | 1.79 | 8 |
| 09.07 → 03.08 | Long | 87.5% | +4.45% | 1.60 | 8 |