Over 2018 to 2025 (8 years of data), ILMNUSUSD has tended to move short between 17.08 and 08.10, closing higher in 87.5% of those years for an average +5.73% move and an annualized Sharpe of 1.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 17.08 → 08.10 | Short | 87.5% | +5.73% | 1.75 | 8 |
| 18.08 → 08.10 | Short | 87.5% | +5.52% | 1.71 | 8 |
| 14.08 → 08.10 | Short | 87.5% | +5.08% | 1.20 | 8 |
| 16.08 → 07.09 | Short | 87.5% | +4.35% | 3.96 | 8 |
| 17.08 → 07.09 | Short | 87.5% | +4.22% | 3.98 | 8 |
| 16.08 → 08.09 | Short | 87.5% | +4.18% | 3.51 | 8 |
| 16.08 → 09.09 | Short | 87.5% | +4.12% | 3.16 | 8 |
| 17.08 → 08.09 | Short | 87.5% | +4.05% | 3.52 | 8 |