Over 2022 to 2025 (4 years of data), INCYUSUSD has tended to move long between 23.07 and 03.09, closing higher in 75.0% of those years for an average +4.28% move and an annualized Sharpe of 0.90.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 23.07 → 03.09 | Long | 75.0% | +4.28% | 0.90 | 4 |
| 22.07 → 03.09 | Long | 75.0% | +3.95% | 0.73 | 4 |
| 21.07 → 03.09 | Long | 75.0% | +3.77% | 0.70 | 4 |
| 23.07 → 24.08 | Long | 75.0% | +3.71% | 1.06 | 4 |
| 23.07 → 02.09 | Long | 75.0% | +3.71% | 0.81 | 4 |
| 27.07 → 25.09 | Short | 75.0% | +3.62% | 0.73 | 4 |
| 23.07 → 01.09 | Long | 75.0% | +3.59% | 0.88 | 4 |
| 23.07 → 27.08 | Long | 75.0% | +3.46% | 0.87 | 4 |