Over 2022 to 2025 (4 years of data), INCYUSUSD has tended to move long between 07.07 and 26.07, closing higher in 100.0% of those years for an average +6.46% move and an annualized Sharpe of 3.66.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 26.07 | Long | 100.0% | +6.46% | 3.66 | 4 |
| 08.07 → 26.07 | Long | 100.0% | +6.25% | 3.50 | 4 |
| 07.07 → 24.07 | Long | 100.0% | +6.16% | 4.59 | 4 |
| 08.07 → 24.07 | Long | 100.0% | +5.94% | 4.34 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.85% | 6.06 | 4 |
| 07.07 → 23.07 | Long | 100.0% | +5.70% | 5.06 | 4 |
| 09.07 → 26.07 | Long | 100.0% | +5.66% | 3.54 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +5.63% | 5.66 | 4 |