Over 2022 to 2025 (4 years of data), INCYUSUSD has tended to move short between 22.08 and 25.09, closing higher in 100.0% of those years for an average +6.59% move and an annualized Sharpe of 6.75.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 25.09 | Short | 100.0% | +6.59% | 6.75 | 4 |
| 24.08 → 25.09 | Short | 100.0% | +5.65% | 6.34 | 4 |
| 22.08 → 24.09 | Short | 100.0% | +5.61% | 4.85 | 4 |
| 25.08 → 25.09 | Short | 100.0% | +5.56% | 6.53 | 4 |
| 26.08 → 25.09 | Short | 100.0% | +5.51% | 6.39 | 4 |
| 23.08 → 25.09 | Short | 100.0% | +5.48% | 5.04 | 4 |
| 28.08 → 25.09 | Short | 100.0% | +5.10% | 8.82 | 4 |
| 22.08 → 22.09 | Short | 100.0% | +5.07% | 4.31 | 4 |