Over 2017 to 2025 (9 years of data), INDIDXUSD has tended to move long between 14.07 and 12.09, closing higher in 80.0% of those years for an average +5.81% move and an annualized Sharpe of 2.32.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 14.07 → 12.09 | Long | 80.0% | +5.81% | 2.32 | 5 |
| 15.07 → 12.09 | Long | 80.0% | +5.76% | 2.36 | 5 |
| 14.07 → 10.09 | Long | 80.0% | +5.71% | 2.32 | 5 |
| 15.07 → 10.09 | Long | 80.0% | +5.67% | 2.36 | 5 |
| 15.07 → 13.09 | Long | 80.0% | +5.67% | 2.61 | 5 |
| 14.07 → 07.09 | Long | 80.0% | +5.65% | 2.56 | 5 |
| 12.07 → 10.09 | Long | 80.0% | +5.62% | 2.41 | 5 |
| 14.07 → 28.08 | Long | 80.0% | +5.61% | 3.19 | 5 |