Over 2017 to 2025 (9 years of data), INDIDXUSD has tended to move long between 11.07 and 17.07, closing higher in 62.5% of those years for an average +0.42% move and an annualized Sharpe of 7.56.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.07 → 17.07 | Long | 62.5% | +0.42% | 7.56 | 8 |
| 13.07 → 16.07 | Long | 62.5% | +0.42% | 8.22 | 8 |
| 08.07 → 30.08 | Long | 50.0% | +3.67% | 1.89 | 8 |
| 13.07 → 30.08 | Long | 50.0% | +3.65% | 1.99 | 8 |
| 13.07 → 11.09 | Long | 50.0% | +3.59% | 1.58 | 8 |
| 11.07 → 30.08 | Long | 50.0% | +3.55% | 1.97 | 8 |
| 08.07 → 29.08 | Long | 50.0% | +3.54% | 1.89 | 8 |
| 13.07 → 29.08 | Long | 50.0% | +3.52% | 1.97 | 8 |