Over 2017 to 2025 (9 years of data), INTCUSUSD has tended to move long between 21.08 and 08.10, closing higher in 88.9% of those years for an average +9.35% move and an annualized Sharpe of 1.22.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 21.08 → 08.10 | Long | 88.9% | +9.35% | 1.22 | 9 |
| 23.08 → 08.10 | Long | 88.9% | +9.28% | 1.39 | 9 |
| 21.08 → 04.10 | Long | 88.9% | +9.23% | 1.42 | 9 |
| 23.08 → 04.10 | Long | 88.9% | +9.19% | 1.67 | 9 |
| 27.08 → 04.10 | Long | 88.9% | +9.13% | 1.69 | 9 |
| 21.08 → 07.10 | Long | 88.9% | +9.05% | 1.23 | 9 |
| 23.08 → 07.10 | Long | 88.9% | +8.97% | 1.41 | 9 |
| 21.08 → 05.10 | Long | 88.9% | +8.92% | 1.35 | 9 |