Over 2017 to 2025 (9 years of data), INTCUSUSD has tended to move long between 07.07 and 20.07, closing higher in 100.0% of those years for an average +4.31% move and an annualized Sharpe of 10.07.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 20.07 | Long | 100.0% | +4.31% | 10.07 | 9 |
| 07.07 → 21.07 | Long | 100.0% | +4.01% | 9.16 | 9 |
| 07.07 → 19.07 | Long | 100.0% | +3.60% | 8.33 | 9 |
| 07.07 → 14.07 | Long | 100.0% | +3.30% | 10.63 | 9 |
| 10.07 → 19.08 | Short | 88.9% | +8.57% | 2.23 | 9 |
| 10.07 → 17.08 | Short | 88.9% | +8.22% | 2.10 | 9 |
| 07.07 → 18.07 | Long | 88.9% | +4.35% | 7.67 | 9 |
| 07.07 → 22.07 | Long | 88.9% | +3.90% | 5.53 | 9 |