Over 2018 to 2025 (8 years of data), INTUUSUSD has tended to move long between 25.07 and 31.08, closing higher in 87.5% of those years for an average +3.52% move and an annualized Sharpe of 1.24.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 31.08 | Long | 87.5% | +3.52% | 1.24 | 8 |
| 25.07 → 30.08 | Long | 87.5% | +3.48% | 1.24 | 8 |
| 25.07 → 29.08 | Long | 87.5% | +3.22% | 1.17 | 8 |
| 25.07 → 01.09 | Long | 75.0% | +3.54% | 1.18 | 8 |
| 25.07 → 02.09 | Long | 75.0% | +3.50% | 1.06 | 8 |
| 25.07 → 09.09 | Long | 75.0% | +3.31% | 1.16 | 8 |
| 26.07 → 01.09 | Long | 75.0% | +3.28% | 1.10 | 8 |
| 26.07 → 31.08 | Long | 75.0% | +3.26% | 1.15 | 8 |