Over 2018 to 2025 (8 years of data), INTUUSUSD has tended to move long between 10.07 and 30.08, closing higher in 87.5% of those years for an average +5.97% move and an annualized Sharpe of 2.00.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.08 | Long | 87.5% | +5.97% | 2.00 | 8 |
| 10.07 → 02.09 | Long | 87.5% | +5.87% | 1.80 | 8 |
| 10.07 → 31.08 | Long | 87.5% | +5.83% | 1.90 | 8 |
| 10.07 → 01.09 | Long | 87.5% | +5.56% | 1.75 | 8 |
| 10.07 → 28.07 | Long | 87.5% | +4.56% | 4.07 | 8 |
| 10.07 → 09.08 | Long | 87.5% | +4.27% | 2.51 | 8 |
| 10.07 → 27.07 | Long | 87.5% | +4.20% | 4.24 | 8 |
| 10.07 → 20.08 | Long | 87.5% | +4.02% | 2.04 | 8 |