Over 2022 to 2025 (4 years of data), IONSUSUSD has tended to move long between 12.07 and 09.09, closing higher in 100.0% of those years for an average +23.63% move and an annualized Sharpe of 2.65.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.07 → 09.09 | Long | 100.0% | +23.63% | 2.65 | 4 |
| 12.07 → 08.09 | Long | 100.0% | +23.21% | 2.49 | 4 |
| 12.07 → 07.09 | Long | 100.0% | +19.07% | 2.50 | 4 |
| 12.07 → 28.08 | Long | 100.0% | +7.67% | 2.54 | 4 |
| 12.07 → 16.07 | Long | 100.0% | +6.54% | 12.29 | 4 |
| 11.07 → 28.08 | Long | 100.0% | +6.00% | 2.29 | 4 |
| 12.07 → 15.07 | Long | 100.0% | +5.89% | 12.91 | 4 |
| 12.07 → 30.07 | Long | 100.0% | +5.04% | 7.23 | 4 |