Over 2018 to 2025 (8 years of data), ISRGUSUSD has tended to move long between 22.08 and 30.08, closing higher in 87.5% of those years for an average +2.39% move and an annualized Sharpe of 3.60.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.08 → 30.08 | Long | 87.5% | +2.39% | 3.60 | 8 |
| 22.08 → 01.09 | Long | 87.5% | +2.38% | 3.46 | 8 |
| 22.08 → 31.08 | Long | 87.5% | +2.14% | 3.23 | 8 |
| 16.08 → 15.10 | Short | 75.0% | +11.74% | 1.29 | 8 |
| 16.08 → 07.10 | Short | 75.0% | +11.20% | 1.34 | 8 |
| 22.08 → 14.10 | Short | 75.0% | +10.94% | 1.26 | 8 |
| 16.08 → 06.10 | Short | 75.0% | +10.88% | 1.33 | 8 |
| 22.08 → 11.10 | Short | 75.0% | +10.81% | 1.27 | 8 |