Over 2020 to 2025 (6 years of data), ITAUSUSD has tended to move long between 25.07 and 12.08, closing higher in 100.0% of those years for an average +3.34% move and an annualized Sharpe of 6.96.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 25.07 → 12.08 | Long | 100.0% | +3.34% | 6.96 | 6 |
| 22.07 → 12.08 | Long | 100.0% | +3.21% | 6.57 | 6 |
| 25.07 → 13.08 | Long | 100.0% | +3.19% | 5.36 | 6 |
| 22.07 → 14.08 | Long | 100.0% | +3.13% | 4.48 | 6 |
| 22.07 → 13.08 | Long | 100.0% | +3.06% | 4.89 | 6 |
| 23.07 → 12.08 | Long | 100.0% | +3.04% | 6.05 | 6 |
| 22.07 → 11.08 | Long | 100.0% | +3.02% | 7.49 | 6 |
| 23.07 → 14.08 | Long | 100.0% | +2.96% | 4.47 | 6 |