Over 2020 to 2025 (6 years of data), ITAUSUSD has tended to move long between 07.07 and 11.08, closing higher in 100.0% of those years for an average +4.57% move and an annualized Sharpe of 5.86.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 11.08 | Long | 100.0% | +4.57% | 5.86 | 6 |
| 07.07 → 12.08 | Long | 100.0% | +4.14% | 4.90 | 6 |
| 07.07 → 10.08 | Long | 100.0% | +4.11% | 7.22 | 6 |
| 07.07 → 13.08 | Long | 100.0% | +4.02% | 4.45 | 6 |
| 13.07 → 08.08 | Long | 100.0% | +3.62% | 4.64 | 6 |
| 07.07 → 09.08 | Long | 100.0% | +3.41% | 4.64 | 6 |
| 07.07 → 08.08 | Long | 100.0% | +2.97% | 5.12 | 6 |
| 12.07 → 06.08 | Long | 100.0% | +2.73% | 4.01 | 6 |