Over 2017 to 2025 (9 years of data), ITUBUSUSD has tended to move long between 08.07 and 27.07, closing higher in 88.9% of those years for an average +4.21% move and an annualized Sharpe of 2.92.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 08.07 → 27.07 | Long | 88.9% | +4.21% | 2.92 | 9 |
| 08.07 → 28.07 | Long | 88.9% | +4.21% | 2.97 | 9 |
| 08.07 → 25.07 | Long | 88.9% | +2.63% | 2.40 | 9 |
| 10.07 → 17.07 | Long | 88.9% | +1.79% | 6.21 | 9 |
| 08.07 → 29.07 | Long | 77.8% | +3.88% | 2.49 | 9 |
| 09.07 → 28.07 | Long | 77.8% | +3.54% | 2.87 | 9 |
| 09.07 → 27.07 | Long | 77.8% | +3.53% | 2.84 | 9 |
| 07.07 → 27.07 | Long | 77.8% | +3.44% | 2.28 | 9 |