Over 2017 to 2025 (9 years of data), ITUBUSUSD has tended to move short between 16.08 and 21.08, closing higher in 100.0% of those years for an average +3.56% move and an annualized Sharpe of 12.50.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 21.08 | Short | 100.0% | +3.56% | 12.50 | 9 |
| 16.08 → 20.08 | Short | 100.0% | +3.34% | 16.60 | 9 |
| 16.08 → 19.08 | Short | 88.9% | +3.11% | 16.46 | 9 |
| 15.08 → 21.08 | Short | 88.9% | +2.87% | 8.27 | 9 |
| 15.08 → 20.08 | Short | 88.9% | +2.65% | 9.27 | 9 |
| 14.08 → 22.08 | Short | 88.9% | +2.62% | 5.81 | 9 |
| 17.08 → 21.08 | Short | 88.9% | +2.53% | 10.84 | 9 |
| 15.08 → 19.08 | Short | 88.9% | +2.42% | 8.75 | 9 |