Over 2022 to 2025 (4 years of data), ITUSUSD has tended to move long between 10.07 and 30.07, closing higher in 75.0% of those years for an average +2.75% move and an annualized Sharpe of 1.20.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 10.07 → 30.07 | Long | 75.0% | +2.75% | 1.20 | 4 |
| 09.07 → 30.07 | Long | 75.0% | +2.09% | 0.88 | 4 |
| 12.07 → 16.07 | Long | 75.0% | +2.03% | 6.12 | 4 |
| 10.07 → 26.07 | Long | 75.0% | +1.98% | 1.50 | 4 |
| 12.07 → 24.07 | Long | 75.0% | +1.98% | 2.33 | 4 |
| 10.07 → 27.07 | Long | 75.0% | +1.92% | 1.22 | 4 |
| 10.07 → 28.07 | Long | 75.0% | +1.83% | 1.09 | 4 |
| 12.07 → 18.07 | Long | 75.0% | +1.72% | 3.16 | 4 |