Over 2022 to 2025 (4 years of data), ITUSUSD has tended to move long between 20.07 and 25.07, closing higher in 100.0% of those years for an average +0.93% move and an annualized Sharpe of 12.91.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.07 → 25.07 | Long | 100.0% | +0.93% | 12.91 | 4 |
| 21.07 → 25.07 | Long | 100.0% | +0.83% | 12.27 | 4 |
| 23.07 → 07.08 | Short | 75.0% | +5.81% | 1.52 | 4 |
| 23.07 → 05.08 | Short | 75.0% | +5.42% | 1.66 | 4 |
| 22.07 → 05.08 | Short | 75.0% | +5.03% | 1.54 | 4 |
| 21.07 → 05.08 | Short | 75.0% | +4.63% | 1.30 | 4 |
| 20.07 → 05.08 | Short | 75.0% | +4.43% | 1.16 | 4 |
| 17.07 → 05.08 | Short | 75.0% | +4.11% | 0.92 | 4 |