Over 2022 to 2025 (4 years of data), NYTUSUSD has tended to move short between 16.08 and 03.10, closing higher in 100.0% of those years for an average +5.42% move and an annualized Sharpe of 3.89.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 16.08 → 03.10 | Short | 100.0% | +5.42% | 3.89 | 4 |
| 16.08 → 07.10 | Short | 100.0% | +5.37% | 3.26 | 4 |
| 16.08 → 06.10 | Short | 100.0% | +5.21% | 4.19 | 4 |
| 16.08 → 05.10 | Short | 100.0% | +5.02% | 4.22 | 4 |
| 16.08 → 20.09 | Short | 100.0% | +4.29% | 3.87 | 4 |
| 21.08 → 03.10 | Short | 100.0% | +4.27% | 4.72 | 4 |
| 21.08 → 07.10 | Short | 100.0% | +4.23% | 3.80 | 4 |
| 22.08 → 26.09 | Short | 100.0% | +4.22% | 3.44 | 4 |