Over 2022 to 2025 (4 years of data), PEAKUSUSD has tended to move short between 13.09 and 29.10, closing higher in 100.0% of those years for an average +11.61% move and an annualized Sharpe of 4.63.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.09 → 29.10 | Short | 100.0% | +11.61% | 4.63 | 3 |
| 09.09 → 02.11 | Short | 100.0% | +10.43% | 5.12 | 3 |
| 09.09 → 04.11 | Short | 100.0% | +10.24% | 5.21 | 3 |
| 08.09 → 02.11 | Short | 100.0% | +10.23% | 5.13 | 3 |
| 08.09 → 04.11 | Short | 100.0% | +10.03% | 5.09 | 3 |
| 10.09 → 01.11 | Short | 100.0% | +9.71% | 2.92 | 4 |
| 13.09 → 01.11 | Short | 100.0% | +9.64% | 3.22 | 4 |
| 14.09 → 01.11 | Short | 100.0% | +9.52% | 3.30 | 4 |