Over 2022 to 2025 (4 years of data), POOLUSUSD has tended to move long between 22.07 and 13.08, closing higher in 100.0% of those years for an average +8.72% move and an annualized Sharpe of 19.46.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 22.07 → 13.08 | Long | 100.0% | +8.72% | 19.46 | 4 |
| 22.07 → 28.07 | Long | 100.0% | +8.42% | 15.78 | 4 |
| 22.07 → 30.07 | Long | 100.0% | +8.16% | 11.90 | 4 |
| 22.07 → 14.08 | Long | 100.0% | +8.02% | 17.41 | 4 |
| 22.07 → 31.07 | Long | 100.0% | +7.95% | 9.85 | 4 |
| 22.07 → 06.08 | Long | 100.0% | +7.94% | 14.91 | 4 |
| 22.07 → 27.07 | Long | 100.0% | +7.89% | 14.60 | 4 |
| 22.07 → 29.07 | Long | 100.0% | +7.84% | 12.44 | 4 |