Over 2022 to 2025 (4 years of data), POOLUSUSD has tended to move short between 26.08 and 23.10, closing higher in 100.0% of those years for an average +9.35% move and an annualized Sharpe of 3.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 26.08 → 23.10 | Short | 100.0% | +9.35% | 3.77 | 4 |
| 26.08 → 22.10 | Short | 100.0% | +9.34% | 3.80 | 4 |
| 25.08 → 23.10 | Short | 100.0% | +8.78% | 4.13 | 4 |
| 25.08 → 22.10 | Short | 100.0% | +8.77% | 4.16 | 4 |
| 24.08 → 23.10 | Short | 100.0% | +8.13% | 3.48 | 4 |
| 24.08 → 22.10 | Short | 100.0% | +8.12% | 3.51 | 4 |
| 27.08 → 23.10 | Short | 100.0% | +7.95% | 4.20 | 4 |
| 27.08 → 22.10 | Short | 100.0% | +7.94% | 4.23 | 4 |