Over 2017 to 2025 (9 years of data), QCOMUSUSD has tended to move long between 20.08 and 01.09, closing higher in 87.5% of those years for an average +2.86% move and an annualized Sharpe of 2.77.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 20.08 → 01.09 | Long | 87.5% | +2.86% | 2.77 | 8 |
| 20.08 → 31.08 | Long | 87.5% | +2.64% | 3.23 | 8 |
| 20.08 → 02.09 | Long | 87.5% | +2.58% | 2.22 | 8 |
| 20.08 → 30.08 | Long | 87.5% | +2.52% | 3.66 | 8 |
| 21.08 → 01.09 | Long | 87.5% | +2.40% | 2.48 | 8 |
| 21.08 → 31.08 | Long | 87.5% | +2.18% | 2.89 | 8 |
| 19.08 → 01.09 | Long | 87.5% | +2.15% | 1.88 | 8 |
| 21.08 → 02.09 | Long | 87.5% | +2.12% | 1.94 | 8 |