Over 2017 to 2025 (9 years of data), QQQUSUSD has tended to move long between 07.07 and 04.09, closing higher in 88.9% of those years for an average +3.20% move and an annualized Sharpe of 1.76.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 07.07 → 04.09 | Long | 88.9% | +3.20% | 1.76 | 9 |
| 07.07 → 05.09 | Long | 88.9% | +2.98% | 1.62 | 9 |
| 08.07 → 06.09 | Long | 88.9% | +2.62% | 1.27 | 9 |
| 07.07 → 22.07 | Long | 88.9% | +2.24% | 5.64 | 9 |
| 07.07 → 27.07 | Long | 88.9% | +2.10% | 2.58 | 9 |
| 07.07 → 31.07 | Long | 88.9% | +2.03% | 2.30 | 9 |
| 08.07 → 22.07 | Long | 88.9% | +2.01% | 5.37 | 9 |
| 07.07 → 20.07 | Long | 88.9% | +1.97% | 4.01 | 9 |