Over 2017 to 2025 (9 years of data), QQQUSUSD has tended to move long between 27.08 and 01.09, closing higher in 77.8% of those years for an average +1.21% move and an annualized Sharpe of 7.30.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 27.08 → 01.09 | Long | 77.8% | +1.21% | 7.30 | 9 |
| 28.08 → 01.09 | Long | 77.8% | +1.07% | 6.76 | 9 |
| 27.08 → 02.09 | Long | 77.8% | +1.05% | 4.14 | 9 |
| 27.08 → 31.08 | Long | 77.8% | +1.01% | 7.01 | 9 |
| 27.08 → 30.08 | Long | 77.8% | +0.93% | 9.22 | 9 |
| 22.08 → 06.10 | Short | 77.8% | +0.92% | 0.51 | 9 |
| 28.08 → 02.09 | Long | 77.8% | +0.91% | 3.75 | 9 |
| 26.08 → 01.09 | Long | 77.8% | +0.90% | 2.37 | 9 |