Over 2022 to 2025 (4 years of data), QRVOUSUSD has tended to move short between 13.07 and 11.09, closing higher in 100.0% of those years for an average +7.12% move and an annualized Sharpe of 3.64.
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 13.07 → 11.09 | Short | 100.0% | +7.12% | 3.64 | 4 |
| 13.07 → 10.09 | Short | 100.0% | +6.76% | 3.08 | 4 |
| 12.07 → 10.09 | Short | 100.0% | +6.52% | 2.93 | 4 |
| 07.07 → 22.07 | Long | 100.0% | +5.10% | 11.40 | 4 |
| 07.07 → 16.07 | Long | 100.0% | +5.00% | 10.46 | 4 |
| 07.07 → 20.07 | Long | 100.0% | +4.91% | 7.98 | 4 |
| 08.07 → 22.07 | Long | 100.0% | +4.52% | 9.73 | 4 |
| 08.07 → 16.07 | Long | 100.0% | +4.43% | 8.32 | 4 |